Intervention Time Series Analysis of Crime Rates

Tinbergen Institute Discussion Paper No. 2003-040/4

35 Pages Posted: 22 Jul 2003

See all articles by Sanjeev Sridharan

Sanjeev Sridharan

Westat

Suncica Vujic

Vrije Universiteit Amsterdam, School of Business and Economics

Siem Jan Koopman

Vrije Universiteit Amsterdam - School of Business and Economics; Tinbergen Institute; Aarhus University - CREATES

Date Written: June 2003

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 univariate 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.

Keywords: ARIMA models, Intervention, Parole abolition, Regression models, Sentence reform, Structural time series models

JEL Classification: C22, K42, I38

Suggested Citation

Sridharan, Sanjeev and Vujic, Suncica and Koopman, Siem Jan, Intervention Time Series Analysis of Crime Rates (June 2003). Tinbergen Institute Discussion Paper No. 2003-040/4, Available at SSRN: https://ssrn.com/abstract=416502 or http://dx.doi.org/10.2139/ssrn.416502

Sanjeev Sridharan (Contact Author)

Westat ( email )

1650 Research Blvd.
Rockville, MD 20850
United States

Suncica Vujic

Vrije Universiteit Amsterdam, School of Business and Economics ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands
+31(0)551 3555 (Fax)

Siem Jan Koopman

Vrije Universiteit Amsterdam - School of Business and Economics ( email )

De Boelelaan 1105
Amsterdam, 1081 HV
Netherlands
+31205986019 (Phone)

HOME PAGE: http://sjkoopman.net

Tinbergen Institute ( email )

Gustav Mahlerplein 117
1082 MS Amsterdam
Netherlands

HOME PAGE: http://personal.vu.nl/s.j.koopman

Aarhus University - CREATES ( email )

School of Economics and Management
Building 1322, Bartholins Alle 10
DK-8000 Aarhus C
Denmark

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