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Automatic fiscal stabilisers in Estonia: the impact of economic fluctatios on general government budget balance

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Author Info
Rasmus Kattai ()
Alvar Kangur ()
Martti Randveer ()

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Abstract

The paper discusses the functioning of automatic fiscal stabilisers in Estonia. The aim of the research is to evaluate government budget sensitivity to economic fluctuations and thereby assess the importance of automatic fiscal stabilisers in Estonia. Specifically we are interested in whether the functioning of automatic fiscal stabilisers might under certain circumstances create difficulties for the fulfilment of the Maastricht deficit criterion according to which public deficit is not allowed to exceed the limit of 3% of GDP. The results of our research show that the role of automatic fiscal stabilisers is modest in Estonia. Budgetary sensitivity was approximately 0.35 in the period 1996-2001 - an increase in output gap by 1 percentage point causes a change in the budget balance by 0.35% of GDP. According to that maximum value, the budget\'s reaction was only 1.3% of GDP (while the output gap was -3.9%). A positive implication of this is that Estonia has good chances of holding the budget balance within the requested ceilings. If the output gap reaches -5%, structural deficit may still be 1% of GDP without the actual balance exceeding the 3% deficit boundary.

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File URL: http://www.eestipank.info/pub/en/dokumendid/publikatsioonid/seeriad/uuringud/_2003/_11_2003/wp_1103.pdf
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Publisher Info
Paper provided by Bank of Estonia in its series Bank of Estonia Working Papers with number 2003-11.

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Length: 25 pages
Date of creation: 10 Oct 2003
Date of revision: 10 Oct 2003
Publication status: published
Handle: RePEc:eea:boewps:wp2003-11

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Postal: Estonia bld. 13, 15095 Tallinn, ESTONIA
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Related research
Keywords: automatic fiscal stabilisers; structural budget balance; economic cycle; fiscal policy;

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Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
H2 - Public Economics - - Taxation, Subsidies, and Revenue
H5 - Public Economics - - National Government Expenditures and Related Policies
H6 - Public Economics - - National Budget, Deficit, and Debt
H87 - Public Economics - - Miscellaneous Issues - - - International Fiscal Issues; International Public Goods

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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. Gregory Mankiw, 1995. "The Growth of Nations," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(1995-1), pages 275-326. [Downloadable!]
    Other versions:
  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. Robert J. Hodrick & Edward Prescott, 1981. "Post-War U.S. Business Cycles: An Empirical Investigation," Discussion Papers 451, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  4. Dury, K. & Pina, A.M., 2000. "Fiscal Policy in EMU: Simulating the Operation of the Stability Pact," Economics Working Papers eco2000/3, European University Institute.
    Other versions:
  5. Fölster, Stefan & Henrekson, Magnus, 1998. "Growth Effects of Government Expenditure and Taxation in Rich Countries," Working Paper Series 503, Research Institute of Industrial Economics, revised 20 Jun 2000. [Downloadable!]
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  6. John B. Taylor, 2000. "Reassessing Discretionary Fiscal Policy," Journal of Economic Perspectives, American Economic Association, vol. 14(3), pages 21-36, Summer. [Downloadable!] (restricted)
  7. Philippine Cour-Thimann & Pablo Hernandez Cos & Matthias F. Mohr & Mika Tujula & Carine Bouthevillain & Geert Langenus & Sandro Momigliano & Gerrit Van Den Dool, 2001. "Cyclically adjusted budget balances: an alternative approach," Working Paper Series 077, European Central Bank. [Downloadable!]
    Other versions:
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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. Maria Neicheva, 2006. "Non-Keynesian Effects of Government Expenditure on Output in Bulgaria: An HP Filter Approach," Post-Communist Economies, Taylor and Francis Journals, vol. 18(1), pages 1-12, March. [Downloadable!] (restricted)
  2. Rasmus Kattai & John Lewis, 2004. "Hooverism, hyperstabilisation or halfway-house? describing fiscal policy in Estonia 1996-2003," Bank of Estonia Working Papers 2004-04, Bank of Estonia, revised 10 Oct 2004. [Downloadable!]
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