Dynamic Analysis of Criminal Behavior: An Application of Empirical Mode Decomposition

Raphael Douglas de Freitas Lucena, Rodolfo Ferreira Ribeiro Costa, Ivan Castelar and Francisco Soares de Lima

International Journal of Economics and Finance, 2021, vol. 13, issue 4, 47

Abstract: Our objective is to measure the permanent and transitory components of criminality in Brazilian states by using the methodology proposed by At and Chappe (2005). The empirical strategy used follows the Empirical Mode Decomposition method (EMD), proposed by Huang et al. (1998). Based on a sample collected using the Mortality Information System (SIM) from DATASUS, the decomposition process was carried out for the 27 Brazilian states from 1996 to 2015. The results of the decomposition for criminality show that the choice for crime occurs, for the largest part, due to permanent elements, which is a predictor of future crimes over time. The decomposition of criminality into these two types of components establishes some evidence regarding criminal behavior that can serve as reference for policy makers, since the implications of the results found raise questions about the policies to confront and reduce crime.

Date: 2021
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