Intervention Time Series Analysis of Crime Rates

Sanjeev Sridharan, Sunčica Vujić, Siem Jan Koopman

Research output: Working paperDiscussion paper

Abstract

The Commonwealth of Virginia abolished parole and reformed sentencing for all felony offenders committed on or after January 1, 1995. We examine the impact of this legislation on reported crime rates using different time series approaches. In particular, structural time series models are considered as an alternative to the Box-Jenkins ARIMA models that form the standard time series approach to intervention analysis. Limited support for the deterrent impact of parole abolition and sentence reform is obtained using uni- variate modelling devices, even after including unemployment as an explanatory variable. Finally, the flexibility of structural time series models is illustrated by presenting a multivariate analysis that provides some additional evidence of the deterrent impact of the new legislation.
Original languageEnglish
Place of PublicationRotterdam, The Netherlands
PublisherTinbergen Institute Discussion Papers
Publication statusPublished - 2003

Fingerprint

Time series analysis
Crime rates
Legislation
Structural time series models
Box-Jenkins
Intervention analysis
Multivariate analysis
Unemployment
ARIMA models
Modeling

Cite this

Sridharan, S., Vujić, S., & Koopman, S. J. (2003). Intervention Time Series Analysis of Crime Rates. Rotterdam, The Netherlands: Tinbergen Institute Discussion Papers.

Intervention Time Series Analysis of Crime Rates. / Sridharan, Sanjeev; Vujić, Sunčica; Koopman, Siem Jan.

Rotterdam, The Netherlands : Tinbergen Institute Discussion Papers, 2003.

Research output: Working paperDiscussion paper

Sridharan, S, Vujić, S & Koopman, SJ 2003 'Intervention Time Series Analysis of Crime Rates' Tinbergen Institute Discussion Papers, Rotterdam, The Netherlands.
Sridharan S, Vujić S, Koopman SJ. Intervention Time Series Analysis of Crime Rates. Rotterdam, The Netherlands: Tinbergen Institute Discussion Papers. 2003.
Sridharan, Sanjeev ; Vujić, Sunčica ; Koopman, Siem Jan. / Intervention Time Series Analysis of Crime Rates. Rotterdam, The Netherlands : Tinbergen Institute Discussion Papers, 2003.
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