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Causality and Comovement Between Tax Rate and Budget Deficits: Further Evidence from Developing Countries

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Author Info
Aka, F.B.
Decaluwe, B.

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Abstract

This paper examines the relationship between increasing budget deficits and tax rate for Benin, Côte d'Ivoire, Niger and Togo. This investigation is based on Johansen cointegration approach and Granger causality tests. The findings suggest firstly that these variables are not cointegrated for the countries under study, and the bootstrap simulations of the relation show more evidence for the robustness of the results to small sample size effects, and secondly that there is a bidirectional impact between tax rate and budget deficits. Given this bidirectional causality between these variables, variance decomposition and impulse responses are calculated to better understand the question of which effect is greater than the other.

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Publisher Info
Paper provided by Laval - Recherche en Politique Economique in its series Papers with number 9911.

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Length: 17 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:lavape:9911

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Related research
Keywords: TAXES ; BUDGET DEFICIT ; COINTEGRATION;

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Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
H20 - Public Economics - - Taxation, Subsidies, and Revenue - - - General
H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus

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This page was last updated on 2009-12-16.


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