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An Empirical Approach for Evaluating Soft Budget Constraints

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Author Info
Pettersson-Lidbom, Per () (Stockholm university)
Dahlberg, Matz () (Department of Economics)

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Abstract

In this paper, we develop an empirical framework for detecting the existence and estimating the magnitude of the softness of a budget constraint. The defining feature of a soft budget constraint is a subordinate organization’s expectations of being bailed out by a superior organization in case of financial trouble. This implies that one has to link the organization’s expectations for being bailed out to its fiscal behavior in order to quantify the extent of the soft budget constraint. We postulate that expectations for bailouts are formed rationally and make use of an instrumental variable method to get consistent estimates of the parameters of interest. We argue that past own experience of being bailed out and bailouts of other subordinate organizations can be used to construct credible instruments for the formation of bailout expectations. We apply our empirical approach to a unique panel data set of 286 Swedish local governments where the central government provided a total of 1,697 bailouts between 1974 and 1992. Our results strongly suggest the existence of a soft budget constraint; a local government increases its level of debt by 6-10 percent if it expects to be bailed out with probability one as compared to when the likelihood is zero due to previous experience of being bailed out, while the effect on debt from bailouts of its geographical neighbors is roughly four times as large.

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Publisher Info
Paper provided by Uppsala University, Department of Economics in its series Working Paper Series with number 2003:28.

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Length: 31 pages
Date of creation: 04 Nov 2003
Date of revision:
Handle: RePEc:hhs:uunewp:2003_028

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Postal: Department of Economics, Uppsala University, P. O. Box 513, SE-751 20 Uppsala, Sweden
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Related research
Keywords: Soft budget constraint; Bailout; Fiscal distress; Intergovernmental relations;

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Find related papers by JEL classification:
H70 - Public Economics - - State and Local Government; Intergovernmental Relations - - - General

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References listed on IDEAS
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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. Ernesto Crivelli & Klaas Staal, 2006. "Size and Soft Budget Constraints," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    • Ernesto Crivelli & Klaas Staal, 2006. "Size and Soft Budget Constraints," Working Papers 2006-13, University of Kentucky, Institute for Federalism and Intergovernmental Relations. [Downloadable!]
    • Ernesto Crivelli & Klaas Staal, 2006. "Size and soft budget constraints," Discussion Papers 172, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  2. Aronsson, Thomas & Blomquist, Sören, 2004. "Redistribution and Provision of Public Goods in an Economic Federation," Working Paper Series 2004:4, Uppsala University, Department of Economics. [Downloadable!]
    Other versions:
  3. Marie-Laure Breuillé & Thierry Madiès & Emmanuelle Taugourdeau, 2007. "Funding source and soft budget constraint," EconomiX Working Papers 2007-12, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
  4. Marie-Laure Breuillé & Thierry Madiès & Emmanuelle Taugourdeau, 2007. "Fiscal federalism and soft budget constraint: does the nature of public spending matter?," EconomiX Working Papers 2007-16, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
  5. Marko Köthenbürger, 2006. "Ex-Post Redistribution in a Federation: Implications for Corrective Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  6. Blomquist, Sören & Christiansen, Vidar, 2004. "Taxation and Heterogeneous Preferences," Working Paper Series 2004:9, Uppsala University, Department of Economics. [Downloadable!]
    Other versions:
  7. Tyrefors, Björn, 2006. "Do Politicians Free-ride? - an empirical test of the common pool model," Working Paper Series in Economics and Finance 626, Stockholm School of Economics, revised 19 Sep 2006. [Downloadable!]
  8. Ernesto Crivelli & Klaas Staal, 2008. "Size, Spillovers and Soft Budget Constraints," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2008_17, Max Planck Institute for Research on Collective Goods. [Downloadable!]
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