한국의 무역과 경제성장의상호영향력에 관한 실증적 연구

Title
한국의 무역과 경제성장의상호영향력에 관한 실증적 연구
Other Titles
An Empirical Study on the Mutual Influence between Trade and Economic Growth in Korea
Author(s)
임병진이서영[이서영]
Keywords
Economic Index; KOSPI; Trade; Trade Industry; Impulse Response Function; Unit Root
Issue Date
201508
Publisher
한국무역연구원
Citation
무역연구, v.11, no.4, pp.537 - 552
Abstract
This article examine on the mutual influence between trade and economic growth in Korea. For this purpose, we employ the vector-autoregression method, impulse response function and variance decomposition, Granger causality test using monthly data on the KOSPI and the trade industry price index in Korea. The sample period covers the period from January 8, 2000 to June 22, 2015. This research showed the following major results. First, from basic statistic analysis, the KOSPI and the trade industry price index in Korea have unit roots. Second, there is at least one cointegration among them. In addition, we find that KOSPI Granger causes the trade industry price index in Korea.
URI
http://hdl.handle.net/YU.REPOSITORY/31141
ISSN
1738-8112
Appears in Collections:
경영대학 > 경영학과 > Articles
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