"Common factors", cointegration, and Japan's aggregate import demand function

Tang, Tuck Cheong (2015) "Common factors", cointegration, and Japan's aggregate import demand function. International Journal of Economics and Management, 9 (2). pp. 34-53. ISSN 1823-836X

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Official URL: http://econ.upm.edu.my/ijem/vol9no2/Paper%203%20Co...

Abstract

This study surveys the existing studies those examined a long-run (cointegration) aggregate import demand for Japan. Their empirical results are inconclusive on the "cointegratedness" of Japan's aggregate demand for imports, and its determinants, namely activity variable, and relative price of imports. A set of determinants or socalled "common factors" is identified from the literature, and the empirical results provide some meaningful findings. An implication of this study is that the "common factors" have to consider when carrying out cointegration analysis, in particular, for the aggregate import demand function.

Item Type: Article
Uncontrolled Keywords: Aggregate import demand function; Cointegration; Japan
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
Divisions: Faculty of Economics & Administration
Depositing User: Ms. Juhaida Abd Rahim
Date Deposited: 05 Oct 2018 02:30
Last Modified: 05 Oct 2018 02:30
URI: http://eprints.um.edu.my/id/eprint/19594

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