일본 수출액과 수입액 및 ESG가 상호 미친 영향에 관한 연구

This study is an empirical study on the relationship among the ESG index in South Korea, export volume and import volume of Japan. In this study we used 134 monthly data of the ESG index in South Korea, export volume and import volume of Japan. In this study we used 134 monthly data of the ESG index of South Korea and the export volume and import volume of Japan from January 31, 2012 to February 28, 2023. We try to analyze the mutual influence and the causality among the ESG index in South Korea, export volume and import volume of Japan. We wish to analyze the extent of cross-influence of the ESG index in South Korea, export volume and import volume of Japan. We employ variance ESG index in South Korea, export volume and import volume of Japan of decomposition function based on VAR model of of the ESG index in South Korea, export volume and import volume of Japan as well as impulse response of the ESG index in South Korea, export volume and import volume of Japan after scointegration test and unit root test of the ESG index in South Korea, export volume and import volume of Japan. An important result of this study are summarized as follows: First of all, raw time series data of the export volume and import volume of Japan, the ESG index in South Korea has unit roots. Secondly, the first differential data of the export volume and import volume of Japan, the ESG index in South Korea has no unit roots. Third, there is at least one cointegration among the first differential data of the export volume and import volume of Japan, the ESG index in South Korea. Finally, the ESG index in South Korea does Granger Cause he export volume volume of Japan and the export volume of Japan does Granger Cause the import volume volume of Japan.