소규모 개방경제 DSGE모형을 이용한 통화정책의 거시경제 파급효과 분석

요 약 ····························································································9

Ⅰ. 서 론 ·······························································································25

Ⅱ. 기존연구 개관 ·················································································29

Ⅲ. 소규모 개방경제 DSGE 모형 ··························································35
1. 모형의 구조 ·················································································35
2. 실증모형 - 로그선형근사식(Log-Linear Approximation) ···········45

Ⅳ. 실증분석 ··························································································55
1. 구조적 모수(Structural Parameters) ········································55
2. 베이지언 추정방법 ·······································································57
3. 자료 및 모수의 사전분포 ····························································59
4. 추정결과 ······················································································61

Ⅴ. 강건성 분석 ·····················································································79
1. 대안적 사전 모수(Alternative priors) ·······································79
2. 대안 모형(alternative model) ···················································84

Ⅵ. 요약 및 시사점 ···············································································91

참고문헌 ·································································································95