Fiscal Implications of Interest Rate Normalization in the United States /

This paper studies the main channels through which interest rate normalization has fiscal implications in the United States. While unexpected inflation reduces the real value of government liabilities, a rising policy rate increases government financing needs because of higher interest payments and...

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Autor principal: Bi, Huixin
Altres autors: Shen, Wenyi, Susan Yang, Shu-Chun
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2019.
Col·lecció:IMF Working Papers; Working Paper ; No. 2019/090
Accés en línia:Full text available on IMF
Descripció
Sumari:This paper studies the main channels through which interest rate normalization has fiscal implications in the United States. While unexpected inflation reduces the real value of government liabilities, a rising policy rate increases government financing needs because of higher interest payments and lower real bond prices. After an initial decline, the real government debt burden rises even with higher tax revenues in an expansion. Given the current net debt-to-GDP ratio at around 80 percent, interest rate normalization leads to a negligible increase in the sovereign default risk of the U.S. federal government, despite a much higher federal debt-to-GDP ratio than the post-war historical average.
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Descripció física:1 online resource (45 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accés:Electronic access restricted to authorized BRAC University faculty, staff and students