This research examines empirically the determinants of suicides in Denmark over the period 1970-2006. To our knowledge, there exist no previous study that estimates a dynamic econometric model of suicides on the basis of time series data and cointegration framework at disaggregate level. Our results indicate that suicide is associated with a range of socio-economic factors but the strength of the association can differ by gender. In particular, we find that a rise in real per capita income and fertility rate decreases suicides for males and females. Divorce is positively associated with suicides and this effect seems to be stronger for men. A fall in unemployment rates seems to lower significantly suicides in males and females. Policy implications of suicides are discussed with some appropriate recommendations. (C) 2010 Elsevier Ireland Ltd. All rights reserved.