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1 Miller and Russek Jones and JoulfaianBaffes and ShahBaghestani and McNown OwoyeHondroyiannis and PapapetrouVamvoukas Payne, DarratKollias and Mskrydakis LiChang, Liu and Caudill Narayan

2 72 Error Correction Model, ECM VAR Granger Ewing, Payne, Thompson and Al-Zoubi Ewing, Payne, Thompson and Al-ZoubiPayne, Mohammadi and CakZapf and Payne Saunoris and Payne Payne Ewing, Payne, Thompson and Al-Zoubi Ewing, Payne, Thompson and Al-Zoubi, p

3 73 Ewing, Payne, Thompson and Al-Zoubi Saunoris and Payne Ewing, Payne, Thompson and Al-Zoubi Payne, Mohammadi and Cak Zapf and Payne

4 74 Ewing, Payne, Thompson and Al-Zoubi Enders and Granger Enders and Siklos TARThreshold Autoregressive M-TARMomentum Threshold Autoregressive Friedman Friedman Buchanan and Wagner

5 75 Darrat Payne, Mohammadi and Cak Peacock and Wiseman Peacock and Wiseman Barro Ricardian equivalence Hondroyiannis and Papapetrou Vamvoukas Islam Musgrave Meltzere and Richard Miller and Russek Jones and Joulfaian Li

6 76 Hoover and Sheffrin Baghestani and McNown Payne TAR M-TAR GDP GDP SNASNA Saunoris and Payne M-TAR

7 77 SNA SNA SNA SNA SNA SNA SNA GDP SNA SNA SNA SNA SNA GDP SNASNA

8 78 GDP GDP Dickey and Fuller ADFAugmented Dickey-Fuller Phillips and Perron Phillips-Perron Engle and Granger Engle-Granger Engle and Granger.

9 79 OLS. Ng and Perron symmetric ECM,. Granger Granger

10 80 Ewing, Payne, Thompson and Al-Zoubi Enders and Granger Enders and Siklos TAR M-TAR TAR. TAR TAR

11 81 M-TAR M-TAR M-TAR Ewing, Payne, Thompson and Al- ZoubiChan TAR M-TAR TAR M-TAR Engle-Granger Ng and Perron asymmetric

12 82 ECM,. Granger ADF Phillips-Perron Engle-Granger Engle-Granger TSP

13 83 ADF Phillips-Perron *** *** * *** * ADF Phillips-Perron ADF Ng and Perron Phillips-Perron Engle-Granger ADF **** AICAkaike Information Criterion Granger Owoye

14 84 *** ** * ** *** *** * * * Ljung-Box Granger Granger ****** Granger

15 85 TAR M-TAR TAR M-TAR TAR Enders and Siklos, Table, p. TAR TAR M-TAR * ** AIC TAR M-TAR Ng and Perron Enders and Siklos, Table, p Ljung-Box *** Enders and Siklos,

16 86 M-TAR Enders and Siklos, Table, p. M-TAR AIC TAR M-TAR M-TAR

17 87 Granger Granger M-TAR *** ** * ** ** *** ** * ** ** Ljung-Box Granger Granger ****** Ewing, Payne, Thompson and Al-Zoubi

18 88 Engle-Granger Enders and Granger Enders and Siklos TAR M-TAR M-TAR M-TAR

19 89 Baffes, J., and A. Shah,,Causality and Comovement between Taxes and Expenditures : Historical Evidence from Argentina, Brazil, and Mexico, Journal of Development Economics, Vol., pp.. Baghestani, H., and R. McNown,,Do Revenues or Expenditures Respond to Budgetary Disequilibria, Southern Economic Journal, Vol., pp.. Barro, R. J.,,Are Government Bonds Net Wealth?, Journal of Political Economy, Vol., pp.. Barro, R. J.,,Comment from an Unreconstructed Ricardian, Journal of Monetary Economics, Vol., pp.. Buchanan, J. M., and R. E. Wagner,, Democracy in Deficit, New York : Academic Press. Buchanan, J. M., and R. E. Wagner,,Dialogues Concerning Fiscal Religion, Journal of Monetary Economics, Vol., pp.. Chan, K. S.,,Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model, The Annals of Statistics, Vol., pp.. Chang, T., W. R. Liu, and S. B. Caudill,,Tax-and-Spend, Spend-and-Tax, or Fiscal Synchronization : New Evidence for Ten Countries, Applied Economics, Vol., pp.. Darrat, A. F.,,Tax and Spend, or Spend and Tax? An Inquiry into the Turkish Budgetary Process, Southern Economic Journal, Vol., pp..

