지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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초록· 키워드
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This study investigates the relationship between the real exchange rate uncertainty and the export growth rate of Korean economy for the period of January 1995 to December 2006 by using aggregate data and disaggregate data. ARDL model with GARCH(1,1) process was used to measure the real exchange rate uncertainty. Waldo test was conducted to test joint statistical significance of the uncertainty terms included in the model. Long run effect was calculated and used to evaluate the relationship.
The empirical results show that the real exchange rate uncertainty has negative impact on the growth rate of all manufacturing goods exported by SME except agriculture, forestry and fishery goods. The growth rate of exporting mineral products and steel manufactures by the big firms are negatively affected by the real exchange rate uncertainty as well. The magnitudes of the long run responsiveness of SME's exporting commodities to the real exchange rate uncertainty are considerably greater than that of the big firms.
Results of the estimations and the statistical inferences from using aggregate data are inconsistent with those from using disaggregate data.
The empirical results show that the real exchange rate uncertainty has negative impact on the growth rate of all manufacturing goods exported by SME except agriculture, forestry and fishery goods. The growth rate of exporting mineral products and steel manufactures by the big firms are negatively affected by the real exchange rate uncertainty as well. The magnitudes of the long run responsiveness of SME's exporting commodities to the real exchange rate uncertainty are considerably greater than that of the big firms.
Results of the estimations and the statistical inferences from using aggregate data are inconsistent with those from using disaggregate data.
목차
Ⅰ. 서론
Ⅱ. 자료
Ⅲ. 불확실성 측정
Ⅳ. 수출증가율모형 추정결과
Ⅴ. 결론
참고문헌
ABSTRACT
참고문헌 (3)
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UCI(KEPA) : I410-ECN-0101-2010-326-002881134