The facts are, Democrats are the small government party, not the borrow-and-spend Republicans.
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We all want prosperity, oppose unemployment, dislike inflation, don't enjoy paying taxes, etc. These values are Republican only in the sense that Republicans are supposed to treasure them more and to be more reluctant to sacrifice them for other goals such as equality and clean air.
Statistics back to 1959 make this clear. A consistent pattern over 45 years cannot be explained by shorter-term factors, such as war or who controls Congress. Maybe presidents can't affect the economy much, but the assumption that they can and do is so prominent in Republican rhetoric that they are stuck with it. So consider:
Federal spending (aka "big government"): It has gone up an average of about $50 billion a year under presidents of both parties. But that breaks down as $35 billion a year under Democratic presidents and $60 billion under Republicans. If you assume that it takes a year for a president's policies to take effect, Democrats have raised spending by $40 billion a year and Republicans by $55 billion.
Leaning over backward even farther, let's start our measurement in 1981, the date when many Republicans believe that life as we know it began. The result: Democrats still have a better record at smaller government. Republican presidents added more government spending for each year they served, whether you credit them with the actual years they served or with the year that followed.
http://www.washingtonpost.com/wp-dyn/articles/A20059-2005Apr1.html