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TIME AGGREGATION AND TIME LAG IN MACRO‐LEVEL DETERRENCE RESEARCH *
Author(s) -
CHAMLIN MITCHELL B.,
GRASMICK HAROLD G.,
BURSIK ROBERT J.,
COCHRAN JOHN K.
Publication year - 1992
Publication title -
criminology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.467
H-Index - 139
eISSN - 1745-9125
pISSN - 0011-1384
DOI - 10.1111/j.1745-9125.1992.tb01109.x
Subject(s) - deterrence (psychology) , panel data , criminology , autoregressive integrated moving average , economics , time lag , macro , econometrics , psychology , demographic economics , lag , time series , statistics , computer science , mathematics , computer network , programming language
Recent arguments in research on individual‐level deterrence suggest that the effect of perceived sanction risk on illegal behavior might occur over a shorter time period than the yearly lags typically incorporated in panel studies. This study raises the same issue for macro‐level deterrence research by suggesting that panel studies using yearly data might have failed to capture the deterrent effect. The analysis uses ARIMA models with data aggregated monthly, quarterly, and semiannually to estimate the reciprocal effects between arrests and crimes for robbery, burglary, larceny, and auto theft in Oklahoma City from 1967 through 1989. No effect of crimes on arrests is found, but significant effects of arrests on crimes appear for three of the four offenses in the shorter temporal aggregations. The results suggest a need to reconsider conclusions based on panel studies that have used time aggregations and time lags that might be too long to uncover deterrent effects.