I'm not completely sure about the unemployment rates in all of the OECD countries. Certainly there are countries with considerably higher taxes than Canada that have good economic performance and good productivity growth. Sweden is one example that has a tax-to-GDP ratio of about 50%--very much higher than Canada's. Finland is another country with good economic performance and high rates of tax.
As Professor Brooks said earlier, looking across countries it's very difficult to see any consistent relationship between tax and economic performance, because there are so many other things that influence economic performance.