PUKYONG

노르웨이산 수입고등어의 국내소비시장에 대한 동태적 파급효과

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Alternative Title
Dynamic Effects of Norwegian Mackerel on the Domestic Consumer Market
Abstract
While Korean mackerel production has been reducing, the import of Norwegian mackerel has been increasing because of home meal replacement and COVID-19. One main question is what is the relationship between imported mackerel and domestic mackerel. This study analyzed the relationship of domestic mackerel and Norwegian mackerel imported using vector autoregressive model and vector autoregressive exogenous model considering the exchange rate. The results of Impulse Responses Function are following. When there is a shock in import price, it is responded by import price, customer price, the import. When there is a shock in customer price, it is responded by import price, customer price, the import, domestic shipments. When there is a shock in the the import, it is responded by the import, domestic shipments. When there is a shock in domestic shipments, it is responded by customer price, the import, domestic shipments.
Author(s)
박지현
Issued Date
2022
Awarded Date
2022. 8
Type
Dissertation
Publisher
부경대학교
URI
https://repository.pknu.ac.kr:8443/handle/2021.oak/32753
http://pknu.dcollection.net/common/orgView/200000644100
Alternative Author(s)
Ji Hyeon Bak
Affiliation
부경대학교 대학원
Department
대학원 자원환경경제학과
Advisor
박철형
Table Of Contents
Ⅰ. 서론 1
1. 연구 배경 및 목적 1
2. 연구방법 및 구성 4
3. 선행연구 6

Ⅱ. 고등어 생산 및 수입 현황 12
1. 국내산 고등어 생산현황 12
2. 노르웨이 고등어 생산 및 수입 현황 15
가. 노르웨이 고등어 생산 관리 15
나. 노르웨이 고등어 수입 현황 17

Ⅲ. 실증연구의 분석기법 20
1. 단위근 검정 20
가. Augmented Dickey-Fuller(ADF) 단위근 검정 20
나. Phillips-Perron(PP) 단위근 검정 22
2. 인과성 검정 23
가. 그랜저 인과관계(Granger Causality) 23
나. VAR 및 VARX 모형 분석 24
3. 동태적 분석 25
가. 충격반응함수(Impulse-Response Function, IRF) 25
나. 예측오차 분산분해분석(Forecast-Error Variance Decomposition, FEVD) 27

Ⅳ. 실증연구 30
1. 자료 분석 30
2. 단위근 검정 32
3. 적정 시차 선정 33
4. 인과성 검정 34
5. VAR 및 VARX 모형 추정 결과 35
6. 충격반응분석 41
가. 충격반응분석 41
나. 동적승수 50
7. 예측오차 분산분해분석 51

Ⅴ. 결론 58

참고문헌 63
Degree
Master
Appears in Collections:
대학원 > 자원환경경제학과
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