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Income inequality and the suicide rate in Japan: Evidence from cointegration and LA-VAR



Using time series techniques, this paper examines the relationship between the suicide rate and income inequality in Japan. Since both the suicide rate and income inequality (Gini coefficient) in Japan are integrated of order one for the sample period 1951–2007, the existence of cointegration is a prerequisite for the successful modeling of their relationship. The Durbin-Hausman test shows that the suicide rate is cointegrated with income inequality and the unemployment rate. The dynamic ordinary least squares (DOLS) and fully modified ordinary least squares (FMOLS) methods demonstrate that income inequality and the unemployment rate are positively and significantly related to the suicide rate in Japan, and there is evidence supporting the parameter stability of our suicide model. Furthermore, the lag-augmented vector autoregression (LA-VAR) approach shows that there exists unidirectional Grangercausality from income inequality to the suicide rate. Hence, the fluctuations in Japan’s suicide rate are partially explained by income inequality.

Suggested Citation

  • Kazuyuki Inagaki, 2010. "Income inequality and the suicide rate in Japan: Evidence from cointegration and LA-VAR," Journal of Applied Economics, Universidad del CEMA, vol. 13, pages 113-133, May.
  • Handle: RePEc:cem:jaecon:v:13:y:2010:n:1:p:113-133

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    References listed on IDEAS

    1. Paul Crompton, 2000. "Extending the stochastic approach to index numbers," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 367-371.
    2. Clements, Kenneth W & Izan, H Y, 1981. "A Note on Estimating Divisia Index Numbers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 745-747, October.
    3. Clements, Kenneth W & Izan, H Y, 1987. "The Measurement of Inflation: A Stochastic Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 339-350, July.
    4. Miller, Stephen, 1984. "Purchasing power parity and relative price variability : Evidence from the 1970s," European Economic Review, Elsevier, vol. 26(3), pages 353-367, December.
    5. Selvanathan, E. A. & Selvanathan, S., 2004. "Modelling the commodity prices in the OECD countries: a stochastic approach," Economic Modelling, Elsevier, vol. 21(2), pages 233-247, March.
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    Cited by:

    1. Andrés, Antonio R. & Halicioglu, Ferda & Yamamura, Eiji, 2011. "Socio-economic determinants of suicide in Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 723-731.
    2. Eiji Yamamura, 2015. "Comparison of Social Trust’s Effect on Suicide Ideation between Urban and Non-urban Areas: The Case of Japanese Adults in 2006," EERI Research Paper Series EERI RP 2015/06, Economics and Econometrics Research Institute (EERI), Brussels.
    3. Phiri, Andrew & Mukuka, Doreen, 2017. "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," MPRA Paper 80749, University Library of Munich, Germany.
    4. repec:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0023-z is not listed on IDEAS
    5. Eiji Yamamura, 2015. "Comparison of Social Capital's Effect on Consideration of Suicide between Urban and Rural Areas," ISER Discussion Paper 0933, Institute of Social and Economic Research, Osaka University.

    More about this item


    suicide; income inequality; time series; cointegration; LA-VAR;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • I10 - Health, Education, and Welfare - - Health - - - General


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