Fiscal Rules and the Sovereign Default Premium /

This paper finds optimal fiscal rule parameter values and measures the effects of imposing fiscal rules using a default model calibrated to an economy that in the absence of a fiscal rule pays a significant sovereign default premium. The paper also studies the case in which the government conducts a...

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Tác giả chính: Hatchondo, Juan Carlos
Tác giả khác: Martinez, Leonardo, Roch, Francisco
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2012.
Loạt:IMF Working Papers; Working Paper ; No. 2012/030
Truy cập trực tuyến:Full text available on IMF
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245 1 0 |a Fiscal Rules and the Sovereign Default Premium /  |c Juan Carlos Hatchondo, Francisco Roch, Leonardo Martinez. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2012. 
300 |a 1 online resource (28 pages) 
490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a This paper finds optimal fiscal rule parameter values and measures the effects of imposing fiscal rules using a default model calibrated to an economy that in the absence of a fiscal rule pays a significant sovereign default premium. The paper also studies the case in which the government conducts a voluntary debt restructuring to capture the capital gains from the increase in its debt market value implied by a rule announcement. In addition, the paper shows how debt ceilings may reduce the procyclicality of fiscal policy and thus consumption volatility. 
538 |a Mode of access: Internet 
700 1 |a Martinez, Leonardo. 
700 1 |a Roch, Francisco. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2012/030 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2012/030/001.2012.issue-030-en.xml  |z IMF e-Library