• KDI Journal of Economic Policy
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• v.15 no.3
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• pp.131-160
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• 1993

본고(本稿)에서는 다양한 형태의 금융충격(金融衝擊)의 거시경제효과(巨視經濟效果)를 분석하기 위해, 모든 금융충격(金融衝擊)을 통화의 지불수단으로서의 이용률(利用率)을 급격하게 변화시킴으로써 화폐시장(貨幣市場)에 초과수요나 초과공급을 초래하는 현상으로 이해하고, 동 충격을 유통속도충격(流通速度衝擊)과 통화승수충격(通貨乘數衝擊)으로 분리하여 그 규모를 추정할 수 있도록 전자(前者)는 은행의 예금회전율(預金回轉率)과 현금통화보유성향(現金通貨保有性向)에 의해, 후자(後者)는 현금통화보유성향과 지급준비보유성향에 의해 설명하는 일반적인 모형을 개발했다. 동 모형을 아용하여 80년대 이후 우리나라의 금융충격사례(金融衝擊事例)에 대해 분석한 결과는 다음과 같다. 82년 거액어음사기사건과 7.3조치에 의한 실명제예고조치(實名制豫告措置)는 M2를 3% 이상 감소시키는 효과를 초래하였으나, 실제로는 통화당국의 대응으로 오히려 3.0% 수준의 M2가 초과공급된 반면, 1988년의 금융실명제(金融實名制) 실시예고와 민간(民間)에 의한 1993년 8월 12일의 금융실명제실시예견은 M2를 각각 3.9% 및 4.9% 감소시키는 효과를 초래하여 정부의 통화공급대응(通貨供給對應)에도 불구하고 결과적으로는 각각 0.8% 및 0.6% 수준의 M2 과소공급을 초래한 것으로 추정되었다. 93년 8월 12일의 금융실명제 전격실시는 개략적으로 7~8%의 M2 통화량감소효과를 초래한 것으로 추정되지만, 실제로는 통화당국(通貨當局)의 신축적 통화공급으로 0.3~0.6% 정도의 M2 초과공급이 이루어진 것으로 추정되었다. 한편 본고(本稿)에서는 이와 같이 추정된 사례별 금융충격의 거시경제효과(巨視經濟效果) 시뮬레이션 결과(結果)도 같이 보여주고 있다.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1179-1190
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• 2010

Management of the existing traffic network and understanding current traffic conditions is the most important and effective way to solve traffic congestion. This research investigates the status of Korea expressway through the Speed-Flow-Density diagram and finds the best suitable queueing model for each area. Dynamic structure in the queueing model enables us to reflect the structural change of the road in case of traffic congestion. To find the best model and estimate the parameters, we use the Newton-Raphson method. Finally, we examine the road efficiency in view of the optimal speed and density using the conditional distribution of speed and density of a S-F-D diagram.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.6D
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• pp.767-774
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• 2008

This study has been developed the way that evaluates the road safety using the speed of individual vehicles at curve sections in 2-lane rural highways. For this study, we developed variation of operational speed for the individual vehicle using the speed of vehicles in 96points of selected roads. Drawing out of variation of operational speed for the individual vehicle, estimation models for speed variation of individual vehicles considering horizontal alignments and vertical alignments of the roads have been developed. These models presents the way to evaluate road safety out of the operational speed and acceleration of individual vehicles. Considering safety and based on the results of these study above, some regular spots are ranked by "good", "fair", "bad". The results that this study showed in this paper could be useful to derive some particular spots that needs to be improve in terms of safety.

• Journal of Korean Society of Transportation
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• v.15 no.3
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• pp.75-92
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• 1997

