• Environmental Engineering Research
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• v.22 no.1
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• pp.40-54
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• 2017

According to FAO, "agricultural sectors are particularly exposed to the effects of climate change and increases climate variability". As a result, the study makes an attempt to answer the question: Is there a causal effect between agricultural production and carbon dioxide emissions in Ghana? By employing a time series data spanning from 1960 to 2015 using the Autoregressive Distributed Lag method. There was evidence of a long-run equilibrium relationship running from copra production, corn production, green coffee production, milled rice production, millet production, palm kernel production and sorghum production to carbon dioxide emissions. The short-run equilibrium relationship shows that, a 1% increase in copra and green coffee production will increase carbon dioxide emissions by 0.22% and 0.03%, a 1% increase in millet and sorghum production will decrease carbon dioxide emissions by 0.13% and 0.11% in the short-run while a 31% of future fluctuations in carbon dioxide emissions are due to shocks in corn production. There was bidirectional causality between milled rice production and carbon dioxide emissions, millet production and carbon dioxide emissions and, sorghum production and carbon dioxide emissions; and a unidirectional causality running from corn production to carbon dioxide emissions and carbon dioxide emissions to palm kernel production.

• Korean Journal of Child Studies
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• v.36 no.4
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• pp.1-16
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• 2015

The purpose of this study was to examine the bidirectional relationship between the negative emotionality of 0-to 3-year-old and maternal parenting styles, focusing on warmth and reactivity. Four waves of panel data from the Korean Children Panel Study(KCPS) were analyzed in this study by means of autoregressive cross-lagged modeling. The results of this study were as follows. First, negative emotionality and maternal parenting styles were consistently stable for 0-to 3-year-old. Second, a bidirectional relationship between negative emotionality and maternal warmth parenting styles was confirmed according to the appearance of both parent and child effects. In other words, higher levels of negative emotionality was associated with lower maternal warmth parenting styles across time and in both directions. Additionally, the relationship between negative emotionality and maternal reactivity parenting styles were partially identified as being bidirectional in nature, whilst also being related to age. These findings suggested that parent education aimed at strengthening parenting skills, and programs designed to relieve negative emotionality of 0-to 3-year-olds are clearly needed.

• Communications for Statistical Applications and Methods
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• v.27 no.4
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• pp.487-500
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• 2020

Insurers face increasing demands for cyber liability; entailed in part by a variety of new forms of risk of data breaches. As data breach occurrences develop, our understanding of the volatility in data breach counts has also become important as well as its expected occurrences. Volatility clustering, the tendency of large changes in a random variable to cluster together in time, are frequently observed in many financial asset prices, asset returns, and it is questioned whether the volatility of data breach occurrences are also clustered in time. We now present volatility analysis based on INGARCH models, i.e., integer-valued generalized autoregressive conditional heteroskedasticity time series model for frequency counts due to data breaches. Using the INGARCH(1, 1) model with data breach samples, we show evidence of temporal volatility clustering for data breaches. In addition, we present that the firms' volatilities are correlated between some they belong to and that such a clustering effect remains even after excluding the effect of financial covariates such as the VIX and the stock return of S&P500 that have their own volatility clustering.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.5
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• pp.29-35
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• 2021

This study discusses the effect of human capital and technology on economic growth in Indonesia using annual time series data over the 35-year research period (1984-2019). This study uses an autoregressive distribution gap to the cointegration approach to understanding the relationship between human capital, technology, and economic growth. Human capital is inherent in humans and becomes capital in providing the best performance that has an impact on their own income. We use the human capital framework in this study where education is one mechanism to increase human capital. Based on the results of our estimation, we find that the increase in human capital using the education mechanism affects economic growth. This shows the role of human capital investment is very important in economic growth. Technology shows a significant positive effect on economic growth. Increasing human resources and technology are important factors in efforts to increase economic growth in Indonesia. Educational development is the key to the success of increasing human capital and technological development because education plays a role in improving the quality of human resources. Increasing human resources here is in the form of increased knowledge, mastery of technology, innovation, and the ability to develop technology to encourage technology development.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.7
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• pp.393-402
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• 2021

This study aims to examine whether symmetric effects or asymmetric effects of exchange rates exist in determining the money demand in Indonesia. Simple-sum money and Divisia money were included in different models for comparison due to the financial developments in Indonesia. This study uses time-series data from 1996Q1 to 2019Q4 for the estimation. The nonlinear autoregressive distributed lag (NARDL) model is utilized to verify the asymmetric effects of exchange rates on money demand. The Augmented Dickey-Fuller and Phillips-Perron unit root tests were performed to verify the order of integration of the variables. The findings of this study revealed that the exchange rate is one of the most important determinants of money demand in Indonesia and the effect is asymmetric. The findings further indicated that money demand function, which incorporates Divisia monetary aggregate is parsimonious. Monetary targets such as money supply and interest rates are critical for monetary policy conduct to achieve inflation levels set by government. As the adoption of an inflation targeting framework needs to be in keeping with the flexible exchange rate system, the asymmetric effect of exchange rate changes can be used in exchange rate policy conduct to achieve financial system and price stability.

