We discuss typical issues in getting access to and using high-quality
administrative tax data for research purposes. We discuss research
involving both quasi- and field experiments implemented together with
the tax authority. We reflect on practical solutions that promote
co-creation of knowledge and reduce information asymmetries between
researchers and practitioners, based on our experiences of working with
the tax authorities in Finland and the UK. We provide examples of how to
improve the overall research environment focusing on two successful
case studies: the HMRC Datalab in the UK and the remote access to data
from Statistics Finland. We propose two key arguments to persuade
policymakers elsewhere to follow similar practices: improved data
security and equality of access across researchers.