Unique equilibrium in the Eaton–Gersovitz model of sovereign debt

A-Tier
Journal: Journal of Monetary Economics
Year: 2016
Volume: 84
Issue: C
Pages: 134-146

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A common view of sovereign debt markets is that they are prone to multiple equilibria. We prove that, to the contrary, Markov perfect equilibrium is unique in the widely studied model of Eaton and Gersovitz (1981), and we discuss multiple extensions and limitations of this finding. Our results show that no improvement in a borrower׳s reputation for repayment can be self-sustaining, thereby strengthening the Bulow and Rogoff (1989) argument that debt cannot be sustained by reputation alone.

Technical Details

RePEc Handle
repec:eee:moneco:v:84:y:2016:i:c:p:134-146
Journal Field
Macro
Author Count
2
Added to Database
2026-01-24