Fiscal Buffers, Private Debt, and Stagnation : The Good, the Bad and the Ugly /

We revisit the empirical relationship between private/public debt and output, and build a model that reproduces it. In the model, the government provides financial assistance to credit-constrained agents to mitigate deleveraging. As we observe in the data, surges in private debt are potentially more...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Batini, Nicoletta
Weitere Verfasser: Melina, Giovanni, Villa, Stefania
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2016.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2016/104
Online Zugang:Full text available on IMF
Beschreibung
Zusammenfassung:We revisit the empirical relationship between private/public debt and output, and build a model that reproduces it. In the model, the government provides financial assistance to credit-constrained agents to mitigate deleveraging. As we observe in the data, surges in private debt are potentially more damaging for the economy than surges in public debt. The model suggests two policy implications. First, capping leverage leads to milder recessions, but also implies more muted expansions. Second, with fiscal buffers, financial assistance to credit-constrained agents helps avoid stagnation. The growth returns from intervention decline as the government approaches the fiscal limit.
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Beschreibung:1 online resource (41 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Zugangseinschränkungen:Electronic access restricted to authorized BRAC University faculty, staff and students