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함수적 회귀 모형을 이용한 한국과 미국 주식시장의 횡단면 분포 간의 관계 분석
김경모 ( Gyung Mo Kim ),한희준 ( Heejoon Han ) 한국경제학회 2019 經濟學硏究 Vol.67 No.2
This paper investigates spillover effects from the U.S. stock market to the Korean stock market by considering a functional regression model. Instead of using stock market indices, we consider cross-sectional distributions of all stock returns that comprise the KOSPI index and the S&P 500 index. We use daily data from January 2005 to December 2013 and consider three subsamples: pre-crisis, crisis and post-crisis period. We estimate a functional regression model and adopt novel econometric tools recently proposed by Hu et al. (2016) to analyze the relationship between cross-sectional distributions of two stock markets. We use response functions to examine how each moment and tail probability of the Korean stock market distribution react to shocks in the US stock market distribution. We also conduct variance decomposition and provide interpretations on spillover effect from the U.S. stock market to the Korean stock market. The spillover effects to mean, variance and left tail probability were higher in the post-crisis period than in the pre-crisis period and were the highest during the crisis period. On the contrary, the spillover effect to right tail probability was the highest in the post-crisis period.
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Hirschsprung병에서 항문직장 내압검사의 진단적 유용성
장수희,민우경,최옥자,김대연,김성철,유창식,김진천,김인구,윤종현,김경모,Chang, Soo-Hee,Min, Uoo-Gyung,Choi, Ok-Ja,Kim, Dae-Yeon,Kim, Seong-Chul,Yu, Chang-Sik,Kim, Jin-Cheon,Kim, In-Koo,Yoon, Jong-Hyun,Kim, Kyung-Mo 대한소아소화기영양학회 2003 Pediatric gastroenterology, hepatology & nutrition Vol.6 No.1
Purpose: As diagnostic tools for Hirschsprung's disease (HD), barium enema and rectal biopsy have radiation exposure and invasiveness respectively; however anorectal manometry does not have these disadvantages. We therefore performed this study to evaluate the diagnostic efficacy of anorectal manometry. Methods: We reviewed medical records of infants with one or two symptoms of vomiting, abdominal distension, chronic diarrhea or constipation who had a anorectal manometry followed by barium enema and/or biopsy from July 1995 to May 2002. We evaluated the sensitivity, specificity and predictive value of anorectal manometry and barium enema for diagnosis of HD. We also measured sphincter length, median value of balloon volume at which rectoanal inhibitory reflex (RAIR) occurred. Results: All 61 patients received anorectal manometry, 33 of 61 received barium enema. 18 of 61 were diagnosed as HD according to histology and 43 of 61 were evaluated as a control. The sensitivity, specificity, positive predictive value, negative predictive value of anorectal manometry and barium enema for diagnosis of HD were 1.00, 0.91, 0.82, 1.00 and 0.93, 0.67, 0.70, 0.92 respectively. The mean value of sphincter length in control was $1.68{\pm}0.67$ cm and correlated with age, weight and significantly longitudinal length. The median value of balloon volume at which RAIR occurred was 10 mL and did not correlated with age, weight and longitudinal length. Conclusion: This study suggests that anorectal manometry is an excellent initial screening test for Hirschsprung's disease because of its safety and accuracy.
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