9 Comments
Nov 7Liked by Joachim Klement

It sounds like this same analysis generalizes to prove that increases in income tax rates do not reduce disposable income for the household sector (on the margin).

On another note, empirically the market seemed to react strongly positively to Trump corporate tax cuts. This suggests that either a) the market multiple/discount rate increased as a result of the change or b) expected future net income for the market increased. (Commentary at the time suggested b) was the main factor.) If we want to square this observation with your analysis, one explanation might be that net income rose for US-listed public companies at the expense of foreign-listed or domestic private companies. Or maybe it's a timing thing - the market expected that the necessary government spending cuts to finance the tax cut would come only after a lag, so corporate profits increase in the short run but not over the whole timeline.

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author

No, it’s the market not understanding this analysis. Most investors in Wall Street think lower taxes increase profits. That is wrong and the market will find that out at some point. Until then enjoy the rally which is built on sand.

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I'm not sure I follow the last paragraph. If companies are investing in profit-making ventures in a 0% tax scenario then definitionally they are making productive allocations of capital. That is why they are making a profit!

If your argument is that government somehow can more productively allocate capital even than companies using it for profit-making activities, then you are in fact in the end making an argument for communism, because what you are saying is tantamount to 'government can make more productive use of resources even than profitable companies'. If that is true in scenario X, then why not in scenarios Y and Z, and all other scenarios, for that matter?

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Nov 8Liked by Joachim Klement

There are poor allocations of capital at corporations and poor allocations in the government. As an investor, I can recognize poor (or good) in corporations a lot more effectively than government spending. There are certainty necessary government expenses covered by tax receipts. (how do you measure return on defense spending?) Thank you for an interesting post!

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Nov 13Liked by Joachim Klement

I repeated the above analysis between 1947-2024 for the top marginal tax rate and corporate profit/GDP ratio, and the correlation coefficient is significantly lower.

corr(profit_gdp, taxrate) = -0,52925050

Under the null hypothesis of no correlation:

t(75) = -5,40204, with two-tailed p-value 0,0000

data source: https://tradingeconomics.com/united-states/corporate-tax-rate

https://fred.stlouisfed.org/graph/?g=1Pik

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author

Fair enough, but what that tells you is that the extremely high corporate tax rates in the 1940s and 1950s have an impact. Since the 1960s, corporate tax rates have been much lower and the correlation disappears. As I say at the end of my article, there clearly is some link between tax rates and corporate profits for very high tax rates, but we are very, very far away from that point today.

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I agree with you and the message of your article, but the relationship between the two variables is stronger.

From 2000 onwards, the correlation coefficient is -0.39 (p=0.09!!).

From 1990 onwards, the correlation coefficient is -0.42 (p=0.018).

From 1980 onwards, the correlation coefficient is -0.57 (p<0.001).

From 1960 onwards, the correlation coefficient is -0.53 (p<0.001).

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author

Hmm, interesting. I checked my calculations and still come up with the same numbers that I mention in the article. No idea where the difference comes from.

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Perhaps we used different data sources, which could explain the discrepancy. If you send me your data sources, I'd be happy to take a look.

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