연구동향 분석
박사

환율과 통화량 그리고 경제적 성과에 관한 실증연구 = Empirical analysis on exchange rate, money and economic performance

박은엽 2018년

논문상세정보
인용/피인용
' 환율과 통화량 그리고 경제적 성과에 관한 실증연구 = Empirical analysis on exchange rate, money and economic performance' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 보험경제
  • dBEKK-GARCH
  • 경제적 성과
  • 공적분
  • 균형환율
  • 비선형ARDL
  • 수출
  • 통화량
  • 환율
  • 환율괴리
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
622 0

0.0%

' 환율과 통화량 그리고 경제적 성과에 관한 실증연구 = Empirical analysis on exchange rate, money and economic performance' 의 참고문헌

  • 한국, 중국 및 미국 주식시장의 동조화
    김석진 재무관리연구, 제28권 제2 호, pp. 1-23 [2011]
  • 원화 실질실효환율과 기초경제변수
    이성구 금융지식연구, 명지대학교 금융지 식연구소 [2016]
  • 국제유가 및 환율의 변화가 한국의 수출에 미치는 영향에 관한 연구
    임병진 무역연구, 제10권 제6호, pp. 809-826 [2014]
  • 「원/달러 환율 변동성의 특징과 원인 분석」
    박성욱 서울: 인간사랑 [2010]
  • 「국제유가 vs 미달러 상관관계 분석 및 시사점」, KCIF보고서, 「비전통적 통화정책에 대한 고찰」
    김권식 오정석 한국금융연구원, 2014 [2014]
  • “환율변동성의 수출에 대한 영향 분석”
    박용진 최재림 「조사통계월보」, 한국은 행, pp. 83-112 [2010]
  • “한국의 실질환율 고평가분석“, 금융학회지
    강상모 제6권 제2호. PP.75-100 [2001]
  • “원/달러 실질균형환율의 추정”
    김정한 전선애 경제연구 24권 2호 PP. 1-24 [2006]
  • “아시아 공동통화의 기본균형환율 추정과 환율정책”
    이종하 이충열 한국자료분 석학회, Vol. 9, No. 5, pp. 2407-2423 [2007]
  • “동아시아 주요국 환율의 고평가 여부 분석 : 한국, 태국, 싱가포 르의 경우”
    강상모 주상영 금융연구 18권 2호 pp. 1-28 [2004]
  • “균형환율 수준의 측정과 정책과제‘
    오정근 mimeo [2014]
  • “균형환율 모형개발 및 시사점”
    김성훈 김창배 정책연구 16-12, 한국경제연구원 [2016]
  • “균형 원화환율의 추정과 평가”
    김승원 김치호 규제연구 제 11권 2호, pp. 9-168 [2002]
  • “ 한국에서 환율의 불균형과 변동성 간의 상호 관련성”
    박성훈 이종하 한국산업 경제저널 제5권 제1호, pp. 55-73 [2013]
  • ‘한국의 장기 균형실질환율:장기균형과 단기 균형이탈률 추정’
    안창모 대외경제 연구, 제10권 제2호 PP. 47-68 [2006]
  • ‘실질환율괴리 분석을 이용한 실질환율고평가 여부 진단에 관한 연구’
    강상모 한국금 융학회, PP. 1-24 [2015]
  • Yousefi, A. and T.S. Wirjanto(2004), “The empirical role of the exchange rate on the crude-oil price formation,” Energy Economics, Vol. 26, Issue 5, PP. 783-799.
  • Wong, H.T.(2008), “Terms of trade and economic growth in Japan and Korea: An empirical analysis,” School of Business and Economics, University Malaysia Sabah, February.
  • Williamson, J.(1994), “Estimating Equilibrium Exchange Rates,” Institute of International Economics, Washington, DC.
  • Williamson, J.(1994), “Estimates of FEERs, in Williamson, J. (ed.), Estimating Equilibrium Exchange Rates, Washington, D.C., Institute for International Economics.
  • Wadhwani, S.(1999), “Currency Puzzles,” mineo, Bank of England.
  • TayLor, M. P.(2002), “The Economics of Exchange Rates,” Cambridge University Press.
  • Stein, J.(1995), “The Fundamental Determinants of the Real Exchange Rate of the US Dollar Relative to the Other G-7 Countries’, IMF Working Paper, WP/95/81, Washington.
  • Stein, J. and P.R. Allen(1995), “Fundamental Determinants of Exchange Rate,” Oxford University Press.
  • Stein, J. and K. Sauernheimer(1997), “The Equilibrium Real Exchange Rate of Germany,” Economic Systems, 20, pp. 7-131.
  • Stein and Allen(1995), “The Natural Real Exchange Rate of the United States Dollar, and Determinants of Capital Flows,“ Oxford University Press.
