Thursday, April 30, 2015

Economic freedom and corruption in Latin America

Economic freedom and the effects of 
corruption in Latin America



After decades of economic management with solid social progress, Latin America has reached certain levels of development. This improvement of social and economic conditions over time might improve the national level of corruption perception, even though the region consistently performs poorly in the CPI (corruption perception index). Recently much attention has been devoted to testing the relationship between economic freedom and corruption, with the assumption that economic freedom leads to reduce level of corruption. Thus, this paper examines the effect of economic freedom and economic globalization on corruption perception across the Latin American region over the period 1995 to 2013, since I believe that political and trade liberalization lead to a decrease in corruption.

As part of the globalization process and as a response to the Latin American debt crisis, the region moved toward political and trade reform during the 80s and 90s. The economic effects of economic reforms have been subject of complex and holistic studies. However, the analysis of the effect on components of corruption perception is limited. Even though economists have argued that lack of competition fosters corruption and empirical findings confirm that democracy and economic freedom alone does reduce corruption; there is no cross-country study which captures the interaction effect of these two factors in Latin America over time. Therefore, this paper pretends to fill this gap of analysis due to the fact that economic freedom and corruption are factors that undermine the development growth of the region.

The theory and literature suggest that among the most corrupt nations, greater economic freedom does not reduce corruption and may even exacerbate it, because nations respond differently to levels of economic freedom, depending on their level or stage of development conditions (Billger et al, 2009). Thus, the effect of economic freedom on corruption may depend on how efficient government intervention is in countries which are more highly “regulated” or “have high levels of economic freedom”. In line with this argument, Giavazzi and Tabellini (2005), who use panel data to look at the relationship between economic and political liberalizations and their effects on growth, investment, inflation, institutional quality, and corruption find that in isolation, increased economic and political liberalization decrease corruption. Therefore, greater openness may reduce corruption, but the more corruption there is, the more rent-generating trade barriers there will be (Treisman, 2000). The degree to which a country is open to trade, then, is clearly endogenous; however, whether or not a country is open to trade, as well as whether the country decides to liberalize or not, is less likely to depend on the perceived levels of corruption.

Now focusing on Latin America, in order to examine the effect of economic freedom on corruption perception, I use data from the World Bank and the Quality of Governance Institute for the 20 countries of the Latin America region for the period 1995 to 2013. In this case, corruption perception (CPI) is the depended variable of the model and the main independent variables are economic freedom and economic globalization. Also, since I’m using the CPI I might include measurements of political participation and income size (GDP per capita) because they can cause a variation on CPI and economic freedom .(for more details see table B).

Furthermore, in order to have some idea of the probable relation with corruption, Figure A shows the Economic Freedom index and the CPI corruption index across the 20 countries of the Latin American region for the year 2000, and illustrates the clear positive association between the indices, implying that higher economic freedom is associated with lower corruption


Additionally, I examine the relationship of economic freedom and their interaction effect on corruption using Pooled Time-Series Cross-national Regressions with Fixed Effects[1]. I regress corruption (log) on prior corruption and prior scores of the Independent variables.  Table A. presents the results. I found that using previous years of corruption perception, on average and controlling for Trade freedom index (column 2) 1% increase on economic freedom is associated with a reduction of 17% of corruption perception index. The results is statistical significant. However, even though the results confirm the hypothesis that Economic freedom reduces corruption perception; the results are not always significant. Column 1 shows that controlling for other variables such as income, political participation and economic globalization, economic freedom index does not have statistical significant on corruption perception. The only variable that remains significant is the Income. In this sense, it may be suggested that economic size (Income) is also associated with a decrease on levels of corruption perception with statistical significance.



Table A. Pooled Time-Series Cross-national Regressions with Fixed Effects. 
(1 year Lag)
DV: Corruption Perception (log),
 from 1995 to 2013
(1)
(2)
(3)
Corruption Perception (Log)
0.61***
0.62***
0.64***

(13.91)
(15.40)
(15.68)
Economic Freedom Index (Log)
-0.17
-0.17*
-0.17*

(-1.80)
(-2.46)
(-2.37)
Income (GDP) (Log)
-0.049*



(-2.01)


Political Participation (Log)
0.034



(0.73)


Economic Globalization
-0.00039



(-0.31)


Trade Freedom Index (Log)
0.24**
0.18**


(2.96)
(3.28)

Constant
0.55
0.41
1.13***

(1.21)
(1.14)
(3.91)
R-squared
0.41
0.43
0.41
Observations
276
325
325

Note: Absolute value of t statistics in parentheses. * p < 0.05, ** p < 0.01, *** p < 0.001



It is important to note that while cross-country time series regressions of economic freedom and corruption give results in line with the argument that corruption is reduced by an increase in economic freedom, this may hide heterogeneity at sectoral level, particularly in the degree and nature of government intervention (Graeff et al, 2003). In other words, I notice an ambiguous correlation among the components of economic freedom and corruption. This suggests that the weight of the components of the aggregate index influences the effect on corruption, implying that the results are sample-sensitive.



