"Common factors", cointegration, and Japan's aggregate import demand function
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...
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Universita Putra Malaysia
2015
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my.um.eprints.195942018-10-05T02:30:23Z http://eprints.um.edu.my/19594/ "Common factors", cointegration, and Japan's aggregate import demand function Tang, Tuck Cheong HB Economic Theory HC Economic History and Conditions 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. Universita Putra Malaysia 2015 Article PeerReviewed 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 http://econ.upm.edu.my/ijem/vol9no2/Paper%203%20Common%20Factor%20Japan%20Agg%20Imports.pdf |
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HB Economic Theory HC Economic History and Conditions |
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HB Economic Theory HC Economic History and Conditions Tang, Tuck Cheong "Common factors", cointegration, and Japan's aggregate import demand function |
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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. |
| format |
Article |
| author |
Tang, Tuck Cheong |
| author_facet |
Tang, Tuck Cheong |
| author_sort |
Tang, Tuck Cheong |
| title |
"Common factors", cointegration, and Japan's aggregate import demand function |
| title_short |
"Common factors", cointegration, and Japan's aggregate import demand function |
| title_full |
"Common factors", cointegration, and Japan's aggregate import demand function |
| title_fullStr |
"Common factors", cointegration, and Japan's aggregate import demand function |
| title_full_unstemmed |
"Common factors", cointegration, and Japan's aggregate import demand function |
| title_sort |
"common factors", cointegration, and japan's aggregate import demand function |
| publisher |
Universita Putra Malaysia |
| publishDate |
2015 |
| url |
http://eprints.um.edu.my/19594/ http://econ.upm.edu.my/ijem/vol9no2/Paper%203%20Common%20Factor%20Japan%20Agg%20Imports.pdf |
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1643691033183125504 |
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13.160551 |