ABSTRACT

Using alternative time-series methods, this paper investigates the patterns of transnational terrorist incidents that involve one or more deaths. Initially, an updated analysis of these fatal events for 1970–1999 is presented using a standard linear model with prespecified interventions that represent significant policy and political impacts. Next, a (regime-switching) threshold autoregressive (TAR) model is applied to this fatality time series. TAR estimates indicate that increases above the mean are not sustainable during high-activity eras, but are sustainable during low-activity eras. The TAR model provides a better fit than previously tried methods for the fatality time series. By applying a Fourier approximation to the nonlinear estimates, we get improved results. The findings in this study and those in our earlier studies are then applied to suggest some policy implications in light of the tragic attacks on the World Trade Center and the Pentagon on September 11, 2001.