• 국제지역연구
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• 제13권3호
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• pp.309-330
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• 2009

본 연구는 실질환율변동이 경기변동에 미치는 효과를 한국과 일본에 대하여 비교분석하는데 목적을 두고 있다. 기존의 실증분석에 의하면 신흥경제국의 경우 실질환율의 상승이 경기수축효과를 가져올 수 있는 반면 선진국의 경우 경기확장효과를 가질 수 있다는 연구결과가 많다. 한국은 신흥경제국의 사례로, 일본은 선진국의 사례로 각각 선택하여 기존의 연구결과와 비교하고자 한다. 구조VAR(S-VAR)모형을 사용하여 실질금리, 실질성장률, 실질환율, 국제유가, 인플레이션율 등 5개변수의 1980년 1/4분기부터 2006년 4/4분기까지의 분기데이터에 대해 충격반응함수와 분산분해를 통해 실질환율변동의 경기변동효과를 분석하고 있다. 본 연구는 한국의 경우 실질환율의 상승이 경기수축적인 반면 일본의 경우는 반대로 경기팽창적이라는 기존의 연구결과를 다시 확인하고 있다.

• 대한전자공학회논문지
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• 제23권6호
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• pp.950-956
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• 1986

In this paper, a direct addressing mode of a microprocessor is introduced to save memory capacity, and also a dedicated digital filter is constructed to speed up the filter processing and to enable an easy selection of the impulse response types. A theoretical analysis has been conducted on the errors caused by the finite word klength, rounding-off and multiplication procedures. The digital filter designed by the proposed method is made into a module which can function as a 7th-order recursive or a 14-order nonrecursive type with a simples witch operation. The proposed filter is implemented on a printed-circuit board. The frequency characteristics of this filter can be controlled by the multiplication values stored in ROMs. A low-pass, a high-pass and a band-pass filter have been designed and their frequency characteristics are verified by actual measurements. For a order higher filer, two filter modules have been cascaded into an integrated filter of 23rd-order non-recursive low-pass type and a 12th-order recursive multiband type. Their frequency characteirstics have been found to agree with the theory.

• 대한전기학회논문지:시스템및제어부문D
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• 제54권10호
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• pp.630-638
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• 2005

In FIR (Finite Impulse Response) filter applications, Nth-band F]U digital filters are known to be important due to their reduced computational requirements. The conventional methods for designing F]U filters use iterative approaches such as the well-known Parks-Mcclellan algorithm. The Parks-Mcclellan algorithm is also used to design Nth-band FIR digital filters. But a disadvantage of the Parks-Mcclellan algorithm is that it needs a good amount of design time. This paper describes a direct design method for Nth-band FIR Filters using Chebyshev polynomials, which provides a reduced design time over indirect methods such as the Parks-Mcclellan algorithm. The response of the resulting filter is equiripple in passband. Our proposed method produces a passband response that is equripple to within a minuscule error, comparable to that of the Parks-Mcclellan algorithm.

• Structural Engineering and Mechanics
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• 제70권2호
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• pp.179-197
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• 2019

In this article, the effect of different geometrical, materials and load parameters on the transient response of axisymmetric viscoelastic functionally graded annular plates with different boundary conditions are studied. The behavior of the plate is assumed the elastic in bulk and viscoelastic in shear with the standard linear solid model. Also, the graded properties vary through the thickness according to a power law function. Three types of mostly applied transient loading, i.e., step, impulse, and harmonic with different load distribution respect to radius coordinate are examined. The motion equations and the corresponding boundary conditions are extracted by applying the first order shear deformation theory which are three coupled partial differential equations with variable coefficients. The resulting motion equations are solved analytically using the perturbation technique and the generalized Fourier series. The sensitivity of the response to the graded indexes, different transverse loads, aspect ratios, boundary conditions and the material properties are investigated too. The results are compared with the finite element analysis.

• 유통과학연구
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• 제11권10호
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• pp.73-79
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• 2013

Purpose - This study examines the impact of oil price volatility on economic activities in Korea. The new millennium has seen a deregulation in the crude oil market, which invited immense capital inflow into Korea. It has also raised oil price levels and volatility. Drawing on the recent theoretical literature that emphasizes the role of volatility, this paper attends to the asymmetric changes in economic growth in response to the oil price movement. This study further examines several key macroeconomic variables, such as interest rate, production, and inflation. We come to the conclusion that oil price volatility can, in some part, explain the structural changes. Research design, data, and methodology - We use two methodological frameworks in this study. First, in regards to the oil price uncertainty, we use an Exponential-GARCH (Exponential Generalized Autoregressive Conditional Heteroskedasticity: EGARCH) model estimate to elucidate the asymmetric effect of oil price shock on the conditional oil price volatility. Second, along with the estimation of the conditional volatility by the EGARCH model, we use the estimates in a VECM (Vector Error Correction Model). The study thus examines the dynamic impacts of oil price volatility on industrial production, price levels, and monetary policy responses. We also approximate the monetary policy function by the yield of monetary stabilization bond. The data collected for the study ranges from 1990: M1 to 2013: M7. In the VECM analysis section, the time span is split into two sub-periods; one from 1990 to 1999, and another from 2000 to 2013, due to the U.S. CFTC (Commodity Futures Trading Commission) deregulation on the crude oil futures that became effective in 2000. This paper intends to probe the relationship between oil price uncertainty and macroeconomic variables since the structural change in the oil market became effective. Results and Conclusions - The dynamic impulse response functions obtained from the VECM show a prolonged dampening effect of oil price volatility shock on the industrial production across all sub-periods. We also find that inflation measured by CPI rises by one standard deviation shock in response to oil price uncertainty, and lasts for the ensuing period. In addition, the impulse response functions allude that South Korea practices an expansionary monetary policy in response to oil price shocks, which stems from oil price uncertainty. Moreover, a comparison of the results of the dynamic impulse response functions from the two sub-periods suggests that the dynamic relationships have strengthened since 2000. Specifically, the results are most drastic in terms of industrial production; the impact of oil price volatility shocks has more than doubled from the year 2000 onwards. These results again indicate that the relationships between crude oil price uncertainty and Korean macroeconomic activities have been strengthened since the year2000, which resulted in a structural change in the crude oil market due to the deregulation of the crude oil futures.

