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Dynamic and Structural Features of Intifada Violence: A Markov Process Approach

Author

Listed:
  • Ivan Jeliazkov

    (Department of Economics, University of California-Irvine)

  • Dale J. Poirier

    (Department of Economics, University of California-Irvine)

Abstract

This paper analyzes the daily incidence of violence during the Second Intifada. We compare several alternative statistical models with different dynamic and structural stability characteristics while keeping modelling complexity to a minimum by only maintaining the assumption that the process under consideration is at most a second order discrete Markov process. For the pooled data, the best model is one with asymmetric dynamics, where one Israeli and two Palestinian lags determine the conditional probability of violence. However, when we allow for structural change, the evidence strongly favors the hypothesis of structural instability across political regime sub-periods, within which dynamics are generally weak.

Suggested Citation

  • Ivan Jeliazkov & Dale J. Poirier, 2007. "Dynamic and Structural Features of Intifada Violence: A Markov Process Approach," Working Papers 070801, University of California-Irvine, Department of Economics.
    • Handle: RePEc:irv:wpaper:070801
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    File URL: https://www.economics.uci.edu/files/docs/workingpapers/2007-08/Jeliazkov-01.pdf
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    Bayesian; Conjugate prior; Israeli-Palestinian conflict; Marginal likelihood;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

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