Aggregate Import Demand Function for Japan: A Cointegration Re-investigation

Tuck Cheong Tang

10 citations0/0 files storedGlobal Economic Review

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Global trade and economics Monetary Policy and Economic Impact Economics of Agriculture and Food Markets

Abstract

Applying a rolling windows approach, this study aims to re-visit the existing literature on cointegration of aggregate import demand function in Japan. In contrary to many studies, the results of cointegration tests suggest that the presence of cointegration relationship for Japan's aggregate import demand function is not stable over the sample period, 1973.Q1–2007.Q2. Again, the estimated elasticities of income and relative prices of imports are varying over the sample period—the income variable is elastic while, the price is found to be inelastic, on average.

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References

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