• International Commerce and Information Review
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• v.7 no.3
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• pp.269-286
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• 2005

The exchange rate volatility has been increased since the time when the floating exchange rate system was introduced in Korea. As a result, the increase of the exchange rate volatility raised the risk in international trades in Korea. The purpose of this study in to study the feature of exchange rate volatility and the main sources of its increase and to confirm whether the exchange rate volatility influence export volume and price of Korea. In the first place, I measured exchange rate volatility with two methods. The one is descriptive statistic method such as the width of daily exchange rate fluctuation and the rate of exchange rate devaluation. The other is the time varying conditional variance of exchange rate. Then, I studied the sources of exchange rate volatility. In the second place, I defined the exchange rate volatility as the time varying conditional variance and estimated it by using elastic a approach model which shows exchange rate is affected by itself and its conditional variance, I estimated its effects on export volumes and prices of electric home appliances, information & communication equal and semi-conductor. The result of this study is as follows. With presumed result EU and Korea because is not the goods which is to substantial competition relationship, The effect where the relative value change of presumed result expression anger and the dollar of import and export function goes mad to the import and export of Korea the income compared to is to export and it is appearing a lot. The EU goods is sold more expensively the Korean goods than from about length being caused by American market of the dollar and the balance of trade of Korea is visible like being visible the improvement of single breadth. Because the relationship of competition is weak but substantially there is to a short term and expression - the effect where the dollar rate fluctuation is big in Korean trade there is a possibility of saying that widely known it is not.

• Health Policy and Management
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• v.8 no.2
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• pp.149-165
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• 1998

The purpose of this study is to examine the effect of the health status on the quality of life of the rural elderly, and to examine the conditional effect of socialsupport for that influence. 'Quality of life' used in this study was defined by unidimensional approach. The data were collected by conducting individual interviews with 296 rural elderly people aged 60 and the above who were living in one township of Kangwondo, between the time period of October and November 1995. The main findings are as follows: 1. Hierarchical regression analyses were carried out to examine the relative contribution of three set of variables on the quality of life. The first step, which included sociodemographic factors showed that the coefficient of determination (R$^{2}$) was 8% and income was a statisically significant variable. The second step, by adding health related factors, revealed that the R$^{2}$ was increased to 34% by 26% point and the degree of health recognition was the statistically significant variable. The third step, by projecting additionall social support related variables revealed that the R$^{2}$ was 42% 2. The conditional effect of social support was analyzed to examine the influence the health status has on the quality of life. The results are as follows: 1) The IADL and the degree of social contact interacted, resulting in that the higher degree of social contact boosted the stronger effect of IADL. 2) The effect of subjective health recognition on the quality of life is depended upon degree of family ontact. 3) The effect of eyesight on the quality of life is depended upon degree of satisfaction in social relation. The lower the degree of social support was, the bigger the influence of health related variables affecting quality of life became. This study explains that health status is a major factor in predicting the quality of life of the aged. Particularly the subjective health recognition was an important factor as the perception of quality of life.

• Communications for Statistical Applications and Methods
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• v.1 no.1
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• pp.33-40
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• 1994

The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

• The Korean Journal of Applied Statistics
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• v.22 no.3
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• pp.607-616
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• 2009

In many epidemiological studies, the occurrence times of the event of interest are right-censored or interval censored. In certain situations such as the AIDS data, however, the incubation period which is the time between HIV infection and the diagnosis of AIDS is usually doubly censored. In this paper, we impute the interval censored HIV infection time using three imputation methods. Mid imputation, conditional mean imputation and approximate Bayesian bootstrap are implemented to obtain right censored data, and then Gibbs sampler is used to estimate the coefficient factor of the incubation period. By using Bayesian approach, flexible modeling and the use of prior information is available. We applied both parametric and semi-parametric methods for estimating the effect of the covariate and compared the imputation results incorporating prior information for the covariate effects.

• Earthquakes and Structures
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• v.11 no.1
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• pp.109-127
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• 2016

This paper examines the contribution of three sources of uncertainties to probabilistic seismic behaviour of wood frame buildings, including ground motions, intensity and seismic mass. This sensitivity analysis is performed using three methods, including the traditional method based on the conditional distributions of ground motions at given intensity measures, a method using the summation of conditional distributions at given ground motion records, and the Monte Carlo simulation. FEMA P-695 ground motions and its scaling methods are used in the analysis. Two archetype buildings are used in the sensitivity analysis, including a two-storey building and a four-storey building. The results of these analyses indicate that using data-fitting techniques to obtain probability distributions may cause some errors. Linear interpolation combined with data-fitting technique may be employed to improve the accuracy of the calculated exceeding probability. The procedures can be used to quantify the risk of wood frame buildings in seismic events and to calibrate seismic design provisions towards design code improvement.

