• Title, Summary, Keyword: 인과관계

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정량적 확률적 인과론에 관하여

  • Kim, Se-Jong
    • Korean Journal of Logic
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    • v.3
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    • pp.5-26
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    • 2000
  • 확률적 인과론은 확률관계를 통해 인과 관계를 밝히려는 이론이다. 그런데 만약 단지 C가 E의 발생 확률을 높인다는 사실을 밝히는 것으로 그치지 않고 더하여 C가 E를 발생시키는데 얼마나 기여하는지 그 기여도도 밝힐 수 있다면 우리는 원인과 결과의 관계에 대하여 훨씬 더 많은 정보를 얻을 수 있게 될 것이다. 이 글에서 나는 빼기의 개념에 기반한 멜러나 엘스의 정량적 확률적 인과론들을 살펴본 후 그 이론들이 인과적 효과도나 인과적 연관도를 밝히는데 부적절한 이론들임을 보인다. 그 후 나는 인과적 효과도클 측정하는데 보다 적절한 공식을 제시하며 이 공식에 기반하여 인과적 연관도 또는 인과적 기여도의 공식도 제시한다.

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An Analysis for the Causality between Regional Knowledge Production Activity and Regional Economic Growth (지식창출활동과 지역경제성장 간의 인과관계 분석)

  • Lee, Hee-Yeon;Lee, Je-Yeon
    • Journal of the Economic Geographical Society of Korea
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    • v.13 no.3
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    • pp.297-311
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    • 2010
  • The purpose of this study is to analyze the causality among GRDP, patent, investment of R &D, and researcher among 16 Metropolitan cities and provinces in Korea. Using the annual data ranged from 1998 to 2008, the causality test for time-series data such as unit roots test and Granger causality test were performed. We estimate the Panel-Var of the four variables to find out the various Granger causal relations for two groups which are classified by the patent productivity. The panel data causality results reveal that there are bidirectional causality relations among four variables for the more patent-productivity group. The patent has bi-directional effects on GRDP and R&D. The patent cause GRDP and vice versa, patent cause R&D and vice versa. Patent not only has strong direct impact on GRDP and R&D but also has affected by the increase of GRDP and R&D through the interactive feedback mechanism. However, the causality patterns are somewhat different between the more patent-productive region and the less patent-productive region. There exists one directional causality between the R&D and GRDP for the less patent-productivity group. Such result may imply that the type of regional innovation policy should be differentiated between two groups. Regional economic policy efforts should be placed on increasing the knowledge productivity and on strengthening the regional competitiveness through the regional innovative infrastructure.

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Linear causality in moments from climate to international crop prices (국제곡물가격에 대한 기후의 고차 선형 적률 인과관계 연구)

  • Jeong, Kiho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.67-74
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    • 2017
  • This paper analyzes the causal relationship from climate to international grain prices. Although climate is an important factor affecting the grain markets, it has been restrictively considered in previous studies analyzing the causal relationship of international grain prices. In this paper, monthly data from May 1987 to 2013 is used for the causal analysis in which the sea surface temperature (SST), a representative global climate variable, and the international prices of wheat, corn, and soybean, the world's three major crops, are considered. The test method is the parametric version of the nonparametric test for causality in high-order moments suggested by Nishiyama et al. (2011). The results show that the climate causes in the first moment the prices of all the three grains and causes in the second moment the prices of corn and soybean, but does not cause in the third moment any of the three grain prices.

An Analysis on the Causality between Production Activity and Electricity Consumption in Manufacturing Sector (제조업 생산활동과 전력소비 간의 인과관계 분석)

  • Lim, Jaekyu;Kim, Jong-Ik
    • Environmental and Resource Economics Review
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    • v.23 no.2
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    • pp.349-364
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    • 2014
  • This study analyzed Granger causality between power consumption and production activity in manufacturing sector, by using error correction model. It found that there exists the connection between power consumption and production activity in manufacturing sector. By reflecting the industrial characteristics, it found not only the bilateral causality (power consumption ${\leftrightarrow}$ production activity) in power non-intensive industry, high value-added industry and low value-added industry, but also one-way causality (power consumption ${\rightarrow}$ production activity) in power-intensive industry. These results imply that power demand management policy focusing on efficiency improvement is necessary primarily to minimize negative impacts on production activity, and also stable power supply system is required to meet the increase of power demand.

