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Cointegration analysis for Japanese import demand: revisited

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Author Info
Tuck Cheong Tang
Abstract

Using Xu's (2002) import demand equation, the present study re-investigates the presence of a cointegrating relation of Japan's aggregate import demand. The sample period covers quarterly data from 1973 to 2000. The results of various cointegration techniques confirm that the volume of import, domestic real activity variable, and relative prices term are not cointegrated.

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Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.

Volume (Year): 10 (2003)
Issue (Month): 14 (November)
Pages: 905-908
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Handle: RePEc:taf:apeclt:v:10:y:2003:i:14:p:905-908

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
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  2. Tang, Tuck Cheong, 2003. "Japanese aggregate import demand function: reassessment from the 'bounds' testing approach," Japan and the World Economy, Elsevier, vol. 15(4), pages 419-436, December. [Downloadable!] (restricted)
  3. Masih, Rumi & Masih, Abul M. M., 2000. "A Reassessment of Long-Run Elasticities of Japanese Import Demand," Journal of Policy Modeling, Elsevier, vol. 22(5), pages 625-639, September. [Downloadable!] (restricted)
  4. M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326. [Downloadable!]
  5. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March. [Downloadable!] (restricted)
  6. Abbott, Andrew & Darnell, Adrian C & Evans, Lynne, 2001. "The Influence of Exchange Rate Variability on UK Exports," Applied Economics Letters, Taylor and Francis Journals, vol. 8(1), pages 47-49, January. [Downloadable!] (restricted)
  7. Xu, Xinpeng, 2002. "The dynamic-optimizing approach to import demand: a structural model," Economics Letters, Elsevier, vol. 74(2), pages 265-270, January. [Downloadable!] (restricted)
  8. Bahmani-Oskooee, Mohsen & Niroomand, Farhang, 1998. "Long-run price elasticities and the Marshall-Lerner condition revisited," Economics Letters, Elsevier, vol. 61(1), pages 101-109, October. [Downloadable!] (restricted)
  9. Hamori, Shigeyuki & Matsubayashi, Yoichi, 2001. "An empirical analysis on the stability of Japan's aggregate import demand function," Japan and the World Economy, Elsevier, vol. 13(2), pages 135-144, April. [Downloadable!] (restricted)
  10. Coe, Patrick J. & Serletis, Apostolos, 2002. "Bounds tests of the theory of purchasing power parity," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 179-199, January. [Downloadable!] (restricted)
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  11. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
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