도시권과 위성도시 시민합심으로 활력 있는 도시상을 이룩

이재득 대한지방행정공제회 1973 도시문제 Vol.8 No.6

N/A

투자와 수출 및 환율의 고용에 대한 의사결정 나무, 랜덤 포레스트와 그래디언트 부스팅 머신러닝 모형 예측

이재득 한국무역학회 2021 貿易學會誌 Vol.46 No.2

This paper analyzes the feasibility of using machine learning methods to forecast the employment. The machine learning methods, such as decision tree, artificial neural network, and ensemble models such as random forest and gradient boosting regression tree were used to forecast the employment in Busan regional economy. The following were the main findings of the comparison of their predictive abilities. First, the forecasting power of machine learning methods can predict the employment well. Second, the forecasting values for the employment by decision tree models appeared somewhat differently according to the depth of decision trees. Third, the predictive power of artificial neural network model, however, does not show the high predictive power. Fourth, the ensemble models such as random forest and gradient boosting regression tree model show the higher predictive power. Thus, since the machine learning method can accurately predict the employment, we need to improve the accuracy of forecasting employment with the use of machine learning methods.

Linkages among Asian Stock Markets using a Vector Error Correction Model

이재득 한국계량경제학회 2015 계량경제학보 Vol.26 No.4

This paper analyses the degree of financial interdependence among Asia financial markets including Korea, Japan and China as well as ASEAN countries by dealing with the data through 2001~2013. The empirical results such as the cointegration and Vector Error Correction Model show that most countries respond significantly to shocks from other markets. In Asian Markets, China, Hong Kong, Japan, Korea, Singapore and Taiwan had appreciable impacts on other markets and those shocks were transmitted to other markets for 1 or 2 months. Variances Decomposition shows that Most Asian stock markets are appreciably influenced by each other at every six month ahead, especially by China. Korea has appreciable impacts of its own Korean innovations at every six month ahead. By contrast, the impulse responses of China and Japan to the other Asian markets were relatively small.

Exchange Rate Volatility: Korean Won versus Euro in 2000's

이재득 한국유럽학회 2018 유럽연구 Vol.36 No.2

This paper analyzes the recent realized continuous volatility and discrete jump volatility of Korean Won/Euro returns using the high frequency five minute. The realized rate of returns, realized variation and realized bipower variation appear the characteristics of non-normal distributions which have the volatility clustering effects. The volatility appeared appreciably large in years 2005 during world and EU financial crises. The ghost effect and cluster effect occurred also in the jumps of Korean Won/Euro returns during 2001-2010. The empirical results show that many large jumps appeared especially right before and after 2005 and 2009 and the realized variations had the extremely large and discrete jumps. The jump statistics show that the realized five minute Korean Won/Euro returns have the jump probability that there is at least one significant jump per 2 days in using the tripower quarticity and quadpower quarticity during year 2001 through 2010 at common critical levels. Thus, the jump component is important in explaining Korean Won/Euro returns during this volatile period from year 2001 through 2010.

부산국제영화제와 주변상가의 매출액 변동에 관한 실증분석

이재득 한국국제경영관리학회 1997 국제경영리뷰 Vol.1 No.1

미국달러와 일본엔화에 대한 한국기업들의 통화별 환노출 추정

이재득 한국국제통상학회 2004 국제통상연구 Vol.9 No.2

본 연구는 우리 나라의 전자 및 전기, 그리고 자동차산업을 중심으로 23개 개별기업들에 대해 1992년부터 2002년까지 월별 자료를 사용하여 환노출을 살펴보았는데, 본 연구분석 결과를 요약하면 다음과 같다. 첫째, 조사중인 개별기업의 수익률은 거의 대부분 시장위험을 가지고 있는 것으로 나타났으며, 둘째, 달러환을과 엔화환율 변동에 따라 기업은 여러 가지 다른 반응을 나타내고 있다. 셋째, 환율변동에 대해 개별기업들은 기업특유의 환노출에 대한 반응을 보이고 있다. This paper examines the foreign exchange exposure of the stocks of Korea's individual firms. This paper uses the sample of Korea's monthly data of stock prices and exchange rates for the period 1980-2002. Since 1980's the Korea's exchange rate has appreciably changed and the Korea's firms have faced the considerable foreign exchange exposure as the Korea's exchange rate has moved, in particular after the IMF foreign exchange crisis in the end of 1997 and in recent days in year 2001. Thus this paper examines empirically the foreign exchange exposure of Korea's individual firms when the Korean won values of U.S. dollar and Japanese yen move. In summary, this paper finds the followings: Firstly, there has been the sizable foreign exchange exposure of Korea's stock prices of individual firms when the Korean won values of U.S. dollar and Japanese yen move. Secondly, when the Korean won value of U.S. dollar rises and Korean won value of Japanese yen vary, Korea's stock prices of individual firms may rise or decline.

