Processing Raw Data The raw data used for this analysis is World Input-Output Database 2016 Release from World Input-Output Database (https://www.rug.nl/ggdc/valuechain/wiod/?lang=en), which comprises intermediates, final consumption, investment by 56 sectors of 43 countries and rest of the world from 2000 to 2014. Summing up all the sectoral intermediates by country in the raw data gives
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Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy (8)
: Annual Price Indexes 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. Various annual price data for R.O.K. are available. The statistics were calculated from logarithmically transformed and then H-P-filtered data. Correlation of Annual Price Indexes with Real Gross
Continue reading Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy (8)
Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy (5)
: 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
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Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy (3)
: Annual Gross Capital Formation by Type 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. The original data are not seasonally-adjusted. The statistics were calculated from logarithmically transformed and then H-P-filtered data. The Cross Correlation of Annual Gross Capital
Continue reading Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy (3)
Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy (2)
: Annual Aggregate Consumption Expenditure of Household 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 consumption data for R.O.K. is available. The statistics were calculated from logarithmically transformed and then H-P-filtered data. The Cross Correlation of Annual Aggregate
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The Risk Pemium in the Korean Stock Market
The Risk Premium and Cost of Equity in the Korean Stock Market (KOSPI) ※This work is worth as reference only.
Jogenson Calibration
Calibration
Calibration of Korea Economy
Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy_Labour(6)
: Annual Labour Input Based on Household Survey 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 employment and labour for R.O.K based on household survey are available. The data are not seasonally-adjusted and the statistics were calculated from
Continue reading Cyclical Behavior of Key Macroeconomic Variables for the R.O.K. Economy_Labour(6)
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