Over the years, I've done a modest amount of paid econometrics consulting work - in the U.S., New Zealand, Australia, the U.K., and here in Canada. Each job has been interesting, and rewarding, and I've always learned a great deal form the briefs that I've undertaken.
The other day, a friend asked me, "Which consulting job was the most fun?"
Actually, the answer was easy!
A few years ago I consulted for the Office of the Auditor General of Canada, in Ottawa. I was brought in because I had consulted for Revenue New Zealand on the issue of tax evasion, and I had co-authored a book on the Canadian "underground economy" with Lindsay Tedds.
So what was the consulting work with the Auditor General's office all about? Well, they were conducting an audit of what was then called Revenue Canada (now, the Canadian Revenue Agency). In other words, "the tax man"!
Although the report arising from this audit is a matter of public record, I won't go into it here.
Suffice to say, what could be more fun that conducting an audit of your country's tax authority?