• East Asian Economic Review
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• v.19 no.4
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• pp.357-379
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• 2015

We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian sovereign CDS markets; that such co-movements tend to be larger between developing countries than between developed and developing countries; and that in the co-movements intra-regional nature is stronger than inter-regional nature. With the Spillover Index model, we measure contagion probabilities of sovereign default risk in CDS markets of seven Asian countries and find evidence of contagion effects among six of them; Japan is the exception. In addition, we find that these six countries are affected more by cross-market spillovers than by their own-market spillovers. Furthermore, a rolling-sample analysis reveals that contagion in the Asian sovereign CDS markets expands during episodes of extreme economic and financial distress, such as the Lehman Brothers bankruptcy, the European financial crisis, and the US-credit downgrade.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.22 no.4
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• pp.417-427
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• 1998

The effect of secondary flow on the heat transfer of a turbulent wake generated by a flat plate was experimentally investigated. The secondary flow was induced in a curved duct in which the flat plate wake generator was installed. All three components of turbulent heat flux were measured in the plane containing the mean radius of curvature of the curved duct. The results showed that mean temperature profiles deviate from the similarity of the straight wake because of the cold fluid transported from the free-stream. The half-width of the mean temperature profile increased rapidly by upwash motion of the secondary flow. The changes to turbulence structure caused by the secondary flow show more pronounced effect on heat transport than on momentum transport. This is because the response to the variation of flow conditions is delayed in temperature field. Negative production of the turbulent heat flux is observed in the inner wake region. From the conditional averaging, it has been found that the negative production of the turbulent heat flux is generated due to a mixing process between the hot and low momentum eddies occupied in the inner wake region and the cold and high momentum eddies in the potential region.

• The Research Journal of the Costume Culture
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• v.30 no.6
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• pp.842-860
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• 2022

There has been growing attention on the well-being of people with disabilities. The purpose of this study was twofold: (1) to investigate the associations between individuals' socio-demographic and psychological characteristics and clothing expenditure, and (2) to examine the moderated mediation effect of self-efficacy and acceptance of disability on the association between dependency on others and happiness among people with visual impairment. This study was based on secondary analysis of data from the second wave of the 6th Panel Survey of Employment for the Disabled collected by the Employment Development Institute. The results of this study showed that average monthly expenditure on clothing was positively associated with self-efficacy, happiness, and acceptance of disability, while being negatively associated with dependency on others. The results also confirmed that self-efficacy mediated the association between dependency on others and happiness. A conditional direct effect of dependency on others on happiness was found, in which negative associations were significant among people with visual impairment who had low and mean levels of acceptance of disability (but not high levels). In addition, there was a significant conditional indirect effect, in which the indirect and negative effect of dependency on others on happiness via self-efficacy was significant for those with low and average levels of acceptance of disability. These findings support the importance of enhancing the independence and acceptance of disability among people with visual impairment, which ultimately contributes to their happiness.

• Journal of Practical Engineering Education
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• v.12 no.1
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• pp.127-144
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• 2020

This study aims to examine the relationship between perceived organizational support (POS), work engagement (WE), and turnover intention (TI) among employees of small and medium-sized enterprises (SMEs) characterized by whether or not to participate in the work-learning dual system (WLDS). Also, this study intends to explore the effectiveness of WLDS by examining significant differences between the two groups. To achieve the purpose of this study, we have conducted surveys between August and December in 2018. A total of 616 cases (321 cases from SMEs participating in WLDS and 295 cases from general SMEs) were finally selected and used for data analysis with structural equation modeling (SEM). Results of the study revealed that POS had a significant and positive effect on WE. Also, POS had a significant and negative effect on TI. In addition, the mediating effect of WE in the relationship between POS and TI was found to be statistically significant. Furthermore, the results revealed that the conditional indirect effect between POS and TI depending on participation in WLDS was statistically significant. However, the conditional direct effect between POS and TI due to WLDS participation was not statistically significant. Based on the results, academic and practical implications were discussed.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1169-1178
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• 2010

This article consider a performance model selection based on AIC under unbalanced deign in linear mixed effect models. Vaida and Balanchard (2005) proposed conditional AIC for model selection in linear mixed effect models when the prediction of random effects is of primary interest. Theoretical properties of cAIC and related criteria have been investigated by Liang et al. (2008) and Greven and Kneib (2010). However, all of the simulation studies were performed under a balanced design. Even though functional form of AIC remain same even under the unbalanced deign, it is worthwhile to investigate performance of AIC based model selection criteria under the unbalanced design. The simulation study in this article shows how unbalancedness affects model selection in linear mixed effect models.