The cyclicality of government expenditure in developing country: the case of Indonesia

This paper analyzes the cyclicality and the relationship between government expenditure and output of Indonesia, 1999-2012 using Johansen co-integration test and the error correction model. The results confirm that in the short-run the government expenditure reveals counter-cyclical but pro-cyclical...

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Main Author: Haryo Kuncoro
Format: Article
Language:English
Published: Universitas Islam Indonesia 2014-04-01
Series:Economic Journal of Emerging Markets
Subjects:
Online Access:https://journal.uii.ac.id/JEP/article/view/3864
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author Haryo Kuncoro
author_facet Haryo Kuncoro
author_sort Haryo Kuncoro
collection DOAJ
description This paper analyzes the cyclicality and the relationship between government expenditure and output of Indonesia, 1999-2012 using Johansen co-integration test and the error correction model. The results confirm that in the short-run the government expenditure reveals counter-cyclical but pro-cyclical in the longrun. Output and government expenditure are co-integrated and it implies the existence of long-term relationship. The value of short-run elasticity coefficient for government expenditure is relatively high. In contrast, the long-run elasticity coefficient is lower and statistically greater than unity confirming the voracity hypothesis. Furthermore, there is no significant difference of government spending in good and bad times.
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institution Kabale University
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publishDate 2014-04-01
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series Economic Journal of Emerging Markets
spelling doaj-art-0fb7d0cbb52c4802af6bed8f5cd0439d2025-08-20T04:03:17ZengUniversitas Islam IndonesiaEconomic Journal of Emerging Markets2086-31282502-180X2014-04-0161The cyclicality of government expenditure in developing country: the case of IndonesiaHaryo Kuncoro0Faculty of Economics, State University of JakartaThis paper analyzes the cyclicality and the relationship between government expenditure and output of Indonesia, 1999-2012 using Johansen co-integration test and the error correction model. The results confirm that in the short-run the government expenditure reveals counter-cyclical but pro-cyclical in the longrun. Output and government expenditure are co-integrated and it implies the existence of long-term relationship. The value of short-run elasticity coefficient for government expenditure is relatively high. In contrast, the long-run elasticity coefficient is lower and statistically greater than unity confirming the voracity hypothesis. Furthermore, there is no significant difference of government spending in good and bad times.https://journal.uii.ac.id/JEP/article/view/3864GovernmentExpenditureCyclicalityVoracityElasticity
spellingShingle Haryo Kuncoro
The cyclicality of government expenditure in developing country: the case of Indonesia
Economic Journal of Emerging Markets
Government
Expenditure
Cyclicality
Voracity
Elasticity
title The cyclicality of government expenditure in developing country: the case of Indonesia
title_full The cyclicality of government expenditure in developing country: the case of Indonesia
title_fullStr The cyclicality of government expenditure in developing country: the case of Indonesia
title_full_unstemmed The cyclicality of government expenditure in developing country: the case of Indonesia
title_short The cyclicality of government expenditure in developing country: the case of Indonesia
title_sort cyclicality of government expenditure in developing country the case of indonesia
topic Government
Expenditure
Cyclicality
Voracity
Elasticity
url https://journal.uii.ac.id/JEP/article/view/3864
work_keys_str_mv AT haryokuncoro thecyclicalityofgovernmentexpenditureindevelopingcountrythecaseofindonesia
AT haryokuncoro cyclicalityofgovernmentexpenditureindevelopingcountrythecaseofindonesia