External shocks and persistence of external debt in open vulnerable economies: The case of Africa

C-Tier
Journal: Economic Modeling
Year: 2011
Volume: 28
Issue: 4
Pages: 1615-1628

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

We examine the extent to which two external shocks, the world interest rate shock and the commodity price shock, lead to external debt accumulation in Africa. We begin by estimating a dynamic stochastic general equilibrium model of external debt burden, and solve the linear equations using the quadratic method of undetermined coefficients. Consequently, we run simulations of 50 time periods. Our results show that both world commodity price and world interest rate shocks impact external debt accumulation in the majority of our sample African countries. Interestingly, world commodity price shocks lead to an increase in external debt while world interest rate shocks appear to discourage accumulation of external debt.

Technical Details

RePEc Handle
repec:eee:ecmode:v:28:y:2011:i:4:p:1615-1628
Journal Field
General
Author Count
2
Added to Database
2026-01-26