Self-fulfilling debt crises: What can monetary policy do?

A-Tier
Journal: Journal of International Economics
Year: 2018
Volume: 110
Issue: C
Pages: 119-134

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

This paper examines the potential for monetary policy to avoid self-fulfilling sovereign debt crises. We combine a version of the slow-moving debt crisis model proposed by Lorenzoni and Werning (2014) with a standard New Keynesian model. Monetary policy could preclude a debt crisis through raising inflation and output and lowering the real interest rate. These reduce the real value of outstanding debt and the cost of new borrowing, and increase tax revenues and seigniorage. We determine the optimal path of inflation required to avoid a self-fulfilling debt crisis. Stronger price rigidity implies more sustained inflation.

Technical Details

RePEc Handle
repec:eee:inecon:v:110:y:2018:i:c:p:119-134
Journal Field
International
Author Count
3
Added to Database
2026-01-24