마크업 충격과 금융 충격이 한국의 수출입에 미치는 영향

• 영문명: Effects of Markup Shocks and Financial Shocks on the Korean Exports and Imports: An Analysis based on Dynamic Stochastic General Equilibrium Model
• 발행기관: 한국무역연구원
• 저자명: 김건홍(Kunhong Kim)
• 간행물 정보: 『무역연구』제10권 제2호, 1019~1045쪽, 전체 26쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2014.04.30

영문 초록

This study aims to do quantitative analysis on the effects of the main factors that caused fluctuations in Korean exports and imports since the beginning of the millennium. A New Keynesian Dynamic Stochastic General Equilibrium model that incorporates various disturbances, including markup shocks, financial shocks, and other foreign shocks, is applied to make sure how these shocks affect the exports and imports in Korean economy. Relative importance of those shocks are estimated with the model using Bayesian Maximum Likelihood. Forecast error variance decomposition shows that financial shocks and markup shocks played relatively bigger roles than the shocks traditionally considered in the literature did.

목차

Abstract

Ⅰ. 서론

Ⅱ. 기존문헌 연구

Ⅲ. 소규모 개방경제 모형

Ⅳ. 실증 분석

Ⅴ. 결론

참고문헌

키워드

Korean Exports and Imports Markup Shocks Financial Shocks Small Open Economy Model Bayesian Estimation