Nyamongo, M.E. (Nyamongo Esman)Sichei, Moses MuseSchoeman, N.J. (Nicolaas Johannes)2007-08-132007-08-132007-06Nyamongo, 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]1015-8812http://hdl.handle.net/2263/3282This 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.494634 bytesapplication/pdfenJutaSouth African government expenditureSouth African government revenueVector autoregressive (VAR) modelGranger causalityRevenue -- South AfricaExpenditures, PublicArticle