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Revenue Forecasting Practices: Differences across Countries and Consequences for Forecasting Performance

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Author Info
Thiess Buettner ()
Björn Kauder ()

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Abstract

This paper reviews the practice and performance of revenue forecasting in selected OECD countries. While the mean forecast errors are small in most countries, the precision of the forecasts measured by the standard deviation of the forecast error differs substantially across countries. Based on a comparison of forecasting practices we show that these differences can be attributed to a large part to differences in the timing of the forecasts and in the tax structure. In addition, we find some evidence that differences in methods and institutions also matter for the forecasting precision. In particular, we find that the use of macroeconomic models as well as the independence of revenue forecasting are associated with a lower standard deviation of the forecast error.

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Publisher Info
Paper provided by CESifo Group Munich in its series CESifo Working Paper Series with number CESifo Working Paper No. 2628.

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Date of creation: 2009
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Handle: RePEc:ces:ceswps:_2628

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Related research
Keywords: revenue forecasting; international comparison; OECD countries; forecast error;

Find related papers by JEL classification:
H11 - Public Economics - - Structure and Scope of Government - - - Structure and Scope of Government
H68 - Public Economics - - National Budget, Deficit, and Debt - - - Forecasts of Budgets, Deficits, and Debt

References listed on IDEAS
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  1. Tim Pike & David Savage, 1998. "Forecasting the public finances in the Treasury," Fiscal Studies, Institute for Fiscal Studies, vol. 19(1), pages 49-62, February. [Downloadable!]
  2. Bretschneider, Stuart I. & Gorr, Wilpen L. & Grizzle, Gloria & Klay, Earle, 1989. "Political and organizational influences on the accuracy of forecasting state government revenues," International Journal of Forecasting, Elsevier, vol. 5(3), pages 307-319. [Downloadable!] (restricted)
  3. David Hauner & Kornélia Krajnyák & Martin Mühleisen & Bennett Sutton & Stephan Danninger, 2005. "How Do Canadian Budget Forecasts Compare with Those of Other Industrial Countries?," IMF Working Papers 05/66, International Monetary Fund. [Downloadable!]
  4. Lars Jonung & Martin Larch, 2006. "Improving fiscal policy in the EU: the case for independent forecasts," Economic Policy, CEPR, CES, MSH, vol. 21(47), pages 491-534, 07. [Downloadable!] (restricted)
  5. Daniel R. Feenberg & William Gentry & David Gilroy & Harvey S. Rosen, 1989. "Testing the Rationality of State Revenue Forecasts," NBER Working Papers 2628, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Richard Boylan, 2008. "Political distortions in state forecasts," Public Choice, Springer, vol. 136(3), pages 411-427, September. [Downloadable!] (restricted)
  7. Frits Bos, 2007. "The Dutch fiscal framework; history, current practice and the role of the CPB," CPB Documents 150, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
  8. Alan Auerbach, 1999. "On the Performance and Use of Government Revenue Forecasts," Berkeley Olin Program in Law & Economics, Working Paper Series 1000, Berkeley Olin Program in Law & Economics. [Downloadable!]
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