• Nuclear Engineering and Technology
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• v.55 no.2
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• pp.587-594
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• 2023

This study investigates the impacts of nuclear energy consumption on environmental quality from a different perspective by focusing on carbon dioxide (CO2) emissions, ecological footprint, and load capacity factor. In this context, the South Korea case, which is a leading country producing and consuming nuclear energy, is investigated by considering also economic growth, and the 1997 Asian crisis from 1977 to 2018. To this end, the study employs the autoregressive distributed lag (ARDL) approach. Different from previous literature, this study proposes a load capacity curve (LCC) and tests the LCC and environmental Kuznets curve (EKC) hypotheses simultaneously. The analysis results reveal that (i) the LCC and EKC hypotheses are valid in South Korea; (ii) nuclear energy has an improving effect on the environmental quality; (iii) renewable energy does not have a significant long-term impact on the environment; (iv) the 1997 Asian crisis had an increasing effect on the load capacity factor; (v) South Korea has not yet reached the turning point, identified as $55,411, where per capita income improves environmental quality. Overall, the results show the validity of the LCC and EKC hypotheses and prove the positive contribution of nuclear energy to South Korea's green development strategies.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.6
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• pp.340-348
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• 2020

The purpose of this study was to investigate the mutual relationship between parenting stress and children's problem behaviors among those participating in dream start services. In order to verify the effect of parental and child effects on child's problem behavior and parenting stress based on repeated measures from the first grade of elementary school to the third grade of elementary school among children participating in dream start services, autoregressive cross-lagged modeling was applied. As a result, the stability coefficient showed that the two variables were significantly stable for 3 years. In other words, the measurement was maintained at a similar level with time. The causal relationship between parents 'parenting stress and child' s problem behavior was generally explained by the parental effect. In other words, parental stress is related to the child's problem behavior. These results show that the economic stress of poverty increases parents' parenting stress, which can negatively affect the adaptive development of children in the process of raising children.

• Journal of Digital Convergence
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• v.18 no.6
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• pp.513-522
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• 2020

The purpose of this study is to analyze the auto-regression effect between the elderly's assets and depression and life satisfaction, and to approach the influence of assets and depression on the elderly's life from a longitudinal perspective. For this purpose, the data for the 9th year (2014), 11th year (2016), and 13th year (2018) of the Korea Welfare Panel were used. As a result of the analysis, First, the assets, depression and life satisfaction of the elderly have a lasting effect on the passage of time, and the assets, depression and life satisfaction of the previous point in time (B=.694, B=.725, p<.001), depression (B=.258, B=.331 and p<.001) and life satisfaction (B=.264, B=.265, p<.001). Second, cross-recursion coefficients show how the relationship between the assets of the elderly and depression and the satisfaction of life affects each other over time, and the assets of the older person at the previous point in time (B=.010, B=.011, p<.001), the assets of the older persons at previous times are subsequently satisfied with their lives (B=.128, B=.124, p<.001). Based on the results of the above analysis, it is necessary to support the elderly's asset management service and education to prevent depression, such as continuous asset utilization education.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.6
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• pp.646-652
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• 2017

The objective of this study was to verify the longitudinal reciprocal causal relationship between depression and the somatic symptoms of depression among adolescents through an autoregressive cross-lagged model using data from the Korean Children & Youth Panel Survey. The subjects of this study included 1,968 adolescents, who participated in the second, fourth, and sixth Korean Children & Youth Panel Surveys. The results showed that both depression and the somatic symptoms of depression at a previous point in time affect depression and the somatic symptoms of depression at a later point in time. It was also found that depression at a previous point in time has a cross-lagged effect on the somatic symptoms of depression at a later point in time, implying that more severe depression at a previous point in time leads to increased severity of somatic symptoms at a later point in time. It was found that the somatic symptoms of depression at a previous point in time have a cross-lagged effect on depression at a later point in time, indicating that more severe somatic symptoms of depression at a previous point in time lead to increased severity of depression at a later point in time. This study is significant in that it provides baseline information about nursing interventions for adolescent mental health.

• Journal of Digital Convergence
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• v.18 no.1
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• pp.343-355
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• 2020

The purpose of this study was to analyze the relationship between game addiction and social stigma of adolescents outside school. After examining the previous research focusing on the Public stigma & Self-stigma theory, We intended to examine how game addiction and social stigma affect each other over time, and the time causal relationship between the both. Using youth outside school panel 3rd, 4th, 5th data, This study analyzed the relationship between game addiction and social stigma of adolescents with school interruption longitudinally. The research method was analyzed by autoregressive cross-lagged model using two variables such as game addiction and social stigma using Amos25 program. The results showed that game addiction did not significantly affect social stigma at the next time, but social stigma had a significant effect on game addiction at the next time. Game addiction and social stigma have a strong auto-regressive effect, and the degree remains constant over time. Accordingly, this study suggested social co-prosperity, support from the local community, multidisciplinary viewpoints and cooperation between the public and private sectors.