In summary, this paper assesses the effect that economic freedom has on corruption perception across Latin America. I found a linear relationship that supports the hypothesis that trade liberalization leads to a decrease on perception corruption since the results are statistical significant. Therefore, I might think that, after the trade and openness reforms in the 80’s and 90’s, the region trends to reduce the corruption perception. However, the historic trend of high corruption perception on countries of this region may cause the slowly change on corruption perception. It is likely that as long as in the region enters into the global economy, the level of corruption would decrease.


Bibliography

* Pieronia, L.; d'Agostinob, G. (2013). Corruption and the effects of economic freedom. European Journal of Political Economy. Volume 29, March 2013, Pages 54–72. Retrieved from: http://www.sciencedirect.com/science/article/pii/S0176268012000456?np=y

* Costa Tavares, Samia (2007). Do rapid political and trade liberalizations increase 
corruption?. European Journal of Political Economy. Volume 23, Issue 4, December 2007, Pages 1053–1076. Retrieved from: http://www.sciencedirect.com/science/article/pii/S017626800600053X



Appendix


Table B. Descriptive Statistics

Variables
Mean
Std. Dev.
Min.
Max.
Detail
Economic Freedom Index
57.80
9.94
19.5
85.3
Index score range from 0 to 100, where 100 represents the maximum economic freedom
Corruption perception index (CPI)
3.44
1.39
1.4
7.9
10-point scale in which a score of 10 indicates very little corruption and a score of 0 indicates a very corrupt government.
Economic Globalization
57.80
9.94
19.5
85.3
Scale from 0 for non-flows of trade and investments and 100 for highly integration to global economy
Trade freedom
70.51
8.29
44.4
88.0
Index scores range from 0 for minimum degree of trade freedom to 100 for maximum degree of trade freedom.
Income
3928.10
2707.84
314.2
13559.1
GDP per capita in current US$
Political participation
0.41
6.00
-99.0
1.0
Index scores range from 0 for completely absent or disrespected political participation rights to 1 for their full presence and respect
Observations
277








Table C. Hausman Test
(b)
(B)
(b-B)
Fixed
Random
Difference
Economic freedom (log)
-.1652047
-.0019991
-.1632057
Income (GDP) (log)
-.0492979
.0146905
-.0639884
Political Participation (log)
.0335217
.0788459
-.0453242
Economic Globalization
-.0003927
.0004396
-.0008323
Trade freedom (log)
.23913
.0992944
.1398356
Chi2(6) =
79.23
Prob>Chi2 =
0.0000





**Luz Angela Serrano
** SIS-750- Spring 2015
**Blogpost 2

**********
* Preamble
            set more off
            ssc install estout
            cd "G:\"

           
**What is the effect of trade freedom and economic globalization on corruption across LA?
** ID: Economic freedom index: eco_freedom        
** ID: Economic globalization: dr_eg
** DV: Corruption perception: corrup_index
** Z1: Income: gdp_pp
** Z2: Political participation: political_p      
           
           
*Test for skew:
            sktest corrup_index eco_freedom dr_eg gdp_pp political_p eco_freedom
            sum corrup_index eco_freedom dr_eg gdp_pp political_p, detail  

* Transforms variables,
                        gen log_gdp = ln(gdp_pp)
                        gen log_trade = ln(fr_trade)
                        gen log_politics = ln(political_p)
                        gen log_corrup = ln(corrup_index)
                        gen log_eco_freedom = ln(eco_freedom)


**Use panel data
encode country, gen(country1) 
xtset country1 year                
sort country1 year
           

***Estimate the CSTS model w/FE estimator (with lag DV)
xtreg log_corrup l1.log_corrup l1.log_eco_freedom l1.log_gdp l1.log_politics l1.dr_eg l1.log_trade, fe   
           
           
* Test for the appropriateness of RE vs FE (Hausman test)              
                        xtreg log_corrup l1.log_corrup l1.log_eco_freedom l1.log_gdp l1.log_politics l1.dr_eg l1.log_trade, fe        
                                   
                                    estimates store fixed
                       
                        xtreg log_corrup l1.log_corrup l1.log_eco_freedom l1.log_gdp l1.log_politics l1.dr_eg l1.log_trade, re
           
                                    estimates store random
                                   
                                    hausman fixed random // note that p<0.05.  MUST USE FE!!! RE BAD!

