This research examines empirically the determinants of suicides in Denmark over the period 1970-2006. To our knowledge, there exist no previous study that estimates a dynamic econometric model of suicides on the basis of time series data and cointegration framework at disaggregate level. Our results indicate that suicide is associated with a range of socio-economic factors but the strength of the association can differ by gender. In particular, we find that a rise in real per capita income and fertility rate decreases suicides for males and females. Divorce is positively associated with suicides and this effect seems to be stronger for men. A fall in unemployment rates seems to lower significantly suicides in males and females. Policy implications of suicides are discussed with some appropriate recommendations.