Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach

Tax revenue is a key funding source for South Africa's government, essential for public services. However, it has been volatile in recent years. This study examines the macroeconomic factors influencing tax revenue performance in South Africa from 2000Q1 to 2023Q3, utilizing the Markov Switchin...

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Main Author: Dumisani Pamba
Format: Article
Language:English
Published: Mashhad: Behzad Hassannezhad Kashani 2025-05-01
Series:International Journal of Management, Accounting and Economics
Subjects:
Online Access:https://www.ijmae.com/article_220920_da7e5709657163f77f2daca1b893e488.pdf
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author Dumisani Pamba
author_facet Dumisani Pamba
author_sort Dumisani Pamba
collection DOAJ
description Tax revenue is a key funding source for South Africa's government, essential for public services. However, it has been volatile in recent years. This study examines the macroeconomic factors influencing tax revenue performance in South Africa from 2000Q1 to 2023Q3, utilizing the Markov Switching Model (MSM). The results show that macroeconomic factors operate differently under varying economic conditions. Specifically, inflation and interest rates negatively impact tax revenue in regime 1, while they positively influence it in regime 2. In contrast, the exchange rate and current account balance positively affect tax revenue in regime 1 but negatively in regime 2. Economic growth consistently has a positive effect in both regimes. Overall, the findings highlight the need to consider economic conditions when evaluating tax revenue performance. Policymakers must account for these differing effects to develop effective tax policies that optimize revenue collection in South Africa. Understanding how various economic conditions influence tax revenue enables authorities to adjust their strategies for sustainable and consistent revenue generation
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publishDate 2025-05-01
publisher Mashhad: Behzad Hassannezhad Kashani
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series International Journal of Management, Accounting and Economics
spelling doaj-art-b499c3c5f8c74b2491cdc35b30d3d0052025-08-20T03:31:20ZengMashhad: Behzad Hassannezhad KashaniInternational Journal of Management, Accounting and Economics2383-21262025-05-0112571674010.5281/zenodo.15622605220920Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model ApproachDumisani Pamba0School of Accounting, Economics and Finance, University of KwaZulu-Natal, Westville, Durban, 4000, South AfricaTax revenue is a key funding source for South Africa's government, essential for public services. However, it has been volatile in recent years. This study examines the macroeconomic factors influencing tax revenue performance in South Africa from 2000Q1 to 2023Q3, utilizing the Markov Switching Model (MSM). The results show that macroeconomic factors operate differently under varying economic conditions. Specifically, inflation and interest rates negatively impact tax revenue in regime 1, while they positively influence it in regime 2. In contrast, the exchange rate and current account balance positively affect tax revenue in regime 1 but negatively in regime 2. Economic growth consistently has a positive effect in both regimes. Overall, the findings highlight the need to consider economic conditions when evaluating tax revenue performance. Policymakers must account for these differing effects to develop effective tax policies that optimize revenue collection in South Africa. Understanding how various economic conditions influence tax revenue enables authorities to adjust their strategies for sustainable and consistent revenue generationhttps://www.ijmae.com/article_220920_da7e5709657163f77f2daca1b893e488.pdfmacroeconomic factorsmarkov-switching modeltax revenue
spellingShingle Dumisani Pamba
Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach
International Journal of Management, Accounting and Economics
macroeconomic factors
markov-switching model
tax revenue
title Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach
title_full Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach
title_fullStr Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach
title_full_unstemmed Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach
title_short Macroeconomic Factors and Tax Revenue Performance in South Africa: A Markov-Switching Model Approach
title_sort macroeconomic factors and tax revenue performance in south africa a markov switching model approach
topic macroeconomic factors
markov-switching model
tax revenue
url https://www.ijmae.com/article_220920_da7e5709657163f77f2daca1b893e488.pdf
work_keys_str_mv AT dumisanipamba macroeconomicfactorsandtaxrevenueperformanceinsouthafricaamarkovswitchingmodelapproach