Preventing Self-Fulfilling Debt Crises: A Global Games Approach

B-Tier
Journal: Review of Economic Dynamics
Year: 2022
Volume: 43
Pages: 22-55

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper develops a micro-founded global games model of debt crises. I use this model to study which policies can help to prevent expectations-driven crises and how the desirability of such policies depends on market participants' expectations and the presence of economic policy uncertainty. I show that endogenous expectations amplify the effects of government policies, so that even a small policy adjustment can have significant effects. I find that policy uncertainty may increase the range of situations in which government policies can help prevent a crisis but decrease their overall impact. Finally, I apply these insights to study two policies that are often at the center of political discussions: austerity (an increase in taxes) and government stimulus. I show that under plausible conditions an increase in taxes is preferable to a government stimulus, and that policy uncertainty further increases the relative attractiveness of austerity. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:19-127
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29