Causality between government revenue and expenditure in Malaysia: A seasonal cointegration test

Soo Khoon Goh and Mithani Dawood

MPRA Paper from University Library of Munich, Germany

Abstract: The objective of this article is to empirically incorporate the effect of seasonality in examining the causal relationship between quarterly government revenue and governemnt expenditure in Malaysia for the period 1970.1- 1994.4. The seasonal integration and cointegration tests developed by Hylleberg, Engle, Granger and Yoo (1990) and extended by Engle, Granger, Hylleberg and lee (1993) are applied prior to determination of causality. Evidence of seasonal cointegration of biaanual frequency is found.

Keywords: causality; government expenditure and revenue; Malaysia (search for similar items in EconPapers)
JEL-codes: E6 E62 (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

Published in ASEAN Economic Bulletin 1.16(1999): pp. 68-79

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