The maturity composition of government debt: A comprehensive database

B-Tier
Journal: European Economic Review
Year: 2023
Volume: 154
Issue: C

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

We present a novel dataset which covers all central government debt issued by twenty OECD economies over the last quarter century and describe common features of debt management and the composition of debt across time and countries. Just like debt levels, debt maturity has substantially increased over this sample period. Despite this long term positive co-movement, there is a clear short term tendency for debt maturity to shorten as debt increases. Maturity is actively reshuffled, even at constant levels of debt. The majority of fluctuations in maturity are consistent with cost-minimization.

Technical Details

RePEc Handle
repec:eee:eecrev:v:154:y:2023:i:c:s0014292123000673
Journal Field
General
Author Count
2
Added to Database
2026-01-25