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Does Tax Smoothing Imply Smooth Taxes?

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Author Info
Scott, Andrew

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Abstract

Using a stochastic growth model we derive analytic expressions for optimal labour and capital tax rates under both complete and incomplete markets. We find taxes are driven by two factors reflecting : (a) Ramsey efficiency considerations and (b) the financing needs of the government which vary with the excess burden of taxation. In the case of complete markets the government insures against variations in the excess burden of taxation and taxes change purely for efficiency reasons. The serial correlation and volatility of labour taxes are determined by those of employment and do not necessarily imply smooth tax rates. Under incomplete markets both Ramsey considerations and variations in the excess burden of taxation lead to changes in taxes with the latter providing a unit root component to optimal labour taxes. Using US data we find that the majority of fluctuations in marginal tax rates are due to fluctuations in the excess burden of taxation rather than exploitation of Ramsey considerations.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 2172.

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Date of creation: Jun 1999
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Handle: RePEc:cpr:ceprdp:2172

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Related research
Keywords: Fiscal Policy; Incomplete Markets; Optimal Taxation; Tax Smoothing;

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Find related papers by JEL classification:
E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
H6 - Public Economics - - National Budget, Deficit, and Debt

Cited by:
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  1. Albert Marcet & Andrew Scott, 2001. "Debt and Deficit Fluctuations and the Structure of Bond Markets," Economics Working Papers 558, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2003. [Downloadable!]
    Other versions:
  2. Baltasar Manzano & Jess Ruz, 2000. "Optimal Fiscal Policy In A Business Cycle Model: Alternative Identifications Of The Optimal Expost Capital Income Tax Rates," Computing in Economics and Finance 2000 351, Society for Computational Economics. [Downloadable!]
  3. Baltasar Manzano & Jesús Ruiz, 2002. "Política Fiscal Óptima: el estado de la Cuestión," Documentos del Instituto Complutense de Análisis Económico 0212, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
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