An Analysis on Causalities Among GDP, Electricity Consumption, CO2 Emission and FDI Inflow in Korea (한국의 경제성장, 전력소비, CO2 배출 및 외국인직접투자 유입 간 인과관계 분석)

  • Park, Chang-dae;Kim, Sung-won;Park, Jung-gu
    • Journal of Energy Engineering
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    • v.28 no.2
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    • pp.1-17
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    • 2019
  • This article analyzes causal relationships among gross domestic product(GDP), electricity consumption, carbon dioxide($CO_2$) emission and foreign direct investments(FDI) inflow of Korea over the period from 1976 to 2014, using unit root test, cointegration test, and vector error correction model(VECM). As the results, this article found (1) a long-run bi-directional causality between GDP and electricity consumption, which may imply a negative impact of electricity consumption-saving policy on economic growth, (2) uni-directional short- and long-run causalities running from $CO_2$ emission to GDP, and a uni-directional long-run causality running from $CO_2$ emission to electricity consumption, which can result in a negative impact of $CO_2$ emission reduction policy on economic growth and electricity consumption, (3) a uni-directional long-run causality running from FDI to GDP, and uni-directional short- and long-run causalities running from FDI to electricity consumption, which may result from relatively lower electricity prices than investing countries, (4) no causality between FDI and $CO_2$ emission, which is based on the characteristics of FDI composed of service industries. Considering the above causal relationships among the four variables, the policy implication needs to focus on the electricity demand management based on the relevant R&Ds, and on the gradual transition from fossil fuel- to renewable-energy. Adaptive policy to increase the FDI inflow is also needed.

Dynamic Integration and Causal Relationships between Stock Price Indexes (주가지수간의 동태적 통합 및 인과관계 분석)

  • 김태호;박지원
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.239-252
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    • 2004
  • It is known that the domestic and the U.S. stock prices tend to move together as those markets are closely interrelated. In this study, cointegration and causal relationships among the four stock price indexes of KOSPI, KOSDAQ, DOWJONES and NASDAQ are carefully investigated for the period of declining stock prices in the long run. When all indexes move in a similar fashion, cointegration does not exist and the causal linkages between the domestic and the U.S. stock prices appear relatively complex. On the other hand, when the domestic and the V.S. stock prices move in a different manner, cointegration exists and the causal relationships appear relatively simple. NASDAQ is apparently found to lead the domestic stock market in both periods, which is consistent with the actual market situation when the If industry is under recession.

The Causal Relationship between the Domestic Spot and Offshore NDF Won/Dollar Exchange Rates (원/달러 역내현물환시장과 역외NDF시장간의 인과관계)

  • Lee, Jae-Ha;Lim, Sang-Gyu
    • The Korean Journal of Financial Management
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    • v.17 no.2
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    • pp.211-227
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    • 2000
  • 본 연구는 외환위기 이후 1998년 10월부터 2000년 3월까지의 일별 데이터를 사용하여 원/달러 역내시장과 역외시장간의 가격정보 이전에 관한 동조화여부를 실증분석 하였다. 원/달러 역내시장의 가격대용으로 원/달러 현물환율을 사용하였으며, 원/달러 역외시장의 가격대용으로 원/달러 역외선물환율인 NDF 1개월물을 사용하였다. 수익률이 중심이 된 기존의 많은 인과관계 연구들과는 달리 본 연구에서는 환율의 변화율에 대한 그랜져 인과관계 분석과 함께 이변량 GARCH모형을 이용하여 두 시장간에 있어서의 환율의 변화율과 변동성의 인과관계를 분석하였다. 그랜져 인과관계분석 결과 현물환율은 역외선물환율에 대해 강한 선도관계를 가지며 상대적으로 약하지만 역외선물환율 또한 현물환율에 대해 선도관계를 가지는 것으로 나타났다. 본 연구에 사용된 이변량 GARCH모형은 AR(1)-GARCH(1,1)모형으로서 분식 결과를 보면 조건부 변동성이 두 시장간에 상호의존적이며 한 시장의 변화율충격이 다른 시장의 변동성에 영향을 미치는 것이 양 시장간에 유의적으로 나타났다. 이는 현물환시장의 거래정보가 역외선물환시장의 가격형성에 영향을 미치며 역외선물환시장 거래정보 또한 현물환시장으로 이전되어 원/달러 역내시장과 역외시장이 잘 동조화 되어 있다고 말할 수 있다. 즉 정보가 먼저 한 시장에 반영 된 후 다른 시장에 전달되는 정보의 일방 통행적 흐름이 아니라 정보의 반영이 두 시장에서 동시에 이루어지고 정보의 흐름이 양방향으로 이루어짐을 알 수 있다.

