• Title, Summary, Keyword: 인과관계

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금리선물(金利先物)의 가격발견기능(價格發見機能)에 대한 실증적(實證的) 검정(檢定)

  • Sin, Min-Sik;Lee, Jun-Sik
    • The Korean Journal of Financial Management
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    • v.14 no.2
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    • pp.205-228
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    • 1997
  • 본 연구는 1982년부터 1996년까지의 유로달러선물과 T-bill 선물의 일별 시계열 자료를 이용하여 단기금리선물의 가격발견기능을 실증적으로 검정하고 있다. 분석방법은 시계열의 불안정성 여부를 알아보는 단위근검정, 장기균형관계를 알아보는 Johansen 공적분검정, 공적분관계가 있는 시장에 대해 설정오류의 문제를 피하고 변수들간의 인과관계를 파악하기 위해 Granger 인과관계모형을 사용하였다. 주요한 결과로 각 금리시계열들은 일차누적 시계열 I(1)임이 확인되었고 공적분관계를 분석한 결과, 각 금리 시계열의 선형결합은 안정적인 장기균형관계가 있음을 나타내 주고 있다. 따라서 각 시장은 서로 밀접한 인과관계가 있음을 암시하고 있다. 또한 선물금리와 현물금리를 대상으로 인과관계검정 결과 유로달러시장의 경우 전기에서는 피드백효과가 있고 후기에는 선물금리의 가격발견기능이 나타났다. T-bill 시장의 경우는 전기에 현물금리가 선물금리에 대해 선행하였고 후기에는 피드백효과가 나타났다. 이렇게 유로달러선물이 후기에서 가격발견기능이 있는 것은 정보통신의 발달과 유로시장의 적은 규제 등으로 유로달러선물시장이 1980년대 후반부터 급성장한 것이 그 원인으로 분석된다.

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A Test for Nonlinear Causality and Its Application to Money, Production and Prices (통화(通貨)·생산(生産)·물가(物價)의 비선형인과관계(非線型因果關係) 검정(檢定))

  • Baek, Ehung-gi
    • KDI Journal of Economic Policy
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    • v.13 no.4
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    • pp.117-140
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    • 1991
  • The purpose of this paper is primarily to introduce a nonparametric statistical tool developed by Baek and Brock to detect a unidirectional causal ordering between two economic variables and apply it to interesting macroeconomic relationships among money, production and prices. It can be applied to any other causal structure, for instance, defense spending and economic performance, stock market index and market interest rates etc. A key building block of the test for nonlinear Granger causality used in this paper is the correlation. The main emphasis is put on nonlinear causal structure rather than a linear one because the conventional F-test provides high power against the linear causal relationship. Based on asymptotic normality of our test statistic, the nonlinear causality test is finally derived. Size of the test is reported for some parameters. When it is applied to a money, production and prices model, some evidences of nonlinear causality are found by the corrected size of the test. For instance, nonlinear causal relationships between production and prices are demonstrated in both directions, however, these results were ignored by the conventional F-test. A similar results between money and prices are obtained at high lag variables.

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The Verification of Causality among Accident, Depression, and Cognitive Failure of the Train Drivers (철도기관사의 사고, 우울감, 인지실패 간의 인과관계 검증)

  • Ro, Choon-Ho;Shin, Tack-Hyun
    • Journal of the Korea Society for Simulation
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    • v.25 no.4
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    • pp.109-115
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    • 2016
  • This study intended to testify the causality among three variables such as accident, depression and cognitive failure of the train drivers. For this purpose, two research models were suggested. Model 1 hypothesized the causality among three variables as 'depression ${\rightarrow}$ cognitive failure ${\rightarrow}$ accident'. On the other hand, model 2 hypothesized the causality among three variables as 'accident ${\rightarrow}$ depression ${\rightarrow}$ cognitive failure'. Results based on AMOS using 416 train drivers' questionnaire showed that model 2 is more valid than model 1. The statistical result of model 1 showed that depression has a positive effect on cognitive failure, however no significant relationship between depression and accident as well as between cognitive failure and accident. In model 2, the result showed that the accident has a positive effect on cognitive failure mediated by depression. This result suggests the necessity for establishment of countermeasures to mitigate mistake and cognitive failure caused by train drivers in a wider context, considering the causality between accident and depression.

A Study on Causal Relations among BSC Performance Measurement Indexes - Focused on the case of C University Hospital - (BSC 성과측정지표간의 인과관계에 관한 연구 - C대학병원 사례 중심으로 -)

  • Shin, Seung-Kwon
    • Korean Business Review
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    • v.20 no.2
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    • pp.119-133
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    • 2007
  • The present study purposed to examine whether BSC, a management renovation method, is as effective in university hospitals, which are non-profit institutions, as it is in profit-making corporations. In order to determine causal relations among the BSC performance measurement indexes, we analyzed a case of university hospital using a structural equation model. The results of analyzing the causal relations among the BSC performance measurement indexes were all statistically significant, and therefore the research hypotheses were all accepted. Future research needs to study causal relations among the BSC performance measurement indexes from the viewpoint of the learning of financial data, growth, internal processes, and customers.

