Fiscal Rules and the Sovereign Default Premium

A-Tier
Journal: American Economic Journal: Macroeconomics
Year: 2022
Volume: 14
Issue: 4
Pages: 244-73

Authors (3)

Juan Carlos Hatchondo (not in RePEc) Leonardo Martinez (not in RePEc) Francisco Roch (Universidad Torcuato Di Tella)

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

We study fiscal rules using a sovereign default model. A debt-brake (spread-brake) rule imposes a ceiling on the fiscal deficit when the sovereign debt (spread) is above a threshold. For our benchmark calibration, similar gains can be achieved with the optimal debt or spread brake. However, for a "Union" of heterogeneous economies, a common spread brake generates larger gains than a common debt brake. Furthermore, gains from abandoning a common debt brake may be significant for economies that are unnecessarily constrained by the rule. In contrast, abandoning a common spread brake would generate losses for any economy in the Union.

Technical Details

RePEc Handle
repec:aea:aejmac:v:14:y:2022:i:4:p:244-73
Journal Field
Macro
Author Count
3
Added to Database
2026-01-29