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The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models*

* This paper is a replication of an original study

Author

Listed:
  • Muhammad Asali
  • Aamer S. Abu‐Qarn
  • Michael Beenstock

Abstract

We contest Jaeger and Paserman's claim (Jaeger and Paserman , 2008. The cycle of violence? An empirical analysis of fatalities in the Palestinian–Israeli conflict. American Economic Review 98 (4): 1591–1604) that Palestinians did not react to Israeli aggression during Intifada 2. We address the differences between the two sides in terms of the timing and intensity of violence, estimate nonlinear vector autoregression models that are suitable when the linear vector autoregression innovations are not normally distributed, identify causal effects rather than Granger causality using the principle of weak exogeneity, and introduce the “kill‐ratio” as a concept for testing hypotheses about the cycle of violence. The Israelis killed 1.28 Palestinians for every killed Israeli, whereas the Palestinians killed only 0.09 Israelis for every killed Palestinian.

Suggested Citation

  • Muhammad Asali & Aamer S. Abu‐Qarn & Michael Beenstock, 2017. "The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1197-1205, September.
    • Handle: RePEc:wly:japmet:v:32:y:2017:i:6:p:1197-1205
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    References listed on IDEAS

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    1. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
    2. David A. Jaeger & M. Daniele Paserman, 2008. "The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict," American Economic Review, American Economic Association, vol. 98(4), pages 1591-1604, September.
    3. Joan Esteban & Laura Mayoral & Debraj Ray, 2012. "Ethnicity and Conflict: An Empirical Study," American Economic Review, American Economic Association, vol. 102(4), pages 1310-1342, June.
    4. Harris, Mark N. & Zhao, Xueyan, 2007. "A zero-inflated ordered probit model, with an application to modelling tobacco consumption," Journal of Econometrics, Elsevier, vol. 141(2), pages 1073-1099, December.
    5. Davidson, Russell, 2009. "Econometric Theory and Methods: International Edition," OUP Catalogue, Oxford University Press, number 9780195391053.
    6. Timothy Besley & Torsten Persson, 2009. "Repression or Civil War?," American Economic Review, American Economic Association, vol. 99(2), pages 292-297, May.
    7. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.
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    Citations

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    Cited by:

    1. Christophe Muller & Pierre Pecher, 2021. "Terrorism, Insurgency, State Repression, and Cycles of Violence," Working Papers halshs-03134347, HAL.
    2. Asali, Muhammad & Abu-Qarn, Aamer & Beenstock, Michael, 2024. "Violence and cooperation in geopolitical conflicts: Evidence from the Second Intifada," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 261-286.
    3. Muhammad Asali, 2021. "Gender and ethnic wage differentials inhibit growth: A shred of evidence," Working Papers 002-21, International School of Economics at TSU, Tbilisi, Republic of Georgia.
    4. Muhammad Asali & Rusudan Gurashvili, 2020. "Labour market discrimination and the macroeconomy," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 28(3), pages 515-533, July.
    5. Asali, Muhammad & Pignatti, Norberto & Skhirtladze, Sophiko, 2018. "Employment discrimination in a former Soviet Union Republic: Evidence from a field experiment," Journal of Comparative Economics, Elsevier, vol. 46(4), pages 1294-1309.
    6. Kuokštis, Vytautas & Asali, Muhammad & Spurga, Simonas Algirdas, 2022. "Labor market flexibility and exchange rate regimes," European Journal of Political Economy, Elsevier, vol. 75(C).
    7. Sarkodie, Samuel Asumadu & Ahmed, Maruf Yakubu & Leirvik, Thomas, 2022. "Trade volume affects bitcoin energy consumption and carbon footprint," Finance Research Letters, Elsevier, vol. 48(C).
    8. Muhammad Asali, 2019. "vgets: A program to estimate general-to-specific VARs, Granger causality, steady-state effects, and cumulative impulse responses," Working Papers 007-19, International School of Economics at TSU, Tbilisi, Republic of Georgia.

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    Replication

    This item is a replication of:
  • David A. Jaeger & M. Daniele Paserman, 2008. "The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict," American Economic Review, American Economic Association, vol. 98(4), pages 1591-1604, September.

    • More about this item

    JEL classification:

    • D74 - Microeconomics - - Analysis of Collective Decision-Making - - - Conflict; Conflict Resolution; Alliances; Revolutions
    • H56 - Public Economics - - National Government Expenditures and Related Policies - - - National Security and War

    Lists

    This item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:
    1. The cycle of violence in the Second Intifada: Causality in nonlinear vector autoregressive models (Journal of Applied Econometrics 2017) in ReplicationWiki

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