This chart suggests that divided governments don’t increase spending as much as united governments (the result holds even if you ignore Obama):
As Bryan Caplan has noted, my colleague Steve Slivinski’s book sheds light on this. It is called Buck Wild: How Republicans Broke the Bank and Became the Party of Big Government. Steve recently had an article in the Washington Examiner that breaks the numbers down slightly differently than I (he accounts for population changes by using per capita figures). The result is the same.
Addendum: This post sparked a spirited facebook debate between Jeremy Horpedahl and Stephen Miller. Steve helpfully points to this paper by Niskanen and Peter Van Doren. See, also, this piece by Niskanen.