• Structural Monitoring and Maintenance
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• 제3권4호
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• pp.395-406
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• 2016

Modal parameter identification has received much attention recently for their usefulness in earthquake engineering, damage detection and structural health monitoring. The identification method based on Matrix Pencil technique is adopted in this paper to identify structural modal parameters, such as natural frequencies, damping ratios and modal shapes using impulse vibration responses. This method can also be applied to dynamic responses induced by stationary and white-noise inputs since the auto- and cross-correlation function of the two outputs has the same form as the impulse response dynamic functions. Matrix Pencil method is very robust to noise contained in the measurement data. It has a lower variance of estimates of the parameters of interest than the Polynomial Method, and is also computationally more efficient. The numerical simulation results show that this technique can identify modal parameters accurately even if the noise level is high.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2002년도 춘계학술대회 논문집
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• pp.774-777
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• 2002

There are various methods to join mechanical structures together. They typically include welding, mechanical joints by bolts and other processes depending on specific needs. Analyses of joints in the mechanical structures are essential in understanding the dynamic characteristics of the structures. In this research an impulse technique is applies to investigate the dynamic behavior of joints produced by bolts. The length overlap in the joints was varied as the number of the bolts in the joins was changed. Also, the torque applied to the bolts were adjusted. Resonance frequencies were determined for the joints to evaluate the relationship between the increase in the applied torque and the increase in the number of bolts used in the joints. The results have demonstrated that the resonance frequencies of the joints increase with the increasing torque.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1997년도 가을 학술발표회 논문집
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• pp.42-49
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• 1997

In this paper, the method for soil-structure interaction analyses in the time domain is proposed. The far field soil region which is the outside of the artificial boundary is modeled by using explicit frequency-dependent two dimensional infinite elements which can include multiple wave components propagating into the unbounded medium. Since the dynamic stiffness matrix of the far field soil region using the proposed infinite elements is obtained explicitly in terms of exciting frequencies and constants in the frequency domain, the matrix can be easily transformed into the displacement unit-impulse response matrix, which corresponds to a convolution integral of it in the time domain. To verify the proposed method for soil-structure interaction analyses in the time domain, the displacement responses due to an impulse load on the surface of a soil layer with the rigid bed rock are compared with those obtained by the method in the frequency domain and those by models with extend finite element meshes. Good agreements have been found between them.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1998년도 추계학술대회 논문집 학회본부A
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• pp.97-99
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• 1998

This paper presents a numerical study of the behavior of the transformer winding, when stressed by the standard impulse voltage. The mathematical model of the transformer takes several points into the account. Capacitance of not adjacent winding as well as adjacent winding, eddy current loss caused by self and mutual inductance given as the functions of frequency. Not like the previous approach where calculation of capacitance is performed, in average sense. In this paper, capacitance of both adjacent and not adjacent winding is calculated using the numerical approach(B.E.M.), so they can get the more accurate value of capacitance. Because of frequency dependency of inductance, numerical-laplace-transform technique is required. Finally, to validate this approach, a simple test winding is simulated.

• 수산해양교육연구
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• 제28권1호
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• pp.198-210
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• 2016

This study firstly aims to estimate a leading-price of Jeju flounders with various price-classes by fish weight and secondly plans to provide policy implications of flounder purchase projects by understanding dynamic changes and interactions among flounder producer price-classes caused by price impulses in the market. This study applies an unit root test for stability of data, uses a Granger causality test to estimate the leading-price among producer prices by fish weight, employs the vector autoregressive model to analyze statistical impacts among t-1 variables used in models, and finally utilizes impulse response analyses and forecast error variance decomposition analyses to understand dynamic changes and interactions among change rates of the producer prices caused by price impulses in the market. The results of the study are as follows. Firstly, KPSS, PP, and ADF tests show that the change rate of Jeju flounder monthly producer prices by fish weight differentiated by logarithm is stable. Secondly, the Granger causality test presents that the change rate of the 1kg flounder producer price strongly leads it of 500g, 700g, and 2kg flounder producer prices respectively. Thirdly, the vector autoregressive model indicates that the change rate of the 1kg producer price in t-1 period statistically, significantly influences it of own weight in t period and also slightly affects price change rates of other weights in t period. Fourthly, the impulse response analysis indicates that impulse responses of structural shocks for the change rate of the 1kg producer price are relatively more powerful in its own weight and in other weights than shocks emanating from price change rates of other weights. Fifthly, the variance decomposition analysis points out that the change rate of the 1kg producer price is relatively more influential than it of 500g, 700g, and 2kg producer prices respectively. In conclusion, the change rate of the 1kg Jeju flounder producer price leads the change rates of other ones and Jeju purchase projects need to be targeted to the 1kg Jeju flounder producer price as the purchase project implemented in 2014.