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Measuring The Hidden Economy: Implications for Econometric Modelling

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Author Info
David E. A. Giles () (Department of Economics, University of Victoria)

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Abstract

In this paper I support using econometric techniques to measure the size of the hidden (underground) economy, because such information is important for the construction of certain economic models, and for empirical policy analysis. Generally, detailed information on the output of the hidden economy is unavailable. Even where careful measures of the underground economy have been constructed, usually these data are available only periodically. Important exceptions are the classic results of Tanzi (1983) for the United States, and Bhattacharyya's (1990) series for the United Kingdom. In the case of the New Zealand economy, a time-series of data on the hidden economy has been generated recently (Giles, 1997a). This provides the unusual opportunity to undertake econometric modelling in a way which takes account of such activity formally. Moreover, we can examine the policy implications arising from the linkages between hidden output and various measured economic aggregates.

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Publisher Info
Paper provided by Department of Economics, University of Victoria in its series Econometrics Working Papers with number 9809.

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Length: 16 pages
Date of creation: 22 Sep 1998
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Publication status: Forthcoming in "Economic Journal", June 1999.
Handle: RePEc:vic:vicewp:9809

Note: ISSN 1485-6441
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Postal: PO Box 1700, STN CSC, Victoria, BC, Canada, V8W 2Y2
Phone: (250)721-8540
Fax: (250)721-6214
Web page: http://web.uvic.ca/econ
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Related research
Keywords: Hidden Economy; Underground Economy; Demand for Money;

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Find related papers by JEL classification:
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
H1 - Public Economics - - Structure and Scope of Government
H2 - Public Economics - - Taxation, Subsidies, and Revenue

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