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Taxing choices in deficit reduction

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Author Info
Baffes, John
Shah, Anwar

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Abstract

This paper attempts to: (a) determine whether governments have continuously attempted to align revenues or spending to control the deficit; (b) test for causality between taxes and spending; and (c) quantify the causality effects by; (i) estimating an error correction model, and (ii) calculating variance decompositions and impulse responses. The tests were carried out for the countries of Argentina, Brazil, Chile, Mexico, and Pakistan. The results can be summarized as follows: The governments of Brazil, Mexico, and Pakistan seem to have successfully aligned revenues and spending as means of controlling the deficit over the time period examined, while a similar deduction for Argentina and Chile could not be made. For Brazil, Mexico, and Pakistan, strong instantaneous causality runs both directions. In Argentina and Chile, deficit was found to cause and be caused by expenditures. Impulse responses for Mexico and Brazil were found to have short-run effects only, while for Pakistan the effects were more persistent. In terms of variance decompositions it was found that variations in both revenues and spending are explained in most part by past spending. The above results suggest that to control the deficit, Brazil, Mexico, and Pakistan should attempt to raise revenues and curtail expenditures simultaneously, while Argentina and Chile should control public expenditures as a first priority.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 556.

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Date of creation: 31 Dec 1990
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Handle: RePEc:wbk:wbrwps:556

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Related research
Keywords: Public Sector Economics&Finance; Environmental Economics&Policies; Statistical&Mathematical Sciences; Urban Economics; Public&Municipal Finance;

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References listed on IDEAS
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  1. Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-12, August.
  2. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January. [Downloadable!] (restricted)
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  4. Hamilton, James D & Flavin, Marjorie A, 1986. "On the Limitations of Government Borrowing: A Framework for EmpiricalTesting," American Economic Review, American Economic Association, vol. 76(4), pages 808-19, September. [Downloadable!] (restricted)
    Other versions:
  5. Granger, Clive W J, 1986. "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 213-28, August.
  6. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-38, July. [Downloadable!] (restricted)
  7. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May. [Downloadable!] (restricted)
  8. Corbae, Dean & Ouliaris, Sam, 1988. "Cointegration and Tests of Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 508-11, August. [Downloadable!] (restricted)
  9. Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1989. "The Revenues-Expenditures Nexus: Evidence from Local Government Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(2), pages 415-29, May. [Downloadable!] (restricted)
    Other versions:
  10. Ram, Rati, 1988. "A Multicountry Perspective on Causality between Government Revenue and Government Expenditure," Public Finance = Finances publiques, , vol. 43(2), pages 261-70.
  11. Sargan, John Denis & Bhargava, Alok, 1983. "Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk," Econometrica, Econometric Society, vol. 51(1), pages 153-74, January. [Downloadable!] (restricted)
  12. Ahsan, Syed M & Kwan, Andy C C & Sahni, Balbir S, 1989. "Causality between Government Consumption Expenditure and National Income: OECD Countries," Public Finance = Finances publiques, , vol. 44(2), pages 204-24.
  13. von Furstenberg, George M & Green, R Jeffrey & Jeong, Jin-Ho, 1986. "Tax and Spend, or Spend and Tax?," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 179-88, May. [Downloadable!] (restricted)
  14. Hall, S G, 1986. "An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 229-39, August.
  15. Ambler, Steve, 1989. "Does Money Matter in Canada? Evidence from a Vector Error Correction Model," The Review of Economics and Statistics, MIT Press, vol. 71(4), pages 651-58, November. [Downloadable!] (restricted)
  16. Kiguel, Miguel A. & Neumeyer, Pablo Andres, 1989. "Inflation and seigniorage in Argentina," Policy Research Working Paper Series 289, The World Bank. [Downloadable!]
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