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Forecasting Quarterly Aggregate Crime Series

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  • MICHAEL P. CLEMENTS
  • ROBERT WITT

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.

Suggested Citation

  • Michael P. Clements & Robert Witt, 2005. "Forecasting Quarterly Aggregate Crime Series," Manchester School, University of Manchester, vol. 73(6), pages 709-727, December.
    • Handle: RePEc:bla:manchs:v:73:y:2005:i:6:p:709-727
    DOI: 10.1111/j.1467-9957.2005.00473.x
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    1. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
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