Japan has the highest suicide rates among the OECD countries and this public health problem seems to be accelerating in over the recent decades. Investigating and understanding the suicidal behaviour is of crucial importance to society and health policy makers. Such an investigation could provide with useful information for those responsible in formulating the national policies on suicide prevention. This study estimates dynamic econometric models for total, male and female suicides in Japan for the period of 1957-2009. Using the ARDL approach to cointegration, we find that the associations of suicide with sociological factors (divorce and fertility rates) were stronger than those with economic factors (per capita GDP and unemployment) for females. (C) 2011 Elsevier Inc. All rights reserved.