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(KLIPS). Following Hamilton's model with nonโ€linear specification correction, our estimation result shows that the cumulative โ€ฆ
Persistent link: https://www.econbiz.de/10012942615
Persistent link: https://www.econbiz.de/10000431007
Korean Abstract: ๋ณธ ๋…ผ๋ฌธ์€ ์ธํ„ฐ๋„ท์—์„œ ์Šคํฌ๋žฉํ•œ ๋‰ด์Šค๊ธฐ์‚ฌ๋ฅผ ์ผ๋ณ„๋กœ ๋ถ„์„ํ•˜์—ฌ ๊ตญ๋‚ด ๊ฒฝ์ œ์ฃผ์ฒด๋“ค์˜ ๊ฒฝ์ œ์‹ฌ๋ฆฌ๋ฅผ ์ถ”์ •ํ•˜๋Š” ํ•œ๊ตญ์˜ ๋‰ด์Šค์‹ฌ๋ฆฌ์ง€์ˆ˜(news sentiment index, NSI) ๊ฐœ๋ฐœ๋ฐฉ๋ฒ•์„ ์ œ์‹œํ•˜์˜€๋‹ค. ์ด๋ฅผ ์œ„ํ•ด ์ผ๋ จ์˜ ์ž์—ฐ์–ด์ฒ˜๋ฆฌ ๊ธฐ๋ฒ•๋“ค์„...
Persistent link: https://www.econbiz.de/10014236318
, as it is linked to work to improve the estimation of North Korea's other macro statistics โ€ฆ
Persistent link: https://www.econbiz.de/10014090947
Korean Abstract: ๋‰ด์Šค ํ…์ŠคํŠธ๋ฅผ ๊ฒฝ์ œ ์˜ˆ์ธก์— ํ™œ์šฉํ•˜๊ณ ์ž ํ•˜๋Š” ์—ฐ๊ตฌ๋“ค์ด ์ฃผ๋ชฉ๋ฐ›๊ณ  ์žˆ๋‹ค. ๋ณธ ๋…ผ๋ฌธ์€ ํ•™์Šต ๋ฐ์ดํ„ฐ ์—†์ด ๊ฒฝ์ œ ๋ถ€๋ฌธ๋ณ„ ์„œ์ˆ ํ˜• ์ •๋ณด๋ฅผ ํšจ๊ณผ์ ์œผ๋กœ ์ •๋Ÿ‰ํ™”ํ•˜์—ฌ ๊ฒฝ์ œ์˜ˆ์ธก์— ํ™œ์šฉํ•˜๋Š” ๋ฐฉ๋ฒ•์„ ๊ฒ€ํ† ํ•˜์˜€๋‹ค. ๋ณธ ๋…ผ๋ฌธ์€ ๊ฒฝ์ œ...
Persistent link: https://www.econbiz.de/10014348086
English Abstract: This paper suggests a Gibbs sampling estimation of an unobserved component cointegrated VAR Model to โ€ฆ smaller or equivalent to the estimation results of Chow-Lin (1971), Denton (1971), Fernandez (1981), and Litterman (1983).The โ€ฆ
Persistent link: https://www.econbiz.de/10012842668
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ์—์„œ๋Š” ์‚ฌ๋ก€๊ธฐ๋ฐ˜์ถ”๋ก (CBR: Case-Based Reasoning)๊ณผ ์œ ์ „์ž์•Œ๊ณ ๋ฆฌ์ฆ˜(GA: Genetic Algorithm)์„ ์ด์šฉํ•˜์—ฌ ๊ฒฝ์ œ์ƒํ™ฉ ํŒ๋‹จ์ง€์ˆ˜๋ฅผ ๊ฐœ๋ฐœํ•˜๊ณ ์ž ํ•œ๋‹ค. ๋ณธ ์—ฐ๊ตฌ์—์„œ ์ œ์‹œํ•˜๋Š” ๊ฒฝ์ œ์ƒํ™ฉ ํŒ๋‹จ์ง€์ˆ˜๋Š” ๊ธˆ์œต์‹œ์žฅ์˜ ์ผ๋ณ„(daily)...
Persistent link: https://www.econbiz.de/10012901256
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ์—์„œ๋Š” ๊ธˆ์œต ์œ„๊ธฐ๋ฅผ ์กฐ๊ธฐ์— ๋Œ€์ฒ˜ํ•˜๊ธฐ ์œ„ํ•œ ํ•œ ๋ฐฉ๋ฒ•์œผ๋กœ ์ฃผ์‹์‹œ์žฅ ์•ˆ์ •์„ฑ ์ง€์ˆ˜๋ฅผ ์ œ์•ˆํ•˜๊ณ ์ž ํ•œ๋‹ค. ๋ณธ ์—ฐ๊ตฌ์—์„œ ์ œ์•ˆํ•˜๋Š” ์ฃผ์‹์‹œ์žฅ ์•ˆ์ •์„ฑ ์ง€์ˆ˜(Stock Market Stability Index: SMSI )๋Š” ํ˜„์žฌ์˜ ๊ธˆ์œต ์‹œ์žฅ ์ƒํƒœ์™€...
Persistent link: https://www.econbiz.de/10012933153
Korean Abstract: ๋ณธ ๋…ผ๋ฌธ์€ ์™ธํ™˜์œ„๊ธฐ ์ดํ›„ ์šฐ๋ฆฌ๋‚˜๋ผ ๊ฐ€๊ณ„์†Œ๋น„ํ–‰ํƒœ์˜ ์˜ˆ์™ธ์ ์ธ ํŠน์ง•์ธ ๊ฒฝ๊ธฐ ๋™ํ–‰์„ฑ์ด ๋ฏธ์‹œ์ ์œผ๋กœ ์–ด๋Š ์—ฐ๋ น์ธต์˜ ํŠน์ดํ•œ ์†Œ๋น„ํ–‰ํƒœ์—์„œ ๋น„๋กฏ๋˜์—ˆ๋Š”์ง€๋ฅผ ์ƒ์• ์ฃผ๊ธฐ ๋ชจํ˜•์„ ํ†ตํ•ด ๊ทœ๋ช…ํ•ด ๋ณด๊ณ ์ž ํ•˜์˜€๋‹ค. ์™ธํ™˜์œ„๊ธฐ ์ดํ›„...
Persistent link: https://www.econbiz.de/10012894642
Korean Abstract: ๊ฐ€๊ตฌ์›์˜ ์—ฐ๋ น ๋ฐ ์„ฑ๋ณ„, ๊ฐ€๊ตฌ์› ์ˆ˜ ๋“ฑ ์ธ๊ตฌํ•™์  ํŠน์„ฑ์ด ๊ฐ€๊ณ„์˜ ์†Œ๋น„๊ตฌ์กฐ์— ์˜ํ–ฅ์„ ๋ฏธ์นœ๋‹ค๋Š” ์ ์„ ๊ณ ๋ คํ•  ๋•Œ, ๊ธ‰๊ฒฉํ•œ ์ธ๊ตฌ๊ตฌ์กฐ ๋ณ€ํ™”๋Š” ์šฐ๋ฆฌ๋‚˜๋ผ ์ „์ฒด์˜ ๊ฐ€๊ณ„์†Œ๋น„ ์ง€์ถœ ๊ตฌ์„ฑ์— ์ง€๋Œ€ํ•œ ์˜ํ–ฅ์„ ๋ฏธ์น  ๊ฒƒ์œผ๋กœ...
Persistent link: https://www.econbiz.de/10012993514