추월가능성을 판단하기 위해서 앞을 바라볼 수 있어야 하는 거리를 추월시거라 한다. 적절한 추원시거의 확보는 2차선 도로의 효율성과 운전자의 안전성 제고 및 도로설계시 매우 중요하다. 이러한 목적을 위하여 추월시거를 산정할 수 있는 여러 모형이 개발되었으나, 실제 교통상황을 반영하기에 많은 문제점을 안고 있음이 지적되고 있다. 따라서 본 논문은 기존 모형들의 이론적 배경을 고찰하고, 각 모형의 단점과 한계를 파악하여, 운전자의 실제 추월형태를 고려한 새로운 추월시거산정모형을 개발하는데 주안점을 두고 있다. 본 논문에서 개발한 PASS모형은 현재 미국에서 도로설계시 기준으로 사용되고 있는 AASHTO모형을 보완하여 구축하였다. 기존의 모형들은 서로 다른 조건을 가정하여 개발되었기 때문에 각 모형들의 추월시거 산정값을 비교분석하는데 어려움이 있다. 하지만 PASS모형은 운전자의 반응시간, 차량의 길이, 차량의 가속능력 등 실제 추월시거 산정시 반드시 고려해야 할 중요한 요소들을 특성치로 반영할 수 있게 함으로써 다양한 추월 상황과 현실적인 교통상황을 폭넓게 수용할 수 있는 장점을 갖고 있다. 본 논문에서는 새로 개발한 P SS모형을 이용하여 얻은 결과와 기존의 AASHTO모형, MUTCD모형, Glennon모형을 통해 얻은 결과를 비교하였으며, PASS모형에 우리나라 현실에 적합한 특성치를 적용하여 2차로 도로의 추월시거를 산정하였다. 이 결과 현재 우리나라 도로용량편람에서 제시하고 있는 추월기능구간 기준인 450m가 설계속도가 낮은 일반국도에는 타당함을 확인할수 있었다. 그러나, 설계속도가 높은 화물타의 운행빈도가 높은 고속국도의 경우, 재검토가 필요할 것으로 판단된다.기존의 광유계 윤활제에 비하여 대단히 고가하는 문제점을 갖고 있다. 그러나 윤활 마찰면의 다양화와 가혹한 사용조건은 자성유체 윤활제의 연구개발 필요성을 크게 증대시키고 있다.xed Effects Model)을 결정하고, 각각에 해당하는 통계모형을 구축하였다. 이 결과 (1) 업종 및 기업규모별로 그룹간에 유의한 특성이 발견되었으며, (2) R&D 및 광고투자는 기업의 시장성과를 설명하는 중요한 변수이나, (3) R&D 투자의 경우는 광고에 비해 불확실성이 존재하는 것으로 나타났고, (4) 수리모형에서 도출된 한계원리가 통계모형에서도 유효한 것으로 드러났다.등을 토대로 한 10대 산업을 육성하기 위하여 과학기술부는 기술수요조사를 바탕으로 49개 주요기술을 도출하여, 과학기술 일류 국가 실현, 국민소득 2만불 달성이라는 국가적 슬로건을 내걸고 “차세대 성장동력” 창출을 위한 범정부차원의 기획과 연구비의 집중투자를 추진하고 있다.달성하기 위해서는 종합류류 전산망의 시급한 구축과 함께 화물차의 적재율을 높이고 공차율을 낮출 수 있는 운송체계의 수립이 필요한 것으로 판단된다. 그라나 이러한 화물전용차선의 효과는 단기적인 치유책일 수밖에 없기 때문에 물류유통 시설의 확충을 위한 사회간접자본의 구축을 서둘러 시행하여야 할 것이다.으로 처리한 Machine oil, Phenthoate EC 및 Trichlorfon WP는 비교적 약효가 낮았다.>$^{\circ}$E/$\leq$30$^{\circ}$NW 단열군이 연구지역 내에서 지하수 유동성이 가장 높은 단열군으로 추정된다. 이러한 사실은 3개 시추공을 대상으로 실시한 시추공 내 물리검층과

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1199-1210
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• 2013

The high unemployment rate is one of the major problems in most countries nowadays. Hence, the demand for small area labor statistics has rapidly increased over the past few years. However, since sample surveys for producing official statistics are mainly designed for large areas, it is difficult to produce reliable statistics at the small area level due to small sample sizes. Most of existing studies about the small area estimation are related with the estimation of parameters based on cross-sectional data. By the way, since many official statistics are repeatedly collected at a regular interval of time, for instance, monthly, quarterly, or yearly, we need an alternative model which can handle this type of panel data. In this paper, we derive the generalized kernel estimating equation which can model time-dependency among response variables and handle repeated measurement or panel data. We compare the proposed estimating equation with the generalized linear model and the generalized estimating equation through simulation, and apply it to estimating the unemployment rates of 25 areas in Gyeongsangnam-do and Ulsan for 2005.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.31 no.1
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• pp.74-83
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• 1995

