: Annual Export and Import Expenditures
Some time series data for the R.O.K. macroeconomic variables are available annually and quarterly while some are not available quarterly or at all. Annual export and import data for R.O.K. are available. The statistics were calculated from logarithmically transformed and then H-P-filtered data.
Cross Correlation of Annual Export and Import Expenditures with Real Gross Domestic Product over Time, 1970-2017
| Variable | SD% | Cross Correlation of Output with | ||||||||||||
| X(-5) | X(-4) | X(-3) | X(-2) | X(-1) | X[Kor] | X(1) | X(2) | X(3) | X(4) | X(5) | ||||
| GDP | 0.232 | -0.052 | -0.166 | -0.129 | 0.031 | 0.468 | 1.000 | 0.468 | 0.031 | -0.129 | -0.166 | -0.052 | ||
| EXP | 1.984 | -0.088 | -0.097 | -0.043 | 0.125 | 0.342 | 0.422 | 0.152 | 0.097 | 0.162 | 0.024 | -0.163 | ||
| EXPG | 3.079 | -0.088 | -0.053 | 0.022 | 0.189 | 0.372 | 0.431 | 0.182 | 0.122 | 0.190 | 0.031 | -0.178 | ||
| EXPS | 3.771 | 0.145 | -0.160 | -0.270 | -0.213 | 0.011 | 0.142 | -0.082 | -0.085 | -0.071 | -0.044 | 0.014 | ||
| IMP | 1.399 | -0.104 | -0.341 | -0.407 | -0.311 | 0.141 | 0.741 | 0.471 | 0.255 | 0.328 | 0.211 | 0.087 | ||
| IMPG | 1.444 | -0.077 | -0.312 | -0.379 | -0.287 | 0.168 | 0.767 | 0.457 | 0.213 | 0.286 | 0165 | 0.041 | ||
| IMPS | 5.641 | -0.285 | -0.416 | -0.424 | -0.334 | -0.077 | 0.297 | 0.332 | 0.389 | 0.463 | 0.449 | 0.371 | ||
Notes
SD%: The square root of (average of (cycle/trend)^2 ); GDP: Gross Domestic Product; EXP: Export of goods and services; EXPG: Export of goods (F.O.B basis); EXPS: Export of services; IMP: Import of goods and services; IMPG: Import of goods (F.O.B basis); IMPS: Import of services