**** Table  (regression).
quietly xtreg log_corrup l1.log_corrup l1.log_eco_freedom l1.log_gdp l1.log_politics l1.dr_eg l1.log_trade, fe // 
           
eststo clear
                        eststo: quietly xtreg log_corrup l1.log_corrup l1.log_eco_freedom l1.log_gdp l1.log_politics l1.dr_eg l1.log_trade, fe
                        eststo: quietly xtreg log_corrup l1.log_corrup l1.log_eco_freedom l1.log_trade, fe
                        eststo: quietly xtreg log_corrup l1.log_corrup l1.log_eco_freedom, fe
            esttab using file_name1.rtf, replace label /// creates a table in the file "file_name1.rtf"
                                    stats(r2_a N, fmt(2 0) labels("R-squared" "Observations")) /// adds R-sq and N
                                    legend varlabels(_cons Constant) /// 
                                    addnote("Note: Absolute value of t statistics in parentheses.") ///
                                    b(a2) t(2) ///  "b(a2)" will allow the slope coefficient to go to 2 significant digits if necessary. **only 2 decimals for each number. 
                                    title({\b Table 1. Pooled Time-Series Cross-national Regressions, with Fixed Effects})
            eststo clear
           
           
***Table: Descriptive statistics         
eststo clear
            estpost tabstat dr_eg eco_freedom corrup_index gdp_pp political_p, ///
                        listwise statistics(mean sd min max) columns(statistics)
            esttab using ps4sum.rtf, replace label ///
                        cells("mean(fmt(2) label(Mean)) sd(fmt(2) label(Std. Dev.)) min(fmt(1) label(Min.)) max(fmt(1) label(Max.))") ///
                        nonumbers extracols(5) ///
                        title({\b Table 1. Summary Statistics})
            eststo clear
           
           
           
*** Question: Does economic freedom impact in corruption perception (2000)?

* Inspect the variables           
            codebook corrup_index eco_freedom

* Is there evidence of covariation?
            twoway (scatter corrup_index eco_freedom) (lowess corrup_index eco_freedom) (lfit corrup_index eco_freedom)
            *Is the line a good representation of the non-parametric regression? NO!
           
            twoway (scatter log_corrup log_eco_freedom) (lowess log_corrup log_eco_freedom) (lfit log_corrup log_eco_freedom)
           
* Estimate the regression of log(Y) on log(X): log(Yi) = alpha + beta(log(Xi)) +ui (reg logY logX)
            * H0: beta=0; HA: beta!=0
                        reg log_corrup log_eco_freedom     

* Display your estimates!       reg logY logX; pred yhat; gen ylin=exp(yhat); (line ylin X, sort)
            reg log_corrup log_eco_freedom
            predict mort_hat
            gen mort_lin = exp(mort_hat)
            twoway (scatter corrup_index eco_freedom) (lowess corrup_index eco_freedom) (line mort_lin eco_freedom, sort)
                       
twoway (scatter corrup_index eco_freedom, jitter(2) msize(small) mcolor(black)) ///
                        (lowess corrup_index eco_freedom, lcolor(blue) lpattern(dash)), ///
                        title("Figure A. Effect of Economic Freedom Index on Corruption perception", size(medium) color(black)) legend(off), ///
                        (line mort_lin eco_freedom, sort clcolor(red)), ///
                        ytitle("Corruption Perception Index (CPI)", size(small)) ///
                        xtitle("Economic Freedom Index", size(small)) ///
                        note("Source: World Bank World Development Indicators and Quality of Governance", size(vsmall)) ///
                        caption("Note: Dashed line is lowess estimate (bandwidth = 0.7). Solid line is OLS prediction", size(vsmall)) ///
                        graphregion(fcolor(white) lcolor(white)) ///

                        plotregion(fcolor(white) lcolor(black)) //





[1] I used the Hausman test to determine the appropriateness of Fix Effects over Random Effects.  The model includes country fixed-effects (p<0.05) to allow any trends in corruption perception to vary from country to country. (without fixed-effects, the results are unchanged)

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