Fiscal Sustainability: The Impact of Real Exchange Rate Shocks on Debt Valuation, Interest Rates and GDP Growth

B-Tier
Journal: World Development
Year: 2012
Volume: 40
Issue: 9
Pages: 1762-1783

Authors (2)

Carrera, Claudia Martínez (not in RePEc) Vergara, Rodrigo (Pontificia Universidad Católic...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper discusses the way in which the existence of foreign currency debt affects debt-sustainability analysis. We show that a devaluation of the local currency can significantly change the path of a sustainable fiscal policy. Our model expands previous research as the adjustment comes not only through changes in the value of the foreign-currency-denominated debt, but also through the effects of the devaluation on interest rates and economic growth. We find that the fiscal adjustment required after a devaluation increases with the size of the devaluation, the length of the adjustment period, the effect on interest rates and growth, and the share of public debt denominated in foreign currency.

Technical Details

RePEc Handle
repec:eee:wdevel:v:40:y:2012:i:9:p:1762-1783
Journal Field
Development
Author Count
2
Added to Database
2026-01-29