Given the social and economic costs that crime poses to society, avoiding it is of high importance for persistent growth of communities and businesses. That is why many researchers are looking for the impact of economic cycles on crime trend. The present study is aimed at investigating the impact of unemployment cycles and Gross Domestic Product (GDP) on crime. To achieve this goal, three crime indicators in the framework of four models have been used. In the first and second models, financial crimes and violent crimes are considered as a dependent variable, and in the third and fourth models, the total crime index is considered as a dependent variable. The distinction between the third and fourth model is in the use of gender segregation variables. In this regard, data analysis was performed using the autoregressive model with distributional interruptions during the years 2001-2007, and indicates that in the first three models only short-term relationships are confirmed, while in the fourth model the long-term relationship also exists. According to short-term relationships and in the recession periods, unemployment has a negative impact on financial crimes, violent crimes, and the index of overall crimes. GDP growth has also had a negative impact on financial crimes and overall crime, while it has had a positive impact on violent crimes. On the other hand, during the boom period, unemployment has a positive relationship with financial crimes and the overall crime index, and has had a negative relationship with violent crimes. GDP growth has a positive relationship with financial crimes but has a negative relationship with violent crimes and the overall crimes index. Finally, the fourth model shows the more prominent role of women than men in increasing crime rate in the short and long term. Therefore, according to the findings of the study, in any economic situation appropriate policies and strategies could be adopted to predict, fight and control crime; and improve security level.