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A Study on Causality between Trading Volume of Freight and Industrial Growth in Korea Ports (국내 주요항만별 항만물동량과 산업성장의 인과관계)

  • Choi, Bong-Ho
    • Journal of Korea Port Economic Association
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    • v.23 no.4
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    • pp.159-175
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    • 2007
  • The purpose of this study is to examine the causal relationship between trading volume of freight and industrial growth in Korea ports, and to induce policy implications. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply Granger causality based on an error correction model, Hsiao(1981) method and variance decomposition. The results indicate that the extent of causality between trading volume of freight and industrial growth is strong in order of Incheon port, Busan port, Gwang Yang port, Ulsan port. We can infer policy suggestions as follows; The port policy of government must be focused on re-adjusting investment among Korea ports and raising competitive power of Korea ports

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A Study on the Causal Relationship Between Electricity Consumption and Output in Manufacturing Sectors of Korea (국내 제조업종별 전력소비와 경제산출간 인과관계 분석)

  • Park, Min Hyuk
    • KEPCO Journal on Electric Power and Energy
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    • v.3 no.1
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    • pp.65-72
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    • 2017
  • This study analyzed causal relationship between electricity consumption and economic output (GDP) for Korea from 2001 to 2014 employing the vector error-correction model estimation by manufacturing sector. The results of unit-roots tests show that all sectoral GDP and electricity consumptions were not stationary. And cointegration tests show that processed foods, Wood Pulp Paper, electricity apparatus, Precision Medical sectors had a linear combinations in the long run between electricity consumptions and economic growth. With respect to the direction of causality, manufacturing sector has a uni-directional running from economic output (GDP) to electricity consumption in short term. The results of study show that sectoral causal relation were different each other in short term and long term. These findings imply that electricity demand management policy focusing on efficiency improvement is necessary to minimize negative impacts on economic growth and to adopt suitable structural policies can induce energy conservation.

A Study on the Adjustment of Offspring of Alcoholics in the United States: A Test of Theoretical Model (미국내 알콜중독자 자녀들이 적응도에 관한연구 : 이론적 모델 테스트)

  • 장진경
    • Journal of Korean Home Management Association
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    • v.12 no.2
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    • pp.118-128
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    • 1994
  • 본 연구의 목적은 알콜중독가정에서 성장한 성인자녀들의 적응도에 영향을 미치는 요인들간의 인과관계를 설명해줄 수 있는 이론적 인과관계모델을 개발하고 그 모델의 적합 성(fit of the model)에 대해 연구되었다 본 연구의 이론적 인과관계모델은 가족 체계이론 대응이론 사회지원이론, 그리고 사회학습이론에 기초를 두고 개발되었다. 본 연구자에 의해 개발된 이론적 인과관계모델은 표보의 특성을 좀 더 적절하게 설명할 수 있고 모델의 적합 성을 증진시키기 위해 수정된 인과관계모델을 바탕으로 연구되었다. 본 연구의 결과를 요약 하면 다음과 같다. 1) 사회적지원의 이용성을 인식하는 성인 자녀들의 경우 정서적으로 불 안정한 상태를 초래했으며 ;2) 사회적지원은 삶에 대한 적응도에 긍정적인 영향을 미쳤고; 3) 정서적으로 안정된 성인자녀들의 경우 글의 삶에 좀 더나은 적응도를 나타내는데 영향을 미쳤다 본 연구에서는 또한 사회적지원과 성인자녀들의 정서적 상태간의 부정적 인관관계에 대해 논의 되었으며 본 연구의 결과를 바탕으로 상담현장에서의 실제 활용에 대해서도 논의 되었다.

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Pattern-based Extraction of Causal Relations from Korean Patent Documents with Two Types of Criteria (한국어 특허문서상에서의 인과관계 관찰 및 추출)

  • Lee, Sheen-Mok;Kim, Hyun-Shu;Huang, Jin-Xia;Choe, Gi-Seon
    • Proceedings of the Korean Society for Cognitive Science Conference
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    • pp.21-27
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    • 2006
  • 인과관계는 인간의 인지활동에 있어서 매우 중요한 역할을 한다. 특히 과학과 공학 분야에서 얻은 인과지식은 해당 분야를 이해하는 데에 중요한 역할을 한다. 대표적인 예로, 이들 분야 문서들의 논리적 흐름을 파악하는 데 사용 가능하다. 본 연구에서는, 정보기술 분야의 특허 문서들로부터 얻은 인과 지식을 획득하기 위하여, 문장 내에 나타나는 인과쌍들을 추출하는 방법론을 제시한다. 이를 위하여, 인과관계를 수동으로 태깅하고 관찰하는 작업을 수행하였으며, 태깅을 위한 기준을 설정하였다. 인과쌍의 추출은 패턴을 이용하여 수행하였다.

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Analysis of causal relationship among education quality factors using path analysis (경로분석을 이용한 교육품질요인의 인과관계 분석)

  • 이홍우;이진춘
    • Journal of the Korea Industrial Information Systems Research
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    • v.8 no.2
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    • pp.72-83
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    • 2003
  • The main purpose of this study was to analyze the causal relationship, in the perspective of Total Quality Management, among the education quality factors, which were suggested in the previous researches, including education leadership, process improvement, educational environment, regional commitment, student performance and satisfaction of education quality. In this study, education quality factors were measured by several measures, and were processed with the most efficient statistical package in the SEM area, AMOS. In order to analyze the causal relationship among the education quality, this study designed the structural equation model with suggested factors and established several the research hypotheses. Also this study found that there was a prominent causality among the education quality factors, such as education leadership, education environment, student performance and satisfaction of education quality.

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