Original Research
Government revenue and expenditure nexus in South Africa
Submitted: 04 April 2013 | Published: 09 April 2013
About the author(s)
Esman Nyamongo, Central Bank of Kenya, KenyaNiek Schoeman, University of Pretoria
Moses Sichei, Commission on Revenue Allocation, Kenya
Full Text:
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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.
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