Unified Supersymmetric Model of Naturally Small Dirac Neutrino Masses and the Axionic Solution of the Strong CP Problem

Using the particle content of the fundamental {27} supermultiplet of E_6, naturally small Dirac neutrino masses are obtained in the context of SU(3)_C times SU(2)_L times U(1)_Y times U(1)_{chi}, where U(1)_{chi} comes from the decomposition E_6 to SO(10) times U(1)_{psi}, then SO(10) to SU(5) times U(1)_{chi}. New observable consequences are predicted at the TeV scale. An axionic solution of the strong CP problem may be included at no extra cost.Comment: 10 pages, no figure, Eqs.(16)-(20) are correcte

Allowable Low-Energy E_6 Subgroups from Leptogenesis

There are only two viable low-energy $E_6$ subgroups: $SU(3)_C \times SU(2)_L \times U(1)_Y \times U(1)_N$ or $SU(3)_C \times SU(2)_L \times SU(2)'_R \times U(1)_{Y_L + Y'_R}$, which would not erase any preexisting lepton asymmetry of the Universe that may have been created by the decay of heavy singlet (right-handed) neutrinos or any other mechanism. They are also the two most favored $E_6$ subgroups from a recent analysis of present neutral-current data. We study details of the leptogenesis, as well as some salient experimental signatures of the two models.Comment: 12 page

A Study of Dynamic Relationship between Housing Values and Interest Rate in the Korean Housing Market

The goal of this study is to identify the long-term relationship between housing value and interest rate in the Korean housing market, using the Cointegration Test and Spectral Analysis. The result shows the long-term negative (-) equilibrium relationship between housing values and interest rate. Moreover, the Granger Causality Test for confirming the short-term dynamic relationship between these variables notes the one-way causality from interest rate to the change rate of housing and the transfer function model certifies concretely the causal structure of this relationship. The result of this study suggests that the interest rate adjustment policy in the Korean housing market can work very effectively and it will contribute to forecast the change of future housing values hereafter. Keywords: Dynamic relationship; Housing value; Interest rate; Cointegration and spectral analysis; Long term equilibrium

A Study of Dynamic Relationship between Housing Values and Interest Rate in the Korean Housing Market

The goal of this study is to identify the long-term relationship between housing value and interest rate in the Korean housing market, using the Cointegration Test and Spectral Analysis. The result shows the long-term negative (-) equilibrium relationship between housing values and interest rate. Moreover, the Granger Causality Test for confirming the short-term dynamic relationship between these variables notes the one-way causality from interest rate to the change rate of housing and the transfer function model certifies concretely the causal structure of this relationship. The result of this study suggests that the interest rate adjustment policy in the Korean housing market can work very effectively and it will contribute to forecast the change of future housing values hereafter. Keywords: Dynamic relationship; Housing value; Interest rate; Cointegration and spectral analysis; Long term equilibriu