• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 하계학술대회 논문집 D
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• pp.2143-2145
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• 2003

In the linear system identification using the discrete time constant coefficients, there is a subspace method based on 4SID recently much suggested instead of the parametric method like as the maximum likelihood method. The subspace method is not related with the impulse response and difference equation in its input-output equation, but with the system matrix of the direct state space model from the input-output data. The subspace method is a very useful tool to adopt in the multivariable system identification, but it has a shortage unable to adopt in the closed-loop system identification. In this paper, we are suggested the methods to get rid of the shortage of the subspace method in the closed-loop system identification. The subspace method is used in the estimate of the output prediction values from the estimating of the state space vector. And we have compared the results with the outputs of the recursive least square method in the numerical simulation.

• 유통과학연구
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• 제17권1호
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• pp.21-31
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• 2019

Purpose - As the market economy deepens, the issue of social equity caused by income distribution becomes more and more significant. Therefore, this paper attempts to exploit the determinants of income distribution in terms of macroeconomics. Research design, data, and methodology - The data set from 1990 to 2017 will be used to conduct an empirical analysis under a menu of econometric approaches such as vector autoregressive model and impulse response function. The income distribution and other macroeconomic variables such as foreign direct investment and employment will be used to conduct an empirical analysis to explore the determinants of income distribution in terms of macroeconomics. Results - The findings indicate that the income distribution is related with macroeconomics. More specifically, the export, import, GDP and foreign direct investment play a role in deteriorating the income distribution. Conversely, the industrialization, inflation and employment can improve the income distribution. Unfortunately, the inflation and employment do not get through under 5% significant test. Conclusions - Due to that a good income distribution can be beneficial for both a country and an individual, this paper provides a new scope for China's government to improve its income distribution in terms of macroeconomics.

• Smart Structures and Systems
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• 제24권4호
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• pp.525-539
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• 2019

In this study, vibration characteristics of a gravity-based caisson-foundation breakwater system are investigated for ambient and geometric parameters such as various waves, sea levels, and foundation conditions. To achieve the objective, following approaches are implemented. Firstly, operational modal analysis methods are selected to identify vibration modes from output-only dynamic responses. Secondly, a finite element model of an existing caisson-foundation breakwater system is established by using a structural analysis program, ANSYS. Thirdly, forced vibration analyses are performed on the caisson-foundation system for two types of external forces such as controlled impacts and wave-induced dynamic pressures. For the ideal impact, the wave force is converted to a triangular impulse function. For the wave flow, the wave pressure acting on the system is obtained from wave field analysis. Fourthly, vibration modes of the caisson-foundation system are identified from the forced vibration responses by combined use of the operational modal analysis methods. Finally, vibration characteristics of the caisson-foundation system are investigated under various waves, sea levels, and foundations. Relative effects of foundation conditions on vibration characteristics are distinguished from that induced by waves and sea levels.

• The Journal of Asian Finance, Economics and Business
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• 제8권7호
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• pp.91-101
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• 2021

The paper examines the impact of the COVID-19 pandemic on the stock market prices. The vector autoregression model (VAR) has been used in this analysis to survey 341 stocks on the Ho Chi Minh City Stock Exchange (HOSE) for the period from January 23, 2020 to December 31, 2020. The empirical results obtained from the analysis of 11 economic sectors suggest that there is a statistically significant impact relationship between COVID-19 and the healthcare and utility industries. Additional findings show a statistically significant negative impact of COVID-19 on the utility share price at lag 1. Analysis of impulse response function (IRF) and forecast error variance decomposition (FEVD) show an inverse reaction of utility stock prices to the impact of COVID-19 and a gradual disappearing shock after two steps. Major findings show that there is a clear negative effect of the COVID-19 pandemic on share prices, and the daily increase in the number of confirmed cases, indicate that, in future disease outbreaks, early containment measures and positive responses are necessary conditions for governments and nations to protect stock markets from excessive depreciation. Utility stocks are among the most severely impacted shares on financial exchanges during a pandemic due to the high risk of immediate or irreversible closure of manufacturing lines and poor demand for basic amenities.

• 무역학회지
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• 제44권2호
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• pp.173-188
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• 2019

The purpose of this study is to investigate the causal relationship between the logistics industry and the economic growth in Korea, and to provide implications for the contribution of the logistics industry to economic growth. Unlike Previous Related Studies, we derive short-term and long-term effects through dynamic panel analysis such as panel Granger causality test and impulse response function estimation using panel vector error correction model. The results of the empirical analysis are as follows: Labor input of the logistics industry has the greatest positive impact on economic growth. And capital input and total sales of the logistics industry have a negative effect on economic growth. This means that Korea's logistics industry features labor-intensive growth. In addition, We have also found that the growth (sales) and capital input of the logistics industry have not yet had a direct positive impact on economic growth. Therefore, the results of this analysis provide implications for the direction of logistics industry policy to enhance contribution of the logistics industry to economic growth.

• The Journal of Asian Finance, Economics and Business
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• 제9권3호
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• pp.33-42
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• 2022

Oil prices have become more volatile as a result of global economic contraction and control measures. Before and during the COVID-19 crisis, this study examines the relationship between oil price swings and daily stock returns in the power sector. The impact is investigated using a panel Vector Autoregressive (VAR) model. Granger causality tests are used to see if oil prices are effective in predicting returns. The dynamic impact of supply shocks is studied using Impulse Response Functions (IRFs). From January 2011 to May 2021, the study used daily data from all listed power sector enterprises on the Pakistan stock exchange. To investigate the differences in reactions between the Pre-COVID and COVID eras, the sample was separated into two groups. Oil shocks are inversely associated with daily firm stock returns. The conclusions are further supported by the lack of impact of stock prices on oil prices. The relationship, however, deteriorates during the COVID pandemic. We could not uncover any evidence of a significant relationship. In developing countries that rely on oil imports, the study sheds light on the utility of oil price shocks in daily stock return predictions.

