Government revenue and expenditure nexus in South Africa

Nyamongo, M.E. (Nyamongo Esman); Sichei, Moses Muse; Schoeman, N.J. (Nicolaas Johannes)

dc.contributor.author	Nyamongo, M.E. (Nyamongo Esman)
dc.contributor.author	Sichei, Moses Muse
dc.contributor.author	Schoeman, N.J. (Nicolaas Johannes)
dc.date.accessioned	2007-08-13T08:47:20Z
dc.date.available	2007-08-13T08:47:20Z
dc.date.issued	2007-06
dc.description.abstract	This paper investigates the nexus between government expenditure and government revenue in South Africa within the framework of a vector autoregressive (VAR) approach. It uses the Hylleberg et al. (1990) method to test for seasonal unit roots and finds that government revenue and government expenditure have unit roots at all frequencies. The Johansen procedure test results reveal that these variables are cointegrated. It is further established that revenue and expenditure are linked bidirectionally by Granger causality in the long-run, while there is no evidence of Granger causality in the short-run in South Africa.	en
dc.format.extent	494634 bytes
dc.format.mimetype	application/pdf
dc.identifier.citation	Nyamongo, ME, Sichei, MM & Schoeman, NJ 2007, 'Government revenue and expenditure nexus in South Africa', South African Journal of Economic and Management Sciences, vol. 10, no. 2, pp. 256-269. [http://www.journals.co.za/ej/ejour_ecoman.html]	en
dc.identifier.issn	1015-8812
dc.identifier.uri	http://hdl.handle.net/2263/3282
dc.language.iso	en	en
dc.publisher	Juta	en
dc.rights	Juta	en
dc.subject	South African government expenditure	en
dc.subject	South African government revenue	en
dc.subject	Vector autoregressive (VAR) model	en
dc.subject	Granger causality	en
dc.subject.lcsh	Revenue -- South Africa
dc.subject.lcsh	Expenditures, Public
dc.title	Government revenue and expenditure nexus in South Africa	en
dc.type	Article	en