지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
이용수
초록· 키워드
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The main purpose of this paper is to examine the relationship between the exchange rate fluctuations and outbound & inbound tourists in Korea using an vector autoregressive model (VAR) between January 1975 and December 2010. We used monthly data of theexchange rate (EXC) and outbound tourists (FTOU) & inbound tourists (KTOU).
In this study, we tested the Unit roots, the Granger Causality, the Impulse response function and the Variance decomposition
By above process, this study can be concluded as follows:
Firstly, in the unit root test, we found that each time series was unstable one that has unit root. Secondly, in the Granger casuality test, the study results show that there is unilateral casuality relation between EXC and KTOU or FTOU in all models. Thirdly, the cointergration relation between two variables was not found in all models. Finally, in the impulse response test, it was proved that it has become convergence after five or six months.
In this study, we tested the Unit roots, the Granger Causality, the Impulse response function and the Variance decomposition
By above process, this study can be concluded as follows:
Firstly, in the unit root test, we found that each time series was unstable one that has unit root. Secondly, in the Granger casuality test, the study results show that there is unilateral casuality relation between EXC and KTOU or FTOU in all models. Thirdly, the cointergration relation between two variables was not found in all models. Finally, in the impulse response test, it was proved that it has become convergence after five or six months.
목차
ABSTRACT
I. 서론
II. 아웃바운드 및 인바운드 관광 현황과 기존연구의 고찰
III. 모형의 설정 및 실증분석
IV. 결론
참고문헌
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UCI(KEPA) : I410-ECN-0101-2013-522-001738789