  • Rogoff, K.(1991), “Oil productivity, government spending and the real yen-dollar exchange rate,” FRB of San Francisco Working pp. 91-06.
  • Rodrik, D.(2008), “The Real Exchange Rate and Economic Growth,” Brookings Papers on Economic Activity, Fall.
  • Rickne, J.K.(2009), “Oil Prices and Real Exchange Rate Movements in Oil-Exporting Countries: The Role of Institutions,” IFN working paper No. 810.
  • Razin, O. and S.M. Collins(1997), “Real Exchange Rate Misalignments and Growth,” NBER Working Paper 6174.
  • Rahman, S. and A. Serletis(2009), “The effects of exchange rate uncertainty on exports,“ Journal of Macroeconomics, vol. 31, issue 3, pp. 500-507.
  • Pesaran, M. H. et al.(2001), “Bounds testing approaches to the analysis of level relationships,” J Appl Econ, 16, pp. 289-326.
  • Obstfeld, M. and K. Rogoff(2001), “New Directions for Stochastic Open Economy Models,” Journal of International Economics, 50, pp. 117-53.
  • Obstfeld, M. and K. Rogoff((2001), The Six Major Puzzles in International Macroeconomics:Is There a Common Cause?," in NBER Macroeconomics Annual 2000, Volume 15, pp. 339-390. MIT press.
  • Moore J., S. et al.(2013), “ Estimation the Impacts of U.S. LSAPs on Emerging Market Economies’ Local Currency Bond Markets,” Staff Report No.509, FRB of New York, 2013.
  • McKinnon, R.(1979), “Money in International Exchange:The Convertible Currency System,” New York, Oxford University Press.
  • Marsh and Tokarich(1994), “Perspectives on PPP and long-run real exchange rates Grossman, Rogoff (ed.),“ The handbook of international economics, Vol. 3, North Holland in press; NBER working paper #4952.
  • MacDonald, R. and P. Dias(2007), “Behavioural Equilibrium Exchange rate Estimates and Implied Exchange Rate Adjustments for ten Countries,” University of Glasgow and Peterson Institute of International Economics.
  • MacDonald R.(1999) “Exchange Rate Economics,” Routledge
  • Lane, P.R. and G.M. Milesi-Ferretti(2005b), “Financial Globalization and Exchange Rates,” Centre for Economic Policy Research Discussion Paper, 4745.
  • Lane, P.R. and G.M. Milesi-Ferreti(2005a), "Fundamentals at Odds? The U.S. Current Account Deficit and The Dollar," IMF Working Papers 08/260, International Monetary Fund.
  • Lane, P. R. and G.M. Milesi-Ferretti(2008), “The Drivers of Financial Globalization,” American Economic Review, Vol 98(2) pp. 327-32.
  • Krugman, P.R.(1979), “A Model of Balance of Payments Crises,” Journal of Money, Credit and Banking 11. pp. 311-325.
  • Krugman, P.(1983), “Oil and the dollar. In B. Jagdeeps, & P. Bulfordh (Eds.), Economic interdependence and flexible exchange rates,” Cambridge, MA: MIT Press.
  • Kroner, K.F. and W.D. Lastrapes(1993), “The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model,” Journal of International Money and Finance, Vol. 12, No. 3, pp. 298-318.
  • Kasman, A and S. Kasman(2005), “Exchange Rate Uncertainty in Turkey and its Impact on Export Volume,” METU Studies in Development, 32(June), pp. 41-58.
  • IMF Survey : Exchange Rates Still Matter For Trade, 2015.9.28., IMF.
  • Hwang, Hae-du and Lee, Jin-woo(2005), “Exchange Rate Volatility and Trade Flows of the UK in 1990s,” International Area Review, Vol. 8(1), pp. 173-182.
  • Hooper, P. and S.W. Kohlhagen(1978), “The Effect of Exchange Rate Uncertainty on the Prices and Volume of International Trade”, Journal of International Economics Vol. 511.
  • Hooper, P. and J. Morton(1982), “Fluctuations in the dollar: A model of nominal and real exchange rate determination,“ Journal of International Money and Finance, vol. 1, issue 1, pp. 39-56.
  • Hatemi-J, A.(2014), “ASCOMP: GAUSS module to transform data into cumulative positive and negative components”, Statistical software components G00015, Boston College, Department of Economics.
  • Hatemi-J, A. and G.S. Uddin(2012), “Is the causal nexus of energy utilization and economic growth asymmetric in the US?” Econ Syst, 36. pp. 461-469.
  • Grier, K. and A. Smallwood(2007), “Uncertainty and export performance: evidence from 18 countries,” Journal of Money, Credit, and Banking, Vol. 39(4), pp. 965-979.
  • Gotur, P.(1985), “Effects of Exchange Rate Volatility on Trade: Some Further Evidence,” IMF Staff Papers, vol. 32, issue 3, pp. 475-512.
