Vujic, Suncica; Koopman, Siem Jan; Commandeur, Jacques J. F. - In: Journal of Economics and Statistics (Jahrbuecher fuer … 232 (2012) 6, pp. 652-677
This paper models cyclical behaviour in property crime series (burglary and theft) in relation to the macroeconomic activity indicators in England andWales in the period from 1955 to 2001. Using unobserved components (UC) time series models, univariate time series analysis suggests that recorded...
