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manufacturing sector is associated with a higher productivity growth in the whole economy. Meanwhile, the service sector expansion … diminish if such expansion is accompanied by higher productivity in the service sector. Thus it will be desirable to achieve a … sector, rather than merely by focusing on its expansion in size. To boost the productivity of the service sector, we need to …
Persistent link: https://www.econbiz.de/10013026035
, we propose daily economic condition indicator(DECI) using CBR that monitors daily evolution of the stock price index …
Persistent link: https://www.econbiz.de/10012901256
Korean Abstract: 관측주기가 다른 자료를 이용하여 경제를 분석하면서 고빈도(high frequency) 자료를 저빈도(low frequency) 자료로 전환하는 경우 자료가 지닌 정보를 충분히 활용하지 못하는 문제가 발생한다. 대부분의 국가에서 GDP는...
Persistent link: https://www.econbiz.de/10012842668
Stability Index: SMSI )는 현재의 금융 시장 상태와 과거 안정적으로 움직였던 기준 시장 상태(base period)의 차이를 측정하여, 1997년에 발생한 외환위기와 같은 경제위기상황에 대해 즉각적인 경고 …English Abstract: This paper proposes to utilize stock market stability index (SMSI) to develop an early warning system …
Persistent link: https://www.econbiz.de/10012933153
Korean Abstract: 본고에서는 텍스트 분석이 이루어지는 과정, 주요 방법론, 경제 분석에의 적용 사례 등을 상세히 기술하였다. 텍스트 마이닝이란 빅데이터 분석 또는 데이터 과학의 대표적인 분야이며, 머신러닝 등 전산기술을...
Persistent link: https://www.econbiz.de/10012868290
Persistent link: https://www.econbiz.de/10000614379
English Abstract: Armed with the copula distribution function that describes the asymmetric tail dependence, and the marginal distributions that capture the fat-tailed behavior, we estimate risk measures such as the Value-at-Risk and expected shortfall and evaluate whether those from the...
Persistent link: https://www.econbiz.de/10013220878
warning signals and the lowest probability of crisis associated with the crisis composite index. Furthermore, most indicators …
Persistent link: https://www.econbiz.de/10012901265
and group effect of savings banks on these efficiencies. The study also gauges and investigates the efficiency and … frontier changes and Malmquist productivity indices for the industry. The results show that about 21~27% of total operating … frontier has progressed about 0.2~5.5% during the period. The largest sized group shows higher cost and technical efficiency …
Persistent link: https://www.econbiz.de/10012933151
Persistent link: https://www.econbiz.de/10000449726