20 90 Dickey, D. A., and W. A. Fuller,,Distribution of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association, Vol., pp.. Dickey, D. A., and W. A. Fuller,,Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root, Econometrica, Vol., pp.. Enders, W., and C. W. J. Granger,,Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interst Rates, Journal of Business and Economic Statistics, Vol., pp.. Enders, W., and P. L. Siklos,,Cointegration and Threshold Adjustment, Journal of Business and Economic Statistics, Vol., pp.. Engle, R. F., and C. W. J. Granger,,Co-Integration and Error Correction : Representation, Estimation, and Testing, Econometrica, Vol., pp.. Ewing, B. T., J. E. Payne, M. A. Thompson, and O. M. Al-Zoubi,,Government Expenditure and Revenues : Evidence from Asymmetric Modeling, Southern Economic Journal, Vol., pp.. Friedman, M.,,The Limitations of Tax Limitation, Policy Review, Summer, pp.. Hondroyiannis, G., and E. Papapetrou,,An Examination of the Causal Relationship between Government Spending and Revenue : A Cointegration Analysis, Public Choice, Vol., pp.. Hoover, K. D., and S. M. Sheffrin,,Causation, Spending, and Taxes : Sand in the Sandbox or Tax Collector for the Welfare State?, American Economic Review, Vol., pp.. Islam, M. Q.,,Structural Break, Unit Root, and the Causality between Government Expenditures and Revenues, Applied Economics Letters, Vol., pp.. Jones, J. D., and D. Joulfaian,,Federal Government Expenditures and Revenues in the Early Years of the American Republic : Evidence from to, Journal of Macroeconomics, Vol., pp.. Kollias, C., and S. Makrydakis,,Tax and Spend or Spend and Tax? Empirical Evidence from Greece, Spain, Portugal and Ireland, Applied Economics, Vol., pp.. Li, X.,,Government Revenue, Government Expenditure, and Temporal Causality : Evidence from China, Applied Economics, Vol., pp.. Meltzer, A.H., and S.F.Richard,,A Rational Theory of the Size of Government,

21 91 Journal of Political Economy, Vol., pp.. Miller, S. M., and F. S. Russek,,Co-Integration and Error-Correction Models : The Temporal Causality between Government Taxes and Spending, Southern Economic Journal, Vol., pp.. Musgrave, R. A.,,Principles of Budget Determinations, in H. Cameron and W. Hendersoneds., Public Finance : Selected Readings, New York : Random House. Narayan, P. K.,,The Causal Government Revenue and Government Expenditure Nexus : Empirical Evidence from Nine Asian Countries, Journal of Asian Economics, Vol., pp.. Ng, S., and P. Perron,,Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag, Journal of the American Statistical Association, Vol., pp.. Owoye, O.,,The Causal Relationship between Taxes and Expenditures in the G Countries : Cointegration and Error-Correction Models, Applied Economics Letters, Vol., pp.. Payne, J. E.,,The Tax-Spend Debate : The Case of Canada, Applied Economics Letters, Vol., pp.. Payne, J. E.,,The Tax-Spend Debate : Time Series Evidence from State Budgets, Public Choice, Vol., pp.. Payne, J. E.,,A Survey of the International Empirical Evidence on the Tax-Spend Debate, Public Finance Review, Vol., pp.. Payne, J. E., H. Mohammadi, and M. Cak,,Turkish Budget Deficit Sustainability and the Revenue-Expenditure Nexus, Applied Economics, Vol., pp.. Peacock, A. T., and J. Wiseman,, The Growth of Public Expenditure in the United Kingdom, Princeton, NJ : Princeton University Press. Peacock, A. T., and J. Wiseman,,Approaches to the Analysis of Government Expenditure Growth, Public Finance Quarterly, Vol., pp.. Phillips, P. C. B., and P. Perron,,Testing for a Unit Root in Time Series Regression, Biometrika, Vol., pp.. Saunoris, J. M., and J. E. Payne,,Tax More or Spend Less? Asymmetries in the UK Revenue-Expenditure Nexus, Journal of Policy Modeling, Vol., pp.. Vamvoukas, G.,,Budget Expenditures and Revenues : An Application of Error- Correction Modelling, Public Finance/Finances Publiques, Vol., pp.. Zapf, M., and J. E. Payne,,Asymmetric Modelling of the Revenue-Expenditure Nexus : Evidence from Aggregate State and Local Government in the US, Applied Economics Letters, Vol., pp..

50-4 平井健之.pwd

50-4 平井健之.pwd GDP GNP Gupta 1967, Wagner and Weber 1977, Mann 1980, Abizadeh and Gray 1985, Ram 1987, Abizadeh and Yousefi 1988, Nagarajan and Spears 1990 GDP GNP GDP GNP GDP GNP Adolph Wagner Wagner 1967 Ram 1987,