Advanced Search
MyIDEAS: Login to save this paper or follow this series

Using Markov-Switching Models to Identify the Link between Unemployment and Criminality

Contents:

Author Info

  • Firouz Fallahi

    (Department of Economics, University of Ottawa)

  • Gabriel Rodríguez

    ()
    (Department of Economics, University of Ottawa)

Abstract

Using Markov Switching Autoregressive models the behaviour of four crime variables and unemployment rate during the period of study is investigated and different regimes for each variable determined. Using some nonparametric measures such as the Concordance Index (Harding and Pagan, 2002) and Independence of Chronologies (Bodman and Crosby, 2005), among others, the independency of cycles of unemployment rate and crime variables is tested. The results of this stage show that there is no relationship between unemployment rate and burglary and motor. However, for larceny and robbery the results are mixed and inconclusive. At the second stage, Markov Switching Vector Autoregressive models are also used to determine the states for both unemployment rate and each one of crime variable simultaneously. The results of this stage show that the effect of unemployment rate on larceny and motor depends on the state of the variables. For larceny this effect is either positive or null, and for motor it fluctuates among negative, null, and positive. Also the result shows that regardless of the state of the variables, the effect of unemployment on burglary and robbery is negative and null, respectively.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.socialsciences.uottawa.ca/sites/default/files/public/eco/pdf/cahiers/0701E.pdf
Our checks indicate that this address may not be valid because: 404 Not Found (http://www.socialsciences.uottawa.ca/sites/default/files/public/eco/pdf/cahiers/0701E.pdf [301 Moved Permanently]--> http://socialsciences.uottawa.ca/sites/default/files/public/eco/pdf/cahiers/0701E.pdf). If this is indeed the case, please notify (Diane Ritchot)
Download Restriction: no

Bibliographic Info

Paper provided by University of Ottawa, Department of Economics in its series Working Papers with number 0701E.

as in new window
Length: 53 pages
Date of creation: 2007
Date of revision:
Handle: RePEc:ott:wpaper:0701e

Contact details of provider:
Postal: PO Box 450, Station A, Ottawa, Ontario, K1N 6N5
Phone: (613) 562-5753
Fax: (613) 562-5999
Email:
Web page: http://www.socialsciences.uottawa.ca/eco/eng/index.asp
More information through EDIRC

Related research

Keywords: Markov-Switching Models; Cycles; Asymmetries; Unemployment; Crime.;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Firouz Fallahi & Hamed Pourtaghi & Gabriel Rodríguez, 2012. "The unemployment rate, unemployment volatility, and crime," International Journal of Social Economics, Emerald Group Publishing, vol. 39(6), pages 440-448, May.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ott:wpaper:0701e. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Diane Ritchot).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.