FORECASTING QUARTERLY AGGREGATE CRIME SERIES

Michael Clements and Robert Witt

Manchester School, 2005, vol. 73, issue 6, 709-727

Abstract: In this paper we assess the forecasting performance of quarterly economic models of aggregate property and personal crime. We show that models that include long‐run relationships between crime and its economic determinants tend to generate inaccurate forecasts, and attribute this to structural change. The forecast performance of the economic models is compared with that of time‐series models, and forecast encompassing tests are reported.

Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/j.1467-9957.2005.00473.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:manchs:v:73:y:2005:i:6:p:709-727

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=1463-6786

Access Statistics for this article

Manchester School is currently edited by Keith Blackburn

More articles in Manchester School from University of Manchester Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().