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Underlying Factors Driving Fiscal Effort in Emerging Market Economies

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Author Info
Abdul Abiad
Taimur Baig

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Abstract

Using a panel dataset of 34 emerging market countries for the period 1990-2002, we examine the roles of various economic, political, and institutional variables in determining fiscal effort, as proxied by the primary surplus. We find that while fiscal effort increases, as expected, with the level of lagged debt, this effect tapers off beyond a certain threshold. We also find an inverse U-shaped relationship between the primary balance and revenue. Fiscal effort rises with positive shocks to oil prices (for oil exporters), when the economy grows above its potential, and in the presence of an IMF-supported program. In contrast, high democratic accountability and strong and impartial bureaucracies help lower market risk and hence lower the relative need for fiscal adjustment. Finally, fiscal effort tends to decline when too many constraints are faced by the executive.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 05/106.

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Length: 28 pages
Date of creation: 10 Jun 2005
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Handle: RePEc:imf:imfwpa:05/106

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Keywords: Public debt ; Emerging markets ; Fiscal policy ; Economic models ;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Vegh, 2004. "When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies," NBER Working Papers 10780, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Barro, Robert J, 1979. "On the Determination of the Public Debt," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 940-71, October. [Downloadable!] (restricted)
  3. Carlos Mulas-Granados & Emanuele Baldacci & Benedict J. Clements & Sanjeev Gupta, 2004. "Front-Loaded or Back-Loaded Fiscal Adjustments: What Works in Emerging Market Economies?," IMF Working Papers 04/157, International Monetary Fund. [Downloadable!]
  4. W. J. Henisz, 2000. "The Institutional Environment for Economic Growth," Economics and Politics, Blackwell Publishing, vol. 12(1), pages 1-31, 03. [Downloadable!] (restricted)
  5. Torsten Persson, 2002. "Do Political Institutions Shape Economic Policy?," Econometrica, Econometric Society, vol. 70(3), pages 883-905, May. [Downloadable!] (restricted)
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  6. Cukierman, Alex & Tommasi, Mariano, 1998. "When Does It Take a Nixon to Go to China?," American Economic Review, American Economic Association, vol. 88(1), pages 180-97, March. [Downloadable!] (restricted)
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Cited by:
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  1. Robert Lavigne, 2006. "The Institutional and Political Determinants of Fiscal Adjustment," Working Papers 06-1, Bank of Canada. [Downloadable!]
  2. Oya Celasun & Joong Shik Kang, 2006. "On the Properties of Various Estimators for Fiscal Reaction Functions," IMF Working Papers 06/182, International Monetary Fund. [Downloadable!]
  3. Garima Vasishtha & Taimur Baig & Manmohan S. Kumar & Edda Zoli, 2006. "Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter?," IMF Working Papers 06/184, International Monetary Fund. [Downloadable!]
  4. Martin Petri & Ludvig Söderling & Wojciech Maliszewski & Hanan Morsy & Manal Fouad & Martin Hommes, 2007. "Public Debt and Fiscal Vulnerability in the Middle East," IMF Working Papers 07/12, International Monetary Fund. [Downloadable!]
  5. Daniel Leigh & Alexander Plekhanov & Manmohan S. Kumar, 2007. "Fiscal Adjustments: Determinants and Macroeconomic Consequences," IMF Working Papers 07/178, International Monetary Fund. [Downloadable!]
  6. Guillermo Tolosa & Rupa Duttagupta, 2006. "Fiscal Discipline and Exchange Rate Regimes: Evidence from the Caribbean," IMF Working Papers 06/119, International Monetary Fund. [Downloadable!]
  7. Gregory Thwaites, . "Optimal emerging market fiscal policy when trend output growth is unobserved," Bank of England working papers 308, Bank of England. [Downloadable!]
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