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The Diminishing Returns of Compounding Sin Taxes: An ARDL Structural Break Analysis of the Philippine Market; [Убывающая доходность сложных акцизных налогов: анализ структурных изменений на филиппинском рынке с использованием метода ARDL]

Journal of Tax Reform | 2026

Paper Details

Authors: Cuesta J.B.G.

DOI: 10.15826/jtr.2026.12.2.260

Journal: Journal of Tax Reform

Year: 2026

Publisher: Ural Federal University

Document Type: Article

Open Access: All Open Access; Gold Open Access

Cited by: 0

Abstract

This paper evaluates the effectiveness and sustainability of excise taxation on alcohol and tobacco in a developing economy, using the Philippines as a case study. The research focuses on the dynamic impact of successive sin tax reforms implemented between 2010 and 2024, with particular attention to the 2020 reform introduced during the COVID-19 pandemic. The study applies an Autoregressive Distributed Lag (ARDL) model with a structural break specification to estimate short-run and long-run elasticities, supplemented by Fully Modified OLS (FMOLS) and Dynamic OLS (DOLS) estimators to address endogeneity related to illicit market substitution. The empirical results indicate that in the short run, demand for sin goods remains relatively inelastic (–0.44), reflecting persistent addictive behavior. However, under the combined shock of tax increases and pandemic-induced income constraints, price sensitivity temporarily increases significantly (–1.45). In the long run, corrected estimates confirm a stable, but inelastic price response (–0.25 to –0.49), suggesting that excise taxation contributes to a sustained reduction in consumption. At the same time, the findings reveal important limitations of current tax policy. High income elasticity (>1) implies that economic growth may offset the deterrent effect of excise taxes, while discrepancies between estimation methods highlight the substantial role of illicit trade in biasing observed outcomes. These results point to diminishing marginal effectiveness of repeated tax increases. The study concludes that excise tax policy should be complemented by income indexation mechanisms and stronger enforcement against illicit markets. The proposed approach enhances the long-term fiscal and public health effectiveness of sin taxation in developing economies. © Cuesta J.B.G., 2026.

Keywords

autoregressive distributed lag; inventory forestalling; price elasticity of demand; rational addiction theory; sin tax