Quarterly time series data from Canada and the Canadian provinces for the period 1976:1-2005:3 are examined to determine if the unemployment rates in the Canadian provinces are converging to the national rate of unemployment. Firstly, we check for existence of stochastic convergence using recent...

The authors analyze the degree of persistence of the unemployment rates of the ten Canadian provinces using quarterly data for the period 1976:1-2005:4. They apply a two-break minimum Lagrange Multiplier (LM) unit root statistic, which, unlike standard unit root statistics (without or with...

Purpose – The paper aims to study the effect of the unemployment rate and its volatility on crime in the USA. It proposes that not only the unemployment rate, but also its volatility affect the crime. Design/methodology/approach – First, the volatility of the unemployment rate is calculated...

We analyze the degree of persistence of the unemployment rates of the 10 Canadian provinces using quarterly data for the period 1976:1-2005:4. We apply a two-break minimum Lagrange Multiplier unit root statistic, which, unlike standard unit root statistics (without or with breaks), makes it...

Using Markov-Switching models, this paper studies the existence of a relationship between the unemployment rate and four different types of crimes in the U.S. economy. After it, using the non-parametric Concordance Index of Harding and Pagan (2002, 2006), the correlation between the cycles of...

Using Markov Switching Autoregressive models the behaviour of four crime variables and unemployment rate during the period of study is investigated and different regimes for each variable determined. Using some nonparametric measures such as the Concordance Index (Harding and Pagan, 2002) and...