Investigating time series properties of a dynamic system for Japan's import demand

Takamitsu Kurita ()
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Takamitsu Kurita: Faculty of Economics, Fukuoka University

Economics Bulletin, 2010, vol. 30, issue 1, 450-460

Abstract: This note aims to investigate time series properties of a dynamic system for Japan's aggregate import demand. A multivariate cointegration analysis of Japanese data reveals a stable economic linkage interpretable as a long-run import demand function. A vector equilibrium correction system is then estimated, which exhibits short-run and long-run interdependent relationships between aggregate import demand and the ratio of import price to domestic price level.

Keywords: Aggregate Import Demand; Cointegration; Vector Equilibrium Correction System. (search for similar items in EconPapers)
JEL-codes: C3 F0 (search for similar items in EconPapers)
Date: 2010-02-03
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