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ralph lauren polo

 
Takamitsu Kurita
 
''Investigating time series properties of a dynamic system for Japan's import demand''
( 2010, Vol. 30 No.1 )
 
 
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.
JEL: C3 - Time-Series Models
F0 - International Economics: General
 
Manuscript Received : Dec 08 2009 Manuscript Accepted : Feb 03 2010

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