구조변화를 고려한 우리나라 전력소비의 변동성 증가에 관한 연구

목차 (Table of Contents)

• 요약
• Ⅰ. 서론
• Ⅱ. 방법론
• Ⅲ. 분석 자료
• Ⅳ. 실증분석결과
• Ⅴ. 결론
• 참고문헌
• ABSTRACT

참고문헌 (Reference)

1 조하현, "한국 경기순환의 변동성 구조변화" 한국산업경제학회 22 (22): 1039-1070, 2009

2 최영일, "최근 경기순환의 특성 변화를 반영한 경기분석모형의 개선" 2007

3 이일균, "자본시장과 구조변화" 한국재무관리학회 19 (19): 1-32, 2002

4 윤종인, "원화 환율의 구조적 변화를 고려한 안정성 검정" 한국EU학회 11 (11): 97-116, 2006

5 오형석, "우리나라 경제의 잠재성장 및 경기변동에 관한 분석" 금융연구 2007

6 Canova, F., "What Explains the Great Moderation in the U. S. ? A Structural Analysis" 7 (7): 697-721, 2010

7 Davidian, M., "Variance Function Estimation" 82 (82): 1079-1091, 1987

8 Stock, J. H., "Understanding Changes in International Business Cycle Dynamics" 3 (3): 968-1006, 2005

9 Del Negro, M., "Time-Varying European Business Cycles" University of Virginia 2003

10 Hamilton, J. D., "Time Series Analysis. Vol. 2" Princeton University Press 1994

11 Bentai, L., "The ‘great moderation’ in the United Kingdom" 40 (40): 121-147, 2008

12 Blanchard, O., "The Long Decline in U. S. Output Volatility" 32 (32): 135-173, 2001

13 Kim C. -J., "The Less-Volatile U. S. Economy : A Bayesian Investigation of Timing, Breadth, and Potential Explanations" 22 (22): 80-93, 2004

14 Warnock, M. C., "The Declining Volatility of U.S. Employment: Was Arthur Burns Right?"

15 Herrera, A. M., "The Decline in U. S. Output Volatility : Structural Changes and Inventory Investment" 23 (23): 462-472, 2005

16 Quandt, R., "Tests of the Hypothesis That a Linear Regression Obeys Two Separate Regimes" 55 (55): 324-330, 1960

17 Chow, G. C., "Tests of Equality Between Sets of Coefficients in Two Linear Regressions" 28 (28): 591-605, 1960

18 Andrews, D. W. K., "Tests for Parameter Instability and Structural Change with Unknown Change Point" 61 (61): 821-856, 1993

19 Sensier, M., "Testing for Volatility Changes in U. S. Macroeconomic Time Series" 86 (86): 833-839, 2004

20 Ahed, S., "Recent U. S. Macroeconomic Stability : Good Policies, Good Practices, or Good Luck?" 86 (86): 824-832, 2004

21 Chauvet, M., "Recent Changes in the U. S. Business Cycle" 69 (69): 481-508, 2001

22 McConnell, M. M., "Output Fluctuations in the United States : What Has Changed Since the Early 1980’s?" 90 (90): 1464-1476, 2000

23 Andrews, D. W. K., "Optimal Tests when a Nuisance Parameter is Present Only under the Alternative" 62 (62): 1383-1414, 1994

24 Daslsgaard, T., "Ongoing Changes in the Business Cycle: Evidence and Causes" OECD Economics Department 2002

25 Kahn, J. A., "On the Causes of the Increased Stability of the U. S. Economy" 8 : 183-206, 2002

26 Bai, J., "Multiple Structural Change Models: A Simulation Analysis.Econometric Theory and Practice: Frontiers of Analysis and Applied Research" Cambridge University Press 212-237, 2006

27 Bai, J., "Least squares estimation of a shift in linear processes" 15 (15): 453-472, 1994

28 Davies, R. B., "Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative" 64 (64): 247-254, 1977

29 Mills, T., "Have Output Growth Rates Stabilized? Evidence from the G-7 Economies" 50 (50): 232-246, 2003

30 Kim, C. -J., "Has the U. S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle" 81 (81): 608-616, 1999

31 Simon, J. 2001. The Decline in Australian Output Volatility. Reserve Bank of Australia. Stock, J. H. and Watson, M. W., "Has the Business Cycle Changed and Why? In NBER Macroannual 2002 17" MIT Press 230-, 2003

32 Zivot, E., "Further Evidence On The Great Crash, The Oil Price Shock, and The Unit Root Hypothesis" 10 (10): 251-270, 1992

33 Giannone, D., "Explaining the Great Moderation: It Is Not the Shocks" 6 (6): 621-633, 2008

34 Bai, J., "Estimating and Testing Linear Models with Multiple Structural Changes" 66 (66): 47-78, 1998

35 Bai, J., "Estimating Multiple Breaks One at a Time" 13 (13): 315-352, 1997

36 Fritshe, U., "Declining Output Volatility in Germany : Impulses, Propagation, and the Role of Monetary Policy" 37 : 2445-2457, 2005

37 Bai, J., "Computation and Analysis of Multiple Structural Change Models" 18 (18): 1-22, 2003

38 Doyle, B. M., "Breaks in the Variability and Comovement of G-7Economic Growth" 87 (87): 721-740, 2005

39 Koop, G., "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics" 3 (3): 267-358, 2009

40 Hansen, B. E., "Approximate Asymptotic p Values for Structural-Change Tests" 15 (15): 60-67, 1997

41 McConnell, M. M., "A Decomposition of the Increase Stability of GDP Growth" 5 (5): 1-6, 1999