Government revenue and expenditure nexus in South Africa

dc.contributor.authorNyamongo, M.E. (Nyamongo Esman)
dc.contributor.authorSichei, Moses Muse
dc.contributor.authorSchoeman, N.J. (Nicolaas Johannes)
dc.date.accessioned2007-08-13T08:47:20Z
dc.date.available2007-08-13T08:47:20Z
dc.date.issued2007-06
dc.description.abstractThis 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.extent494634 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citationNyamongo, 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.issn1015-8812
dc.identifier.urihttp://hdl.handle.net/2263/3282
dc.language.isoenen
dc.publisherJutaen
dc.rightsJutaen
dc.subjectSouth African government expenditureen
dc.subjectSouth African government revenueen
dc.subjectVector autoregressive (VAR) modelen
dc.subjectGranger causalityen
dc.subject.lcshRevenue -- South Africa
dc.subject.lcshExpenditures, Public
dc.titleGovernment revenue and expenditure nexus in South Africaen
dc.typeArticleen

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