  • Goldberg, L.S.(1991).“Exchange Rate Regimes: Shocks and Biases,” Journal of International Nomey and Finance, 10, pp. 252-263.
  • Glick, R. and S. Leduc(2012), “Central Bank Announcements of Asset Purchases and the Impact on Global Financial and Commodity Markets,” J. Int. Money Finance 31(8), p. 2078-2101.
  • Glick, R. and S. Leduc (2013), “The Effects of Unconventional and Conventional U.S. Monetary Policy on the Dollar,” Federal Reserve Bank of San Francisco Working Papers, 2013-11.
  • Gala, P.(2008), “Real Exchange Rate Levels and Economic Development: Theoretical Analysis and Econometric Evidence,” Cambridge Journal of Economics, vol. 32, issue 2, pp. 273-288.
  • Gala, P. and C. Lucinda(2006), “Exchange Rate Misalignment and Growth : Old and New Econometric Evidence,” Economia, Vol. 7, issue 4. pp. 165-187.
  • Froot, K.A. and K. Rogoff(1994), “Perspectives on PPP and Long-Run Real Exchange Rates,” NBER Working Paper No. 4952.
  • Fratzscher at al.,(2014), “Oil Prices, Exchange rates and Asset Prices,” European Central Bank, Working paper series No. 1689.
  • Frankel, J. A and R. Mussa(1987), “Are exchange rates excessively variable?”, in S. Fischer(ed.), NBER Macroeconomics Annual(Cambridge:MIT Press), pp. 117-53.
  • Flood R.P. and M.P. Garber(1984), “Gold Monetization and Gold Discipline,” Journal of Political Economy, 92, pp. 90-107.
  • Faruqee, H.(1995), “Long-run Determinants of the Real Exchange Rate: A Stock-flow Perspective,” Staff Papers, International Monetary Fund, 42, March, pp. 80-107.
  • Faruqee, H. el et.,(1998), “A Macroeconomic Balance Framework for Estimating Equilibrium Exchange Rates,“ in R. MacDonald and J. Stein(eds) Equilibrium Exchange Rates, Kluwer: Amsterdam. And IMF Working Paper 98/67 (Washington: International Monetary Fund, March 1998).
  • Fang et al.,(2009), “Does exchange rate risk affect exports asymmetrically? Asian evidence,” Journal of International Money and Finance, 28, pp. 215-239.
  • Fajnzulber et al.(2002), “Economic Growth in Latin America and the Caribbean”, Washington DC, The World Bank.
  • Ethier, W.(1973), “International trade and the forward exchange market,” American Economic Review, Vol. 63, pp. 494-503.
  • Engle, R. and K.F. Kroner(1995), ‘Multivariate Simulataneous Generalized Arch’, Econometric Theory Vol.11 No.1 pp. 122-150.
  • Elbadawi, I.(1994), “Estimating long-run equilibrium real exchange rates,” in John Williamsson,(ed.), Fundamental Equilibrium Exchange Rates(Washington, DC : International Economics Institute).
  • Elbadawi, I. and R. Soto(1997), “Real exchange rates and macroeconomic adjustment in Sub-Saharan Africa and other developing countries,” Journal of African Economies, 6(3), 74-120.
  • Edwards, S.(1989b), “Real Exchange Rates, Devaluation and Adjustment : Exchange Rate Policy in Developing Countries, Cambridge, MA: MIT Press.
  • Edwards, S.(1989a), “Real exchange rates in the developing countries : concepts and measurement” NBER Working paper No. 2590.
  • Edwards, S.(1989), “Real exchange rates in the developing countries : concepts and measurement” NBER Working paper No. 2590.
  • Eckaus, R.S.(2004), ‘Should China Appreciate the Yuan, Working paper Series 04-16, MIT.
  • Easterly, W.(2005), “National policies and economic growth: A reappraisal, in Aghion, P. and Durlouf, S. (eds),” Handbook of Economic Growth, Volume 1a.
  • Easterly, W.(2001), “The Lost Decades: Developing Countries’ Stagnation in Spite of Policy Reform 1980-1998”, World Bank.
  • Dunaway et al.,(2009),“ How robust are Estimates of Equiribium Real Exchange Rates: The Case of China”, Pacific Economic Review, Vol. 14, Issue 3. pp. 361-375.
  • Dubas, J.(2012), “Exchange Rate Misalignment and Economic Growth,” Southwestern Economic Review, Vol. 39 pp. 121-137.
  • Drive R.L. and S. Wren-Lewis(1998, 1999), “Real Exchange Rates for the Year 2000”, Institute for International Economics, Washington DC.
  • Drive R.L. and S. Wren-Lewis(1997),, “Real Exchange Rates for the Year 2000,” Policy Analyses in International Economics 54.
