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Forecasting and analysing corporate tax revenues in Sweden using Bayesian VAR models
Ministry of Finance, Sweden.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics. Ministry of Finance, Sweden.
Ministry of Finance, Sweden. Department of Statistics, Stockholm University, Sweden.
2017 (English)In: Finnish economic papers, ISSN 0784-5197, Vol. 28, no 1, p. 50-74Article in journal (Refereed) Published
Abstract [en]

Corporate tax revenue forecasts are important for governmentalagencies, but are complicated to achieve with high precision andgenerally also difficult to connect to governments’ macroeconomicforecasts. This paper proposes a solution to these problems by decomposingcorporate tax revenues and connecting the components todifferent determinants using Bayesian VAR models. Applied to Sweden,we find that most of the variation in forecasting errors of netoperating surplus and net business income are attributable to shocksin factors identified in the literature, and that the forecasting performanceis improved by conditioning on the macroeconomic development.

Place, publisher, year, edition, pages
2017. Vol. 28, no 1, p. 50-74
National Category
Economics
Research subject
Economics; Statistics
Identifiers
URN: urn:nbn:se:uu:diva-326719OAI: oai:DiVA.org:uu-326719DiVA, id: diva2:1128557
Available from: 2017-07-26 Created: 2017-07-26 Last updated: 2017-10-19

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CiteExportLink to record
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