Abstract

This paper uses the Vahid and Engle (Journal of Applied Econometrics, 8, 341-360, 1993) common trend - common cycle approach to model the dynamics of regional crime rates in England over the period 1975–1996. The evidence indicates the existence of common trends and common cycles in regional crime rates. This result is exploited to examine the system-wide effects of shocks emanating in a particular region.

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