• Journal of the Korean BIBLIA Society for library and Information Science
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• v.17 no.2
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• pp.115-136
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• 2006

Minutes of the state council are the highest level records which can show the overall decision making process at the state level. The purpose of this study is to suggest the methodology for designing historical contents based on relational structure of minutes of state council and records of ministries in the period of Rhee Regime. The methodology has three steps; first, it suggests directions of DB design that represent the basic information and agenda of the state councils through the period of Rhee Regime. Second, it proposes subject classification scheme for major policy matters in the period. to which each agenda will be assigned and related ministries' records will be linked. Third, it suggests the basic structure and procedures to develop the historical contents on each subject matter based on the minutes and relational records of ministries.

• Journal of Korean Institute of Industrial Engineers
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• v.36 no.3
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• pp.203-211
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• 2010

This study examines a cointegrated vector autoregressive (VAR) model where parameters are subject to switch across the regimes in the term structure of interest rates. To employ the regime switching framework, the Markov-switching vector error correction model (MS-VECM) is allowed to the regime shifts in the vector of intercept terms, the variance-covariance terms, the error correction terms, and the autoregressive coefficient parts. The corresponding approaches are illustrated using the term structure of interest rates in the US Treasury bonds over the period of 1958 to 2009. Throughout the modeling procedure, we find that the MS-VECM can form a statistically adequate representation of the term structure of interest rate in the US Treasury bonds. Moreover, the regime switching effects are analyzed in connection with the historical government monetary policy and with the recent global financial crisis. Finally, the results from the comparisons both in information criteria and in forecasting exercises with and without the regime switching lead us to conclude that the models in the presence of regime dependence are superior to the linear VECM model.