에너지경제연구 제13권 제1호

Size: px

Start display at page:

Download "에너지경제연구 제13권 제1호"

준금 궉
5 years ago
Views:

1 에너지경제연구 Korean Energy Economic Review Volume 13, Number 1, March 2014 : pp. 23~56 거시계량모형을이용한전력요금 파급효과분석 * 23

2 24

3 25

4 26

5 < 표 1> OECD 전력요금수준 ( 단위 : $/MWh) 27

6 28

7 < 표 2> 모형의구성 29

8 30

9 31

10 [ 그림 1] 연립방정식모형의개요 32

11 33

12 34

13 35

14 36

15 37

16 38

17 39

18 40

19 41

20 < 표 3> 주요변수의자승평방근퍼센트오차 (RMSE%) Y t s a t Y t Y a t 정책실시후 정책실시전 정책효과 정책실시전 정책효과 억달러 정책실시후 정책실시전 42

21 < 표 4> 산업용전력요금 5% 인상 43

22 < 표 5> 주택용 (3%), 일반용 (5%), 산업용전력요금 (5%) 인상 44

23 45

24 접수일 (2014 년 2 월 5 일 ), 게재확정일 (2014 년 3 월 13 일 ) 46

25 (2013),,, (1996),,, 2 2 (2005),, (2013), 2013, ,, (2011), KERI 2010, (2013) (2009),, 09-01,, (2013),, 13-04,, ECOS ( ,, ( (1998),, 7 2,, KOSIS(

26 < 부록표 > 거시경제모형의변수 48

27 log log log log log R-squared = 0.99 DW=0.73 log log log log log log R-squared = 0.76 DW=1.72 log log log R-squared = 0.99 DW=2.32 log log log log R-squared = 0.92 DW=

28 R-squared = 0.83 DW=2.22 log log log R-squared = 0.48 DW=1.69 log log log log R-squared = 0.89 DW=0.75 log log log log R-squared = 0.99 DW=1.85 log RIM log log log R-squared = 0.99 DW=1.77 RIM dummies R-squared = 0.71 DW=

29 log RGDP log R-squared = 0.99 DW=1.62 log log log R-squared = 0.99 DW=1.58 log log log log log log R-squared = 0.99 DW=1.66 RIM PMGS log log R-squared = 0.75 DW=1.62 log log R-squared = 0.99 DW=1.58 ( 정의식 ) 51

30 log log log log R-squared = 0.94 DW=1.96 log log log log R-squared = 0.97 DW=0.97 log log R-squared = 0.44 DW=0.34 log log R-squared = 0.92 DW=1.40 log log R-squared = 0.99 DW=1.06 log log log log log log R-squared = 0.99 DW=1.40 log log log R-squared = 0.82 DW=

31 ( 장기식 ) log log log log log log R-squared = 0.99 DW=0.92 ( 단기식 ) R-squared = 0.45 DW=1.77 log log log log R-squared = 0.95 DW=1.80 log log log R-squared = 0.97 DW=1.84 R-squared = 0.90 DW=

32 log log log log log R-squared = 0.95 DW=2.02 log log log log R-squared = 0.88 DW=0.49 R-squared = 0.69 DW=2.40 R-squared = 0.54 DW=2.32 log log log log R-squared = 0.99 DW=

33 ( 정의식 ) R-squared = 0.15 DW=1.98 log log log log R-squared = 0.79 DW=1.90 log log log R-squared = 0.99 DW=1.60 log log log log log R-squared = 0.99 DW=

34 ABSTRACT The purpose of this study is to estimate the impact of electricity prices on the macroeconomy, by using a macroeconometric model. The model has two noteworthy aspects. First, the model equation system includes two channels for reflecting the impact of electricity prices: the investment incentive and price blocks. Second, the model takes the advantage of an error-correction model in the estimate of individual equations in order to resolve spurious regression problems in the previous model. The simulation result shows that a 5% permanent increase in the electricity price for the economy reduces real GDP by 0.09% at the initial year and 0.12% after. The finding indicates that the loss of the economy is small and partly results from our government's misleading energy pricing policies, making market failures rather than the improvement of energy efficiency. Key Words : macroeconometric model, electricity prices, energy efficiency JEL Codes : E12, Q43 56

에너지경제연구 제13권 제1호

에너지경제연구 제13권 제1호 에너지경제연구 Korean Energy Economic Review Volume 13, Number 1, March 2014 : pp. 83~119 거시계량모형을이용한유가변동및 유류세변화의파급효과분석 * 83 84 85 86 [ 그림 1] 모형의해결정과정 87 [ 그림 2] 거시계량모형의흐름도 (flow chart) 88 89 < 표 1> 유류세현황 (2013