This article examines the mutual influence among export volume, oil price and exchange rate in Korea. For this purpose, we employ vector-autoregression, impulse response function and variance decomposition, Granger causality test using monthly data on the export volume, oil price and exchange rate in Korea. The sample period covers from March 31, 1999 to April 30, 2014. Results from basic statistic analysis shows that, export volume, oil price and exchange rate in Korea have unit roots. In addition, there is at least one cointegration among them. Lastly, we find that export volume, oil price and exchange rate change in Korea Granger Cause export volume, oil price and exchange rate in Korea.
Abstract
Ⅰ. 서론
Ⅱ. 문헌연구
Ⅲ. 연구자료 및 연구모형
Ⅳ. 실증연구 결과분석
Ⅴ. 결론
참고문헌
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