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Common trends and common cycles in regional crime

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  • Robert Witt
  • Alan Clarke
  • Nigel Fielding

Abstract

This paper uses the Vahid and Engle (Journal of Applied Econometrics, 8, 341-360, 1993) common trend - common cycle approach to model the dynamics of regional crime rates in England over the period 1975-1996. The evidence indicates the existence of common trends and common cycles in regional crime rates. This result is exploited to examine the system-wide effects of shocks emanating in a particular region.

Suggested Citation

  • Robert Witt & Alan Clarke & Nigel Fielding, 1998. "Common trends and common cycles in regional crime," Applied Economics, Taylor & Francis Journals, vol. 30(11), pages 1407-1412.
    • Handle: RePEc:taf:applec:v:30:y:1998:i:11:p:1407-1412
    DOI: 10.1080/000368498324751
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    References listed on IDEAS

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    1. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-380, October.
    2. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 393-395, October.
    3. Lutkepohl, Helmut & Reimers, Hans-Eggert, 1992. "Impulse response analysis of cointegrated systems," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 53-78, January.
    4. Robert Witt & Alan Clarke & Nigel Fielding, 1998. "Crime, earnings inequality and unemployment in England and Wales," Applied Economics Letters, Taylor & Francis Journals, vol. 5(4), pages 265-267.
    5. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    6. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    Cited by:

    1. Westerlund, Joakim & Blomquist, Johan, 2009. "Are Crime Rates Really Stationary?," Working Papers in Economics 381, University of Gothenburg, Department of Economics.
    2. Vatsa, Puneet & Basnet, Hem C., 2020. "The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis," Resources Policy, Elsevier, vol. 68(C).
    3. Steve Cook & Tom Winfield, 2013. "Crime across the States: Are US Crime Rates Converging?," Urban Studies, Urban Studies Journal Limited, vol. 50(9), pages 1724-1741, July.
    4. Vatsa, Puneet, 2020. "Comovement amongst the demand for New Zealand tourism," Annals of Tourism Research, Elsevier, vol. 83(C).
    5. Cerro, Ana Maria & Michel Rivero, Andrés, 2012. "Business cycles and crime. the case of Argentina," MPRA Paper 44515, University Library of Munich, Germany.

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