±¹°¡°£ ȯÀ²ÀÌ »ý»êºñ¿ëÀÇ Â÷ÀÌ¿¡ ÀÇÇØ °áÁ¤µÈ´Ù´Â cost parity ¸¦ Johansen-Juselius ÀÇ °øÀûºÐÃßÁ¤¹ý¿¡ ÀÇÇØ ½ÇÁõÀûÀ¸·Î ºÐ¼®ÇÏ¿´´Ù. ºÐ¼®°á°ú¿¡ ÀÇÇÏ¸é ¸í¸ñȯÀ²À» Á¾¼Óº¯¼ö·Î ÇÏ°í »ó´ë»ý»ê¼º°ú »ó´ëÀÓ±ÝÀ» º°°³ÀÇ º¯¼ö·Î Ȱ¿ëÇÒ °æ ¿ì ÀϺ»°ú ÇÁ¶û½º¿¡¼ cost parity ÀÇ À¯¿ë¼ºÀÌ È®ÀεǾú´Ù. ±×·¯³ª ±¸¸Å·ÂÆò°¡¿¡ÀÇ ÇÑ È¯À²º¯¼ö¸¦ Á¾¼Óº¯¼ö·Î...
This paper is basically dealing with the exchange rate determination based on the cost parity by utilizing Johansen-Juselius cointegration method. According to empirical analysis, it is revealed that ...
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ABSTRACT
¤ýÇѱ¹ Áö¹æÀÚÄ¡´ÜüÀÇ Áö¹æÀçÁ¤ÀÚ¸³µµ °áÁ¤¿äÀÎ ºÐ¼®
¤ý±³À°Á¤µµ¿Í ºÎ(Ý£)ÀÇ »ó°ü°ü°è ¿¬±¸
¤ý´ëûȣ ¼öÁú°ü¸® ¹Î°üÇù·Âü°èÀÇ ±¸Ãà¹æ¾È
¤ýÀΰø½Å°æ¸ÁÀ» ÀÌ¿ëÇÑ ±â¾÷ µµ»ê ¿¹Ãø
¤ýCost Parity ¿¡ ÀÇÇÑ È¯À²°áÁ¤¸ðÇü¿¡ °üÇÑ ¿¬±¸
¤ý°æÁ¦¼ºÀå-ºÐ¹è-ºó°ïÀÇ »ïÁßÀû Àΰú°ü°è
¤ýµ¥ÀÌÅÍ ¸¶ÀÌ´×À» ÀÌ¿ëÇÑ ±â¾÷Ȱµ¿ÀÇ ¾Ö·Î¿äÀÎ ºÐ¼®
¤ý¼ºÎ°æ³²Áö¿ªÀÇ °æÁ¦ Ȱ¼ºÈ ¹æ¾È-°ñÇÁ»ê¾÷Ưȸ¦ Áß½ÉÀ¸·Î-
¤ýDecoupling Á¤Ã¥ÇÏÀÇ ½Ò »ý»êÀÚ¿¡ ´ëÇÑ ¼Òµæº¸»ó¼öÁØÀÇ ÀûÁ¤¼º °ËÅä
¤ý¡®½Å°æÁ¦¡¯ÀÌÇà°úÁ¤¿¡ ´ëÇÑ Á¤Ä¡°æÁ¦ÇÐÀû °íÂû-¡®³×Æ®¿öÅ©¡¯, ¡®»çȸÀÚº»¡¯°³³äÀ» Áß½ÉÀ¸·Î