Deflation and Public Finances : Evidence from the Historical Records /

This paper examines the impact of deflation on fiscal aggregates. With deflation relatively rare in modern history, it relies mostly on the historical records, using a dataset panel covering 150 years and 21 advanced economies. Empirical evidence shows that deflation affects public finances mostly t...

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Xehetasun bibliografikoak
Egile nagusia: End, Nicolas
Beste egile batzuk: Duplay, Renaud, Tapsoba, Sampawende, Terrier, G.
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2015.
Saila:IMF Working Papers; Working Paper ; No. 2015/176
Sarrera elektronikoa:Full text available on IMF
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100 1 |a End, Nicolas. 
245 1 0 |a Deflation and Public Finances :   |b Evidence from the Historical Records /  |c Nicolas End, Sampawende Tapsoba, G. Terrier, Renaud Duplay. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2015. 
300 |a 1 online resource (41 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper examines the impact of deflation on fiscal aggregates. With deflation relatively rare in modern history, it relies mostly on the historical records, using a dataset panel covering 150 years and 21 advanced economies. Empirical evidence shows that deflation affects public finances mostly through increases in public debt ratios, reflecting a worsening in interest rate-growth differentials. On average, a mild rate of deflation increases public debt ratios by almost 2 percent of GDP a year, this impact being larger during recessionary deflations. Using a simulation model that accounts for composition effects and price expectations, we also find that, for European countries, a 2 percentage point deflationary shock in both 2015 and 2016 would lead to a deterioration in the primary balance of as much as 1 percent of GDP by 2019. 
538 |a Mode of access: Internet 
700 1 |a Duplay, Renaud. 
700 1 |a Tapsoba, Sampawende. 
700 1 |a Terrier, G. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2015/176 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2015/176/001.2015.issue-176-en.xml  |z IMF e-Library