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주가와 지가의 인과관계에 관한 연구

  • 최승은
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • pp.313-316
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    • 1996
  • 주식과 부동산은 각각 금융자산(financial asset)과 실물자산(real asset)의 대표 격으로 투자자들에게 매력적인 투자대상이다. 투자자들은 경제 여건의 변화에 따라 나타나는 두 자산의 수익률 차이를 최대한 이용하려고 노력해 왔다. 흔히들 주가와 지가는 서로 대칭적인 것으로 주가가 오르면 지가가 떨어지고, 지가가 오르면 부동산 시장으로 자금이 몰려서 주가가 떨어지는 것으로 얘기하는 경우가 많으나, 실제로는 동행관계로서 완급차이가 있을 뿐이다. 경기변동 곡선을 따라 경기변동에 민감한 주가가 우선적으로 반응하고 뒤이어 지가가 1년여의 시차를 두고 비슷한 패턴을 보이고 있다. 지금까지 대부분의 논문은 지가결정 모형을 세우기 위한 것으로 주가 이외에도 다른 여러 독립 변수들이 지가에 어떤 영향을 주는지를 연구하였다. 지가가 종속변수로서 여러 가지 실물 경기의 상황에 영향을 받는 것처럼 주가도 역시 다른 경기지표의 영향을 받는다. 그러므로 본 연구의 목적은 과거 30여년간의 우리나라 주가와 지가의 움직임을 통하여 주가와 지가 사이의 인과관계를 규명하는데 있다. 즉 주가와 지가 사이에 일방적인 인과관계가 있어서 주가가 지가에 선행하는지, 혹은 주가와 지가 사이에 상호적인 인과관계가 있는지 실증적인 연구를 통하여 알아보고자 한다.

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한국의 전력소비와 경제성장의 인과관계 분석

  • Jo, Jeong-Hwan;Gang, Man-Ok
    • Environmental and Resource Economics Review
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    • v.21 no.3
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    • pp.573-593
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    • 2012
  • The paper examined the relationship between total and sector level electricity consumptions and economic growth in Korea for the period of 1980-2009. The results of unit-roots and cointegration tests show that all variables-real GDP, total, primary, manufacture, and service sector electricity consumptions-were not stationary and there were no linear combinations in the long run between electricity consumptions and economic growth. Thus, by using standard Granger-causality test we found that total, primary, and manufacture sector electricity consumptions were Granger-caused by economic growth, not vice versa. This means that causality runs from economic growth to each electricity consumption. However, there is no causal relationship between service sector electricity consumption and economic growth. These results imply that the government policies aimed at reducing electricity consumptions and increasing energy efficiency etc. can be feasible without deterring economic growth in Korea.

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A Causality Analysis between R&D Investment and Technology Trade (R&D 투자와 기술무역 간의 인과관계 분석)

  • Pak, Cheolmin;Ku, Bonchul
    • Journal of Technology Innovation
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    • v.24 no.2
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    • pp.91-113
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    • 2016
  • The purpose of this study is to examine the causal relationship among R&D spending and variables of technology trade, and to explore promoting R&D activities and revitalizing technology trade. To analyze the causal relationship, we built a multivariate model that consists of government R&D spending, private R&D spending, technical importation and export of techniques, and employed the Granger-causality test based on an error correction model. The results show that there are five Granger-causality relationship among them in the short run, as well as there are eleven Granger-causality relationship among a total of twelve causal relationship, excluding only a unidirectional causality relationship from the government R&D spending to the export of techniques, in the long run. Besides, we attempted the impulse-response analysis on them to observe the reaction of any dynamic system in response to some external change. The significance of this paper is to make sure the causal relationship between R&D investments and the technology trade by analyzing empirically, and to suggest several implications for promoting the R&D activities and revitalizing the technology trade.