The common-interest game between terrorists and the media: replication and extension

The findings of Rohner and Frey (Public Choice 133(1–2):129–145, 2007) suggest a positive Granger causality between media attention and terrorist attacks. We replicate and extend the empirical part of their study. Besides more periods which allow the circumventing of any possible far-reaching 9/11 effects, we add data from Fox News and use impulse response functions to analyse the persistence and magnitude of the effects. On the whole, we cannot confirm that there is a robust mutual Granger causal relationship between the media coverage and terrorism.