earticle

영어

In this paper, a vector error correction model (VECM) and directed acyclic graph(DAG)were used to investigate the dynamic structure of interdependency of international trade amongKorea, China and Japan. The data that utilized in the analysis aremonthly fromJanuary 1, 2000 to September, 2019. The export fromKorea toChina is playing a key role in exportmatrix among three countries in both contemporaneous time,mediumand long-run period fromthe results of the analysis of DAG, forecast error variance decomposition and impulse response functions.

한국어

본논문은한·일·중3국간수출입의동태적상호의존구조를분석하였다.이를위해 2000년 1월부터2019년9월까지의한·일·중3국간 수출입월별통계를 활용하였으며,벡터오차수정모 형과그래프이론이실증분석에활용되었다.분석결과,동시적인과구조에서한국의대중국수출 이한국의대일본수출, 일본의대중국수출, 일본의대한국수출에정보를전달하는중간매개 기능을수행하며중요한중간전달자로서의역할을수행하고있는것으로나타났다.또한예측오차 분산분해및충격반응함수의결과에있어서도한국의대중국수출이중요한설명력과영향력을 가진것으로분석되어중장기적으로도3국간수출입매트릭스에있어중요한변수인것으로나타났다.