To estimate the parameters of a mathematical model of fishes' swimming behavior, the behavior in a experimental water tank was observed and analyzed using the video monitoring system. The tank was equipped with vertical circulation system, and measured $3,500L\;{\times}\;1,500B\;{\times}\;1,000H\;mm$ at flow channel and $1,200L\;{\times}\;900B\;{\times}\;500H\;mm$ at observational part. Rainbow trout, salmo gairdnerii were used as experimental fishes. Their swimming behavior in the tank was observed by the monitoring system, and the positions of every individual were checked at 0.5 second intervals by the image processing of recorded pictures for 5 minutes. The mean swimming speed calculated from the time series data of positions of every individual ranged from 2.5BL cm/sec to 2.9BL cm/sec at the stagnated flow. The mean swimming speed of 10 individuals in a school increased according to the flow speed. The mean swimming depth ranged from 17 cm to 38 cm even though it changed irregularly at the stagnated flow and gradually became stable according to the increase of flow speed. In the present study, the mean distance of individuals from wall of the tank varied from 17.6cm to 21.4cm. The mean distance between the nearest individual varied from 0.4BL cm to 0.7BL cm when 10 individuals in a school were observed. The mean dimension of fish schools became enlarged in all directions according to increase in the number of individuals, and as flow speed increased the horizontal dimension of fish schools expanded while their vertical dimension decreased.

• Journal of Environmental Policy
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• v.11 no.3
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• pp.49-65
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• 2012

Road traffic noise is closely related to road traffic environment, including traffic volumes by type and travel speed. In this study, we stated some issues and analyzed the relationships between road traffic noise and traffic flow characteristics. First, in attempt to find the answer to the question "When does the loudest traffic noise occur?" we reviewed the issue in the terms of traffic flow. As a result of analyzing level of service through Korea Highway Traffic Noise model, the actual maximum noise occurred in level of service D rather than level of service E, on the capacity state. It shows that maximum noise would be most likely to occur right before and after the peak hours. Second, this paper was looking for the method of a more easy and accurate traffic speed estimation to predict traffic noise. This paper proposed sketch planning techniques of speed-volume curve by level of service on Korea Highway Capacity Manual. As a result of trend line modeling, it was judged that quadratic form is a suitable function, and coefficient of determination ($R^2$) was higher than 0.96, respectively.

• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.111-120
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• 2016

In usual, the discontinuous variance function was estimated nonparametrically using a kernel type estimator with data sets split by an estimated location of the change point. Kang et al. (2000) proposed the Gasser-$M{\ddot{u}}ller$ type kernel estimator of the discontinuous regression function using the adjusted observations of response variable by the estimated jump size of the change point in $M{\ddot{u}}ller$ (1992). The adjusted observations might be a random sample coming from a continuous regression function. In this paper, we estimate the variance function using the Nadaraya-Watson kernel type estimator using the adjusted squared residuals by the estimated location of the change point in the discontinuous variance function like Kang et al. (2000) did. The rate of convergence of integrated squared error of the proposed variance estimator is derived and numerical work demonstrates the improved performance of the method over the exist one with simulated examples.

• The Korean Journal of Applied Statistics
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• v.31 no.4
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• pp.463-473
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• 2018

Variable selection algorithms for linear regression models of large data are considered. Many algorithms are proposed focusing on the speed and the robustness of algorithms. Among them variance inflation factor (VIF) regression is fast and accurate due to the use of a streamwise regression approach. But a VIF regression is susceptible to outliers because it estimates a model by a least-square method. A robust criterion using a weighted estimator has been proposed for the robustness of algorithm; in addition, a robust VIF regression has also been proposed for the same purpose. In this article a fast and robust variable selection method is suggested via a VIF regression with detecting and removing potential outliers. A simulation study and an analysis of a dataset are conducted to compare the suggested method with other methods.

• Journal of Korea Port Economic Association
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• v.26 no.4
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• pp.88-100
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• 2010

This paper investigates the influence of industrial activity volatility and exchange rate volatility on import container volume of the Korea during the 1999:1- 2010:9. Conditional variance from the GARCH(1, 1) model is applied as the volatility. The Johansen multivariate cointegration method and the error correction (general-to-specific) method are applied to study the relationship between import volume and its determinants. The empirical results show that volatility has statistically significant negative effect on import volume.