Economic Trends and Cycles in Crime: A Study for England and Wales
This paper models cyclical behaviour in property crime series (burglary and theft) in relation to the macroeconomic activity indicators in England and Wales in the period from 1955 to 2001. Using unobserved components (UC) time series models, univariate time series analysis suggests that recorded burglary (theft) data is subject to stochastic cycle processes with typical business cycle frequencies of approximately 5 and 10 years. In the multivariate UC time series framework, recorded burglary (theft) is simultaneously modelled in a trivariate model, together with unemployment and real GDP time series. We also estimate a five-variate model, where we simultaneously model burglary, theft, unemployment, real GDP, and police variables. Some interesting findings in these analyses are: (i) observed cyclical behaviour in recorded property crime is almost fully determined by the economic business cycles; (ii) explanatory variables such as sentence length, imprisonment and conviction rates affect the short-term dynamics more than the long-term dynamics; (iii) motivational and opportunity effects between macroeconomic and crime time series can be distinguished in our modelling framework.
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.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 232 (2012)
Issue (Month): 6 (December)
|Contact details of provider:|| Web page: http://www.degruyter.com|
|Order Information:||Web: http://www.degruyter.com/view/j/jbnst|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jeff Grogger, 1997.
"Market Wages and Youth Crime,"
NBER Working Papers
5983, National Bureau of Economic Research, Inc.
- Patricia Funk & Peter Kugler, 2003. "Identifying Efficient Crime-Combating Policies by VAR Models: The Example of Switzerland," Contemporary Economic Policy, Western Economic Association International, vol. 21(4), pages 525-538, October.
- Raphael, Steven & Winter-Ember, Rudolf, 2001.
"Identifying the Effect of Unemployment on Crime,"
Journal of Law and Economics,
University of Chicago Press, vol. 44(1), pages 259-83, April.
- Raphael, Steven & WINTER-EBMER, RUDOLF, 1998. "Identifying the Effect of Unemployment on Crime," University of California at San Diego, Economics Working Paper Series qt5hb4h56g, Department of Economics, UC San Diego.
- Raphael, Steven & Winter-Ebmer, Rudolf, 1999. "Identifying the Effect of Unemployment on Crime," CEPR Discussion Papers 2129, C.E.P.R. Discussion Papers.
- Atkinson, A. C. & Koopman, S. J. & Shephard, N., 1997. "Detecting shocks: Outliers and breaks in time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 387-422, October.
- Entorf, Horst & Spengler, Hannes, 2000.
"Socioeconomic and demographic factors of crime in Germany: Evidence from panel data of the German states,"
International Review of Law and Economics,
Elsevier, vol. 20(1), pages 75-106, March.
- Entorf, Horst & Spengler, Hannes, 1998. "Socio-economic and demographic factors of crime in Germany: evidence from panel data of the German states," ZEW Discussion Papers 98-16, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Duha Tore Altindag, .
"Crime and Unemployment: Evidence from Europe,"
Departmental Working Papers
2009-13, Department of Economics, Louisiana State University.
- Stephen Machin & Costas Meghir, 2004.
"Crime and Economic Incentives,"
Journal of Human Resources,
University of Wisconsin Press, vol. 39(4).
- Gary S. Becker, 1974.
"Crime and Punishment: An Economic Approach,"
in: Essays in the Economics of Crime and Punishment, pages 1-54
National Bureau of Economic Research, Inc.
- John M. Nunley & Richard Alan Seals Jr. & Joachim Zietz, 2011. "The Impact of Macroeconomic Conditions on Property Crime," Auburn Economics Working Paper Series auwp2011-06, Department of Economics, Auburn University.
- Fougère, Denis & Kramarz, Francis & Pouget, Julien, 2006.
"Youth Unemployment and Crime in France,"
IZA Discussion Papers
2009, Institute for the Study of Labor (IZA).
- Fougère, Denis & Kramarz, Francis & Pouget, Julien, 2006. "Youth Unemployment and Crime in France," CEPR Discussion Papers 5600, C.E.P.R. Discussion Papers.
