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Korea Abstract: ๋ณธ๊ณ ์—์„œ๋Š” 3์š”์ธ ๋ฌด์žฌ์ •๊ฑฐ๋ž˜(3-factor no arbitrage) ์กฐ๊ฑดํ•˜์—์„œ์˜ ์ด์ž์œจ ๊ธฐ๊ฐ„ ๊ตฌ์กฐ๋ฅผ ์ถ”์ •ํ•˜๊ณ  ์ด๋ฅผ ์ด์šฉํ•˜์—ฌ ๊ธฐ๊ฐ„ํ”„๋ฆฌ๋ฏธ์—„์˜ ์ถ”์ด ๋ฐ ์ •์ฑ…๊ธˆ๋ฆฌ ๋ณ€๊ฒฝ์˜ ์œ ํšจ์„ฑ์„ ๋ถ„์„ํ•˜์˜€๋‹ค. ๊ธฐ๊ฐ„ํ”„๋ฆฌ๋ฏธ์—„์˜ ๊ฒฝ์šฐ 3๋…„๋ฌผ์—์„œ ๋†’๊ฒŒ...
Persistent link: https://www.econbiz.de/10012993207
Korean Abstract: ๋ณธ ๋…ผ๋ฌธ์€ ์ฃผ์š” 19๊ฐœ๊ตญ์„ ๋Œ€์ƒ์œผ๋กœ ํ†ตํ™”์ •์ฑ… ์ถฉ๊ฒฉ์ด ์ƒ์‚ฐ๊ณผ ๋ฌผ๊ฐ€์— ๋ฏธ์น˜๋Š” ํšจ๊ณผ์— ์ฐจ์ด๊ฐ€ ์žˆ๋Š”์ง€, ์žˆ๋‹ค๋ฉด ๊ทธ๋Ÿฌํ•œ ์ฐจ์ด๊ฐ€ ์–ด๋–ค ์š”์ธ์— ์˜ํ•ด ์œ ๋ฐœ๋˜๋Š”์ง€๋ฅผ ๋ถ€ํ˜ธ์ œ์•ฝ ๊ตฌ์กฐVAR ๋ชจํ˜•๊ณผ 2๋‹จ๊ณ„ ํšŒ๊ท€๋ถ„์„, ๊ทธ๋ฆฌ๊ณ  ์†Œ๊ทœ๋ชจ...
Persistent link: https://www.econbiz.de/10014263603
Korean Abstract: ์ค‘์•™์€ํ–‰์€ ํ†ตํ™”์ •์ฑ… ์ˆ˜๋‹จ์„ ํ†ตํ•ด ์ธํ”Œ๋ ˆ์ด์…˜ ์กฐ์ ˆ ๋ฐ ์—ฌํƒ€ ๊ฒฝ๊ธฐ์กฐ์ ˆ ๋“ฑ๊ณผ ๊ฐ™์€ ๊ฒฝ์ œ ๋ชฉํ‘œ์— ๋Œ€์‘ํ•˜๊ฒŒ ๋œ๋‹ค. ์ด๋•Œ ํ†ตํ™”์ •์ฑ…์˜ ๊ฐ€์žฅ ์ค‘์š”ํ•œ ์ˆ˜๋‹จ ์ค‘ ํ•˜๋‚˜๋Š” ์ด์ž์œจ ์ •์ฑ…์œผ๋กœ, ํ†ตํ™”์ •์ฑ…์„ ์‹ค๋ฌผ ๊ฒฝ์ œ๋กœ ํŒŒ๊ธ‰์‹œํ‚ค๋Š”...
Persistent link: https://www.econbiz.de/10012901363
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ์—์„œ๋Š” ์ด์ž์œจ ๋ณ€์ˆ˜์— ์ ์ ˆํ•œ ํ™•๋ฅ ๊ณผ์ •์„ ๋ถ€์—ฌํ•˜๊ณ  ์ด๋ฅผ ๊ฐ€๊ฒฉํ•จ์ˆ˜์— ์ง์ ‘ ๋Œ€์ž…ํ•œ ๋’ค ์ตœ์ข…์ ์œผ๋กœ ์ž์‚ฐ๊ฐ€๊ฒฉ PDE๋ฅผ ๋„์ถœํ•˜๋Š” ์žฌ๋ฌด๋ชจํ˜•์„ ์ด์šฉํ•˜์—ฌ ์šฐ๋ฆฌ๋‚˜๋ผ ๊ธฐ๋Œ€์ธํ”Œ๋ ˆ์ด์…˜์„ ์ถ”์ •ํ•˜๊ณ  ๊ทธ ํŠน์„ฑ์„...
