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Short-term monitoring of fiscal policy discipline

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Author Info
Gonzalo Camba-Mendez () (European Central Bank, Kaiserstrasse 29, Postfach 16 03 19, 60066 Frankfurt am Main, Germany.)
Ana Lamo () (European Central Bank, Kaiserstrasse 29, Postfach 16 03 19, 60066 Frankfurt am Main, Germany.)

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Abstract

Under the Maastricht Treaty and the Stability and Growth Pact (SGP) European Union (EU) Member States commit themselves to avoid deficits over 3% of GDP and to pursue in the medium-term budgetary positions close-to-balance or in surplus. The SGP provides also regulation for the surveillance of budgetary positions. An analysis of associated tools is the focus of this paper. In particular, it addresses two open issues in the empirical literature, which are crucial for monitoring fiscal policy discipline in the EU. First, the estimation of the structural component of the balance ratio. Second, the computation, when only annual fiscal data is available, of quarterly budget balance ratios. An econometric model addressing both issues is presented and estimated. Additionally, this framework allows us to answer questions such as: What is the safety margin that will prevent a particular country from reaching with certain probability a budget deficit that breaches the 3%? JEL Classification: C32; E60; H62.

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Publisher Info
Paper provided by European Central Bank in its series Working Paper Series with number 152.

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Length: 40 pages
Date of creation: Jun 2002
Date of revision:
Handle: RePEc:ecb:ecbwps:20020152

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Related research
Keywords: Structural deficit ratio; state space modelling; interpolation.;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November. [Downloadable!] (restricted)
  2. Thomas Dalsgaard & Alain de Serres, 1999. "Estimating Prudent Budgetary Margins for 11 EU Countries: A Simulated SVAR Model Approach," OECD Economics Department Working Papers 216, OECD, Economics Department. [Downloadable!]
  3. Paul van den Noord, 2000. "The Size and Role of Automatic Fiscal Stabilizers in the 1990s and Beyond," OECD Economics Department Working Papers 230, OECD, Economics Department. [Downloadable!]
  4. John B. Taylor, 2000. "Reassessing Discretionary Fiscal Policy," Journal of Economic Perspectives, American Economic Association, vol. 14(3), pages 21-36, Summer. [Downloadable!] (restricted)
  5. Herschel I. Grossman, 1982. "The American Fiscal Deficit: Facts and Effects," NBER Working Papers 0934, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Alesina, Alberto & Perotti, Roberto, 1996. "Fiscal Discipline and the Budget Process," American Economic Review, American Economic Association, vol. 86(2), pages 401-07, May. [Downloadable!] (restricted)
  7. Blanchard, Olivier Jean & Quah, Danny, 1989. "The Dynamic Effects of Aggregate Demand and Supply Disturbances," American Economic Review, American Economic Association, vol. 79(4), pages 655-73, September. [Downloadable!] (restricted)
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  8. Buti, Marco & Franco, Daniele & Ongena, Hedwig, 1998. "Fiscal Discipline and Flexibility in EMU: The Implementation of the Stability and Growth Pact," Oxford Review of Economic Policy, Oxford University Press, vol. 14(3), pages 81-97, Autumn.
  9. Bruneau, C. & De Bandt, O., 1999. "Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model," Documents de Travail 60, Banque de France. [Downloadable!]
  10. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-76, August. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June. [Downloadable!] (restricted)
  2. Teresa Leal & Javier J. Pérez, 2004. "Monitorización de objetivos fiscales anuales: una aplicación con datos regionales," Economic Working Papers at Centro de Estudios Andaluces E2004/66, Centro de Estudios Andaluces. [Downloadable!]
  3. Luca Onorante & Diego J. Pedregal & Javier J. Pérez & Sara Signorini, 2008. "The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area," Working Paper Series 901, European Central Bank. [Downloadable!]
  4. MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004. "Using intra annual information to forecast the annual state deficits : the case of France," CORE Discussion Papers 2004048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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