History remembered: Optimal sovereign default on domestic and external debt

A-Tier
Journal: Journal of Monetary Economics
Year: 2021
Volume: 117
Issue: C
Pages: 969-989

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Infrequent but turbulent sovereign defaults on domestic creditors were a “forgotten history” in macroeconomics. We propose a Bewley model in which the government chooses debt and default on domestic and foreign creditors by balancing distributional incentives versus the benefits of debt for self-insurance, liquidity, and risk-sharing. A feedback mechanism links debt issuance, the debt distribution, the default decision, and risk premia. Calibrated to Eurozone data, the model is consistent with key long-run and debt-crisis statistics. Defaults are rare and preceded by surging debt and spreads. Debt sells at the risk-free price most often but lack of commitment cuts sustainable debt sharply.

Technical Details

RePEc Handle
repec:eee:moneco:v:117:y:2021:i:c:p:969-989
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25