- Denis Fougère & Francis Kramarz & Julien Pouget, 2007. "Youth Unemployment and Crime in France," Working Papers 2007-33, Centre de Recherche en Economie et Statistique.
- Levitt, Steven D, 1997.
"Using Electoral Cycles in Police Hiring to Estimate the Effect of Police on Crime,"
American Economic Review,
American Economic Association, vol. 87(3), pages 270-90, June.
- Steven D. Levitt, 1995. "Using Electoral Cycles in Police Hiring to Estimate the Effect of Policeon Crime," NBER Working Papers 4991, National Bureau of Economic Research, Inc.
- Büttner, Thiess & Spengler, Hannes, 2003.
"Local Determinants of Crime: Distinguishing between Resident and Non-resident Offenders,"
Darmstadt Discussion Papers in Economics
120, Darmstadt University of Technology, Department of Law and Economics.
- Spengler, Hannes & Büttner, Thiess, 2003. "Local Determinants of Crime: Distinguishing Between Resident and Non-resident Offenders," ZEW Discussion Papers 03-13, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Thiess Buettner, 2003. "Local Determinants of Crime: Distinguishing Between Resident and Non-resident Offenders," ERSA conference papers ersa03p396, European Regional Science Association.
- Ehrlich, Isaac, 1973. "Participation in Illegitimate Activities: A Theoretical and Empirical Investigation," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 521-65, May-June.
- Papps, Kerry L. & Winkelmann, Rainer, 1998. "Unemployment and Crime: New Answers to an Old Question," IZA Discussion Papers 25, Institute for the Study of Labor (IZA).
- Corman, Hope & Mocan, Naci, 2005.
"Carrots, Sticks, and Broken Windows,"
Journal of Law and Economics,
University of Chicago Press, vol. 48(1), pages 235-66, April.
- Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor van der Geest, 2008.
"Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model,"
Netherlands Society for Statistics and Operations Research, vol. 62(1), pages 104-130.
- Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007. "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers 07-027/4, Tinbergen Institute.
- Karin Edmark, 2005. "Unemployment and Crime: Is There a Connection?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 107(2), pages 353-373, 06.
- Anna Öster & Jonas Agell, 2007. "Crime and Unemployment in Turbulent Times," Journal of the European Economic Association, MIT Press, vol. 5(4), pages 752-775, 06.
- Vollaard, Ben & Koning, Pierre, 2009. "The effect of police on crime, disorder and victim precaution. Evidence from a Dutch victimization survey," International Review of Law and Economics, Elsevier, vol. 29(4), pages 336-348, December.
- Beveridge, Stephen & Nelson, Charles R., 1981. "A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle'," Journal of Monetary Economics, Elsevier, vol. 7(2), pages 151-174.
- Durbin, James & Koopman, Siem Jan, 2001.
"Time Series Analysis by State Space Methods,"
Oxford University Press, number 9780198523543, December.
- Tom Doan, . "SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM," Statistical Software Components RTS00251, Boston College Department of Economics.
- Reilly, Barry & Witt, Robert, 1996. "Crime, Deterrence and Unemployment in England and Wales: An Empirical Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 48(2), pages 137-59, April.
- Commandeur, Jacques J.F. & Koopman, Siem Jan, 2007. "An Introduction to State Space Time Series Analysis," OUP Catalogue, Oxford University Press, number 9780199228874, December.
- Peter K. Clark, 1987. "The Cyclical Component of U. S. Economic Activity," The Quarterly Journal of Economics, Oxford University Press, vol. 102(4), pages 797-814.
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 422, October.
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-17, October.
- Jukka Nyblom & Andrew Harvey, 2001. "Testing against smooth stochastic trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 415-429.
- Funk, Patricia & Kugler, Peter, 2003. "Dynamic interactions between crimes," Economics Letters, Elsevier, vol. 79(3), pages 291-298, June.
When requesting a correction, please mention this item's handle: RePEc:jns:jbstat:v:232:y:2012:i:6:p:652-677. 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: (Peter Golla)
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.