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Although it is generally accepted that the cultures, religious beliefs, traditions, welfare levels and social structures of the countries may have an impact on suicidal tendencies, the increasing number of suicide cases worldwide and the epidemiological structure of suicide phenomenon reveals the necessity to accept suicide as a public health problem and importance of determining the factors leading to suicide in terms of finding urgent and effective solutions. The aim of this study was to investigate whether there is a relationship between suicides and various socio-economic factors in the case of Turkey. By doing this, it has tried to fill a certain extent the existing gap in terms of both methodological and empirical evaluation of suicide cases in Turkey. In this respect, the effects of per capita income, unemployment, divorce, alcohol consumption, labor force participation, inflation and urbanization on suicide have been tried to be determined by using modern time series analysis methods.