Heterogeneous Market Beliefs, Fundamentals and the Sovereign Debt Crisis in the Eurozone

C-Tier
Journal: Economica
Year: 2015
Volume: 82
Pages: 1153-1176

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

type="main" xml:id="ecca12155-abs-0001"> <p>The unprecedented sovereign debt crisis across the eurozone has prompted a new generation of models with ‘self-fulfilling’ attacks on public debt. The model presented in this paper shows that multiple equilibria arise as investors have no direct information, and form heterogeneous rational beliefs, about the government's sustainable limit of the solvency primary balance. If beliefs of insolvency are sufficiently large, then the government is bound to default, although initial solvency conditions are satisfied. Several issues are discussed concerning the role of initial conditions, fiscal shocks and the policy options to escape from the default domain.​

Technical Details

RePEc Handle
repec:bla:econom:v:82:y:2015:i::p:1153-1176
Journal Field
General
Author Count
1
Added to Database
2026-01-29