한국 원화 환율의 점프 변동성과 점프 발생 확률에 대한 비모수적 추정

이재득 한국국제경제학회 2013 국제경제연구 Vol.19 No.4

This paper analyzes and compares the recent realized continuous volatility and discrete jump volatility of the exchange rate of Korean won versus US dollar returns using the ultra-high frequency five minute returns spanning the period from year 2003 through 2010. The volatility of Korean won appeared considerably large in years 2006, 2007 and 2009 during U.S. subprime mortgage crisis and then it became to decrease gradually right after year 2009 during which the world financial crisis appeared. The empirical results show that many significant jumps appeared in the middle of year 2004, 2006 and 2008. Especially before and after 2009, there were the extremely large and discrete jumps and large and discrete jumps continued until 2010. This paper adopts the jump statistics and jump probabilities using tripower and quadpower quarticity, respectively and then estimates the several jump probabilities at different critical values. The empirical results show that Korean won's five minute returns against the US dollar appeared to have the jump probability that there is at least one significant jump per two days during January 2003 through January 2010 at the common critical level. 본 연구는 최근 2003년~2010년 동안의 한국 원화의 대 미국 달러 환율의 변동성을 분석하기 위하여 세계적으로 볼 때도 극히 최근에 연구되기 시작한 비모수적 실현 변동성 파워이론을 도입하여, 5분간의 고빈도 자료들인 581,400개 관측치를 사용하여 원화 환율의 연속적 변동성과 불연속적인 점프 변동성과 점프발생 확률에 대한 비모수적 추정과 실증분석을 하였다. 본 연구결과 실현 변동성은 미국의 서브프라임 모기지 문제가 발생하였던 2006년과 2007년 아주 크게 나타났으며 세계금융위기가 있었던 2009년 전후로 아주 크게 나타났다가, 그 후 2009년을 지나면서 서서히 대미 달러 원화 환율의 변동성의 폭이 감소하였다. 수익률의 변동성은 2004년 초중반에 큰 변동성 점프가 발생하였고 또한 2006년과 2008년 사이에 유의적인 작은 점프가 빈번하게 나타났으며, 세계의 금융위기가 발생하였던 2009년 전후에는 원화 환율 수익률의 불연속적인 변동성 점프가 매우 크게 그리고 자주 발생하였고 그 후 2010년까지도 크고 작은 불규칙한 점프가 발생하였다. 그리하여 2003년부터 2010년까지 한국 원화의 대 미국 달러 환율에 대해 Tri-power 혹은 Quad-power quarticity 같은 파워변동성을 이용한 점프통계량에 의하면, 한국의 대미 달러 환율은 이틀 만에 한 번씩 불규칙적이고 불연속적인 예측할 수 없는 점프가 발생한 것으로 나타났다.

ASEAN+3's Lessons from EU Integration

이재득,전수민,임우리 한국유럽학회 2012 유럽연구 Vol.30 No.2

Regionalism has appeared inevitable in the globalized world in the Post-Cold War international order. The European Union can be seen as an important model of successful regional integration with the deepening and widening of integration. In addition, East Asian countries have become more influential in regional and global regionalism. East Asia has, however, no region-wide institutional arrangement and economic integration. In that sense, the regional integration process in Asia has become one of the most frequently discussed issues in recent years. The most visible progress of Asian cooperation can be found in the development of ASEAN+3 processes. Even though there have been many initiatives and attempts to make the integration in Asia, there are a number of internal factors as well as external ones which have constrained it. This paper will argue that EU integration appears to offer ASEAN+3 political and economic lessons concerning maintenance of regional stability and economic lessons. Due to contextual differences, however, between the EU and ASEAN+3,it is believed that EU integration cannot be an exact role model for ASEAN+3 to follow. One of the debates is what we can learn from the European experience and integration. In addition, many questions about the extent of European experience to apply to the Asian integration remain unanswered. In this paper, we compare the ASEAN+3 integration process with that of the EU. Before mentioning the ASEAN+3’s lessons learned from the EU, we will begin with the analysis ofthe EU and ASEAN+3 in terms of the current situations and their features respectively. Then, we will compare ASEAN+3 with the EU concerning the integration process in terms of historical experience, development process, and factors which have influenced integration. We can make implications for the future of ASEAN+3’s integration politically and economically. In this part, we can see the positive lessons from the EU integration as well as the negative ones. To have a desirable institutional form of ASEAN+3 integration, ASEAN+3 countries need to be actively involved in creating a win-win integration considering the various social and economic factors and they need to share a common regional identity of East Asia. With the consideration of the lessons as a whole, we will suggest some prospects that ASEAN+3 should promote to achieve in the future.