Persistent link: https://www.econbiz.de/10012992667
Korean Abstract:๋ณธ ๋…ผ๋ฌธ์€ 2003๋…„๋ถ€ํ„ฐ 2018๋…„๊นŒ์ง€ ๋ถ„๊ธฐ๋ณ„ ์ž๋ฃŒ๋ฅผ ์ด์šฉํ•˜์—ฌ ํ…Œ์ผ๋Ÿฌ ์ค€์น™(Taylor rule)์„ ๊ฐ€์ •ํ•œ ํ•œ๊ตญ ๊ธฐ์ค€๊ธˆ๋ฆฌ ๋ฐ ์žฅ๏ฝฅ๋‹จ๊ธฐ ์‹œ์žฅ๊ธˆ๋ฆฌ ์ˆ˜์ค€์ด ๋ฏธ๊ตญ ๊ธˆ๋ฆฌ๋ณ€ํ™”์— ํ†ต๊ณ„์ ์œผ๋กœ ์œ ์˜ํ•œ ์˜ํ–ฅ์„ ๋ฐ›๋Š”์ง€ ํ™•์ธํ•˜๊ณ , E-GARCH ๋ชจํ˜•๊ณผ...
Persistent link: https://www.econbiz.de/10012829671
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ์ผ๋ฐ˜์ ์ธ ํ˜•ํƒœ์˜ ๋‰ด์ผ€์ธ์ง€์–ธ DSGE ๋ชจํ˜•์— ์ค‘์•™์€ํ–‰ ๋””์ง€ํ„ธํ™”ํ(central bank digital currency: CBDC)๋ฅผ ๋„์ž…ํ•œ ํ‘œ์ค€ ๋ชจํ˜•์„ ์ œ์‹œํ•˜๊ณ , ์ด๋ฅผ ๊ธฐ๋ฐ˜์œผ๋กœ CBDC ๋„์ž…์ด ํ†ตํ™”์ •์ฑ…์˜ ํŒŒ๊ธ‰๊ฒฝ๋กœ์™€ ๊ฒฝ์ œ์˜ ์žฅ๋‹จ๊ธฐ ๊ท ํ˜•์—...
Persistent link: https://www.econbiz.de/10014258008
Persistent link: https://www.econbiz.de/10012591084
estimation of a high interest rate smoothing coefficient suggests a cautious approach to interest rate adjustments. Furthermore โ€ฆ
Persistent link: https://www.econbiz.de/10014517419
Korean Abstract: ๊ธˆ๋ฒˆ ๊ธ€๋กœ๋ฒŒ ๊ธˆ์œต์œ„๊ธฐ์— ๋Œ€์‘ํ•˜๋ฉด์„œ ๋ฏธ ์—ฐ์ค€๊ณผ ์œ ๋Ÿฝ์ค‘์•™์€ํ–‰์€ ๋‹ค์–‘ํ•œ ํ˜•ํƒœ์˜ ๋น„์ „ํ†ต์  ํ†ตํ™”์ •์ฑ…์„ ๋„์ž…ํ•˜์˜€๋‹ค. ๋ณธ ๋…ผ๋ฌธ์€ ๋‘ ์ค‘์•™์€ํ–‰์˜ ์ •์ฑ…์ง‘ํ–‰์„ ๋ฐฐ๊ฒฝ๊ณผ ์›์น™์„ ์ค‘์‹ฌ์œผ๋กœ ๋น„๊ต, ์กฐ๋งํ•œ๋‹ค. ๋ฏธ ์—ฐ์ค€์€...
Persistent link: https://www.econbiz.de/10013026016
Korean Abstract: ๊ธ€๋กœ๋ฒŒ ๊ธˆ์œต์œ„๊ธฐ๋ฅผ ๊ณ„๊ธฐ๋กœ ๊ทธ๋™์•ˆ ๊ฒฝ์‹œ๋˜์–ด ์™”๋˜ ํ†ตํ™”ยท์‹ ์šฉ๋Ÿ‰์˜ ์ค‘์š”์„ฑ์ด ํ•™๊ณ„ ๋ฐ ์ค‘์•™์€ํ–‰์„ ์ค‘์‹ฌ์œผ๋กœ ์žฌ์ธ์‹๋˜๊ณ  ์žˆ๋‹ค. ๊ทธ๋Ÿฌ๋‚˜ ์–‘์ ์ง€ํ‘œ๋ฅผ ์‹ค์ œ ๊ธˆ๋ฆฌ์ค‘์‹ฌ์˜ ์ธํ”Œ๋ ˆ์ด์…˜ ํƒ€๊ฒŒํŒ… ์šด์šฉ์ฒด๊ณ„์— ์–ด๋–ป๊ฒŒ ์ ‘๋ชฉ์‹œํ‚ฌ...
Persistent link: https://www.econbiz.de/10013026210