Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach

The purpose of the present study is to investigate the causal relationship between the government tax revenues and government expenditures in Malaysia. We employ the Granger long run noncausality test as proposed by Toda and Yamamoto (1995) to test the causal relationships between government spendin...

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Main Authors: Abdul Aziz, Mariam, Habibullah, Muzafar Shah, Wan Ngah, Wan Azman Saini, Mohamed, Azali
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2000
Online Access:http://psasir.upm.edu.my/id/eprint/3302/
http://psasir.upm.edu.my/id/eprint/3302/1/Testing_for_Causality_Between_Taxation_and_Government_Spending.pdf
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author Abdul Aziz, Mariam
Habibullah, Muzafar Shah
Wan Ngah, Wan Azman Saini
Mohamed, Azali
author_facet Abdul Aziz, Mariam
Habibullah, Muzafar Shah
Wan Ngah, Wan Azman Saini
Mohamed, Azali
author_sort Abdul Aziz, Mariam
building UPM Institutional Repository
collection Online Access
description The purpose of the present study is to investigate the causal relationship between the government tax revenues and government expenditures in Malaysia. We employ the Granger long run noncausality test as proposed by Toda and Yamamoto (1995) to test the causal relationships between government spending and tax revenues for the period 1960 to 1997. The evidence generally supports the existence of bi-directional casuality between government spending and tax revenues.
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institution Universiti Putra Malaysia
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language English
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publishDate 2000
publisher Universiti Putra Malaysia Press
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spelling upm-33022015-09-10T09:05:24Z http://psasir.upm.edu.my/id/eprint/3302/ Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach Abdul Aziz, Mariam Habibullah, Muzafar Shah Wan Ngah, Wan Azman Saini Mohamed, Azali The purpose of the present study is to investigate the causal relationship between the government tax revenues and government expenditures in Malaysia. We employ the Granger long run noncausality test as proposed by Toda and Yamamoto (1995) to test the causal relationships between government spending and tax revenues for the period 1960 to 1997. The evidence generally supports the existence of bi-directional casuality between government spending and tax revenues. Universiti Putra Malaysia Press 2000-03 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/3302/1/Testing_for_Causality_Between_Taxation_and_Government_Spending.pdf Abdul Aziz, Mariam and Habibullah, Muzafar Shah and Wan Ngah, Wan Azman Saini and Mohamed, Azali (2000) Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach. Pertanika Journal of Social Sciences & Humanities, 8 (1). pp. 45-50. ISSN 0128-7702; ESSN: 2231-8534 http://www.pertanika.upm.edu.my/view_archives.php?journal=JSSH-8-1-3
spellingShingle Abdul Aziz, Mariam
Habibullah, Muzafar Shah
Wan Ngah, Wan Azman Saini
Mohamed, Azali
Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach
title Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach
title_full Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach
title_fullStr Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach
title_full_unstemmed Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach
title_short Testing for causality between taxation and government spending: an application of Toda-Yamamoto approach
title_sort testing for causality between taxation and government spending: an application of toda-yamamoto approach
url http://psasir.upm.edu.my/id/eprint/3302/
http://psasir.upm.edu.my/id/eprint/3302/
http://psasir.upm.edu.my/id/eprint/3302/1/Testing_for_Causality_Between_Taxation_and_Government_Spending.pdf