Financial Market Integration of the EU pre- and post- global financial crisis

이재득,임우리 한국유럽학회 2013 유럽연구 Vol.31 No.1

Since the establishment of the EU and European single market, there have been successful initiatives and attempts to make the deepened economic integration and the monetary or financial union.The financial crisis of 2008 has, however, severely negative affected financial markets and economic activity in all advanced and global financial markets The global financial markets have been threatened by EU member’sdebt problems and EU member countries have started to rebalance positive macroeconomic signs from the global financial crisis in year 2008. This paper investigates the degree of financial interdependence and transmission process of stock markets among the EU regions using 11 EU stock markets from 2001 to 2011.. Thus, this paper analyses the degree of financial or stock markets interdependences or linkages comparing pre- and post- period of financial crisis in 2008 in the EU regions by dealing with the stock data through 2001~2011 mainly using the VAR and cointegration approach. The empirical results give several implications on the stock market interdependences among 11 EU countries. The degrees of the stock market integration or the financial integration are compared pre- and post- global financial crisis. General trend of the degree of financial or stock markets interdependences or linkages in the EU is similar in both post period of the financial crisis and that of pre-period. Yet the financial impact ofstock markets becomes little lower than before that of the crisis.

한성대학교 2001학번과 2002학번 신입생의 컴퓨터교육에 관한 연구

이재득 漢城大學校 2002 論文集 Vol.26 No.1

1981년 PC가 세상에 시판되어 선보인지 벌써 20년이 넘어가고 있다. 1965년 인텔의 공동 설립자인 고든 무어는, 집적 회로에 있는 트랜지스터의 숫자는 매년 두 배로 늘어날 것이라고 예측했다. ‘무어의 법칙’으로 명명된 그의 관측은 얼마 뒤 매년에서 ‘18개월마다’로 바뀌었고, 이 법칙에 따르면, 같은 값에 살 수 있는 컴퓨터의 성능은 18개월마다 2배씩 뛰어오른다고 할 수 있다. 이에 따라 컴퓨터의 가격도 매년 하락하여 지금은 각 가정마다 컴퓨터가 전화기같은 가전제품처럼 취급을 받고 있는 것을 볼 수 있다. 또한 최근 삼성전자 황창규 반도체부문 사장은 이른바 ‘황의 법칙’의 창시자로 알려져 있으며 그 법칙은 "앞으로 메모리 반도체의 최대 수요처는 PC가 아니라 정보기기이며 칩의 성능은 18개월마다 2배로 향상되지 않고(무어의 법칙) 시황과 관계없이 고부가가치를 창출한다"는 것이다.[1] 매년 새학기가 되면 전국의 많은 대학에는 신입생을 상대로 기초 컴퓨터과목의 교양 강좌가 개설이 된다. 또한 신입생들은 본인의 컴퓨터의 능력과는 관계없이 이러한 컴퓨터 강좌를 교양과목으로 수강하여야 한다. 신입생간의 컴퓨터에 관한 기본적인 지식의 격차가 매년 증가함에 따라 신입생간의 위화감도 형성이 되고 가르치는 강사의 처지에서도 내용의 조정에 어려움을 느끼게 되는 것도 피할 수 없는 현상 중의 하나이다. 이에 2001학년도에 한성대에 입학한 신입생 중 공과대학 소속의 산업 및 기계시스템공학부 학생 142명을 대상으로 그들의 기본적인 컴퓨터 지식과 그들이 생각하고 있는 컴퓨터에 관한 생각을 조사하였고 2002년에도 159명의 신입생을 대상으로 조사를 하였다. 이를 바탕으로 신입생들의 컴퓨터에 관한 생각을 좀 더 잘 이해할 수 있고 그들에게 맞는 cyber 강좌를 포함한 교과과정을 개발 할 수 있는 기초 자료를 획득할 수 있었다.