• 아태비즈니스연구
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• 제15권1호
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• pp.225-237
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• 2024

Purpose - This study aims to explore the relationship between housing and land prices, with a specific emphasis on the impact of government policies on these factors such as land supply quantity and the ratio of residential land to total land supplied. The goal is to identify the most effective government intervention strategies for controlling both housing and land prices. Design/methodology/approach - Data from 70 primary and medium-sized cities in China spanning from 2003 to 2017 are utilized in this research. The analysis employs a panel vector autoregressive (PVAR) model, with a primary focus on examining the relationships among housing prices, land prices, and government intervention policies. Findings - Housing and land prices are influenced by various factors. Through impulse response analysis and variance decomposition, it is observed that both housing and land prices are predominantly influenced by their internal dynamics, with comparatively weaker effects attributed to policy interventions. Research implications or Originality - By investigating the impact of government policies on housing and land prices, This study establishes a foundation for effective price control measures. Our study advocates for a comprehensive examination of China's land supply mechanism to enhance understanding of the pathways through which government policies influence the markets.

• 한국정보전자통신기술학회논문지
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• 제10권1호
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• pp.57-65
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• 2017

본 논문은 헤드폰/이어폰에 최적화된 저전력 피드백 능동 소음 제어 필터 설계 방법을 제안하였다. 제약 최적화를 이용하여 높은 샘플링 주파수 환경에서 합리적인 소음 저감 성능을 확보하기 위한 높은 차수의 유한 임펄스 응답소음 제어 필터를 얻은 후 무한 임펄스 응답 근사 기법인 Balanced Model Truncation (BMT)를 이용하여 얻어낸 필터를 헤드폰/이어폰과 같은 저전력 디지털 신호처리 시스템에 적합하도록 낮은 차수의 무한 임펄스 응답 소음 제어 필터로 변환하였다. 성능 확보를 위해 주파수 워핑 기법을 이용하여 기존의 높은 차수의 유한 임펄스 응답 소음 제어 필터와 더욱 유사한 주파수 응답을 가지는 무한 임펄스 응답 필터를 얻었으며, 이를 2차 무한 임펄스 응답 필터들의 종속연결 구조로 재구성하여 시스템 전체의 안정성을 높였다. 백색 잡음을 통한 능동 소음 제어 시뮬레이션과 결과 및 안정성 실험 등을 통해 제안하는 기법이 기존의 기법보다 우수한 소음 저감 성능과 안정성을 가짐을 검증하였다.

• 한국전자파학회논문지
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• 제7권5호
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• pp.408-417
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• 1996

분 논문에서는 높은 칩율을 잦는 광대역 CDMA시스댐이 역확산 과정에서 각각의 반사 경로들을 구분함으로써 다정보 페이딩의 영향을 현저하게 줄일 수 있음을 정량적으로 분석한다 먼저, 다경로 페이딩 환경에서 광대역 CDMA 사스덴의 성능윤 평가하기 위해 CDMA 시스댐의 다경로 페이딩 채널을 tapped delay line을 이용한 시변 선형펄터(linear filter)로 컴퓨터 모델링하였다. 이 모텔은 실제 측정 데이타에 기초하여, 다양한 환경에 있는 도시 무선 선파 환경을 모델링하도록 만들어졌다. 그리고 광대역 CDMA 시스템은 위에서 모텔링한 채널에 적용하여 광대역 CDMA 시스템의 송/수신 과정을 컴퓨터 또의 실힘하였다 모의 실험 결과에 따른 눈패턴과 BER곡선을 통해 광대역 CDMA 시스템이 이동통신 시스템의 성능 저하를 야기하는 다경로 페이딩의 영향을 현저하게 줄일 수 있음을 보였다.

• 한국산림과학회지
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• 제109권1호
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• pp.99-108
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• 2020

이 연구는 소득과 불평등 간의 관계에 대한 다양한 논의가 진행되고 있는 가운데 임가의 소득과 소득불평등 간의 관계를 알아보기 위해 동태적 접근법을 통해 그 관계를 알아보고자 하는데 있다. 이를 위해 단위근 검정과 공적분 검정을 실시한 후 불안정한 시계열 자료를 안정적인 시계열 자료로 변환시킨 후 VAR 모형을 추정하였고 이를 바탕으로 충격반응, 분산분해 분석을 실시하였다. 분석결과, 임가 소득의 영향이 지니계수에 의한 영향에 비해 상대적으로 큰 것으로 나타났으며 임가 소득의 충격이 자체 소득을 증가시키는 방향으로 작용할 뿐만 아니라 지니계수를 감소시키는 영향을 주는 것으로 나타났다. 또한 지니계수의 충격은 임가 소득을 감소시키는 방향으로 영향을 미치며 소득불평등을 더욱 심화시키는 것을 보여주고 있다. 따라서 임가 소득불평등을 완화시키기 위해서는 소득분배 정책보다는 소득성장 정책이 보다 효과적일 수 있을 것이라는 결론을 얻을 수 있었다.