  • Dollar, D.(1992), “Outward-oriented Developing Economies Really do Grow More Rapidly: Evidence from 95 LDCs, 1976-1985,” Economic Development and Cultural Change 40, pp. 523-544.
  • Coudert, V. et al(2008), “Oil price and the dollar,” Energy Studies Review, 15(2), pp. 45-58.
  • Collins, S.M. and O. Razin(1997), “ Real Exchange Rate Misalignments and Growth,” NBER Working Paper No. 6174
  • Closterman, J. and B. Schnatz(2000), “The Determinants of the Euro-Dollar Exchange Rate-Synthetic Fundamentals and a Non-existing Currency”, Deutsche Bundesbank Working Paper No. 02/00.
  • Clark, P.B.(1973), “Uncertainty, exchange risk, and the level of international trade”, Western Economic Journal, Vol. 6, pp. 302-313.
  • Clark, P.B. and R. MacDonald(1999), “Exchange Rates and Economic Fundamentals: AMethodological Comparison of BEERs and FEERs” in R. MacDonald and J. Stein(ed.) Equilibrium Exchange Rates, Kluwer: Amsterdam. And IMF Working Paper 98/67 (Washington: International Monetary Fund, March 1998)
  • Chen, S.S. and H.C. Chen(2007), “Oil prices and real exchange rates,” Energy Economics, 29(3), pp. 390-404.
  • Chen, Q. et al(2012), “ International Spillovers of Central Bank Balance Sheet Policies,” BIS Papers NO. 66.
  • Chen, Q. et al (2015), “Spillovers Financial crisis, US Unconventional Monetary Policy and International Spillovers,” IMF Working Papers 15/85.
  • Cavallo et al.(1990), “Real Exchange Rate Behaviour and Economic Performance in LDCs,” Economic Development and Cultural Change 40, pp. 523-544.
  • Caporin, M. and M. McAleer(2012), “Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models,” Journal of Economic Surveys, 26(4), pp. 736-751.
  • Caporin, M. and M. McAleer(2011), “Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models,” Journal of Economic Surveys Vol. 26 issue 4, pp. 736-751.
  • Caporin, M. and M. McAleer (2014), “ Robust Ranking of Multivariate GARCH Models by Problem Dimension,” Computational Statistics & Data Analysis, 76, pp. 172-185.
  • Caglayan et al.(2013), “Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries,” Southern Economic Journal, Vol. 79, pp. 905-927.
  • Buetzer, S. et al.(2016), “Global exchange rate configurations: Do oil shocks matter?,” IMF Economic Review, 64(3), pp. 443-470.
  • Breuer, J.B.(1994), “An Assessment of the Evidence on Purchasing Power Parity” in J. Williamson(ed.), Estimating Equilibrium Exchange Rates, Institute for International Economics, Washington, DC. pp. 245-277.
  • Bollerslev, T.(1990), “Modelling the coherence in short run nominal exchange rates: a multivariate generalized ARCH model,” The Review of Economics and Statistics, Vol. 72, pp. 498-505.
  • Bergvall A.(2004), “What Determines Real Exchange Rates? The Nordic Countries,” Vol. 106, Issue 2, pp. 315–337.
  • Beckmann et al.(2017), “The relationship between oil prices and exchange rates:theory and evidence,” working paper series, US. department of energy.
  • Bechmann et al.(2017), “The Relationship between Oil Price and Exchange Rates: Theory and Evidence,” Working paper, U.S. Department of Energy.
  • Bayoumi et al.,(1994),“The Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies,” Chapter 2 in Williamson
  • Bauer, M. and C. Neely(2012), “International Channels of the Fed’ Unconvetional Monetary Policy”, Federal Reserve Bank of ST. Louis WP. 2012-028B.
  • Barro, J.R and J. Lee(1994), “Sources of economic growth,” Carnegie-Rochester Conference Series on Public Policy, Vol. 40, pp. 1-46.
  • Banerjee, A. et al.(1998), “Error-correction Mechanism Tests for Cointegration in Single-Equation Framework,” J Time Ser Analysis, 19, pp. 267-283.
  • B reau, S. et al.(2009), “Currency Misalignments and Growth: A New Looking Using Nonlinear Panel Data Methods,” CEPII, Working Paper 2009-17.
  • Amano, R. A., and N.S. Van(1998b), “Exchange rates and oil prices,” Review of International Economics, 6(4), pp. 683-694.
  • Amano, R. A., and N.S. Van(1998a), “Oil prices and the rise and fall of the US real exchange rate,” Journal of International Money and Finance, 17(2), pp. 299-316.
  • Akhtar M.A. and R.S. Hilton(1984), “Exchange Rate Uncertainty and International Trade : Some Conceptual Issues and New Estimates for German and the United States," Federal Reserve Bank of New York, Research paper, No. 8403.