Is high debt Constraining monetary policy? evidence from inflation expectations

B-Tier
Journal: Journal of International Money and Finance
Year: 2024
Volume: 149
Issue: C

Authors (5)

Brandao-Marques, Luis (not in RePEc) Casiraghi, Marco (not in RePEc) Gelos, Gaston (Centre for Economic Policy Res...) Harrison, Olamide (not in RePEc) Kamber, Gunes (International Monetary Fund (I...)

Score contribution per author:

0.402 = (α=2.01 / 5 authors) × 1.0x B-tier

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

Abstract

This paper examines whether high public debt levels pose a challenge to containing inflation. It does so by assessing the impact of public debt surprises on inflation expectations advanced- and emerging market economies. It finds that debt surprises raise long-term inflation expectations in emerging market economies in a persistent way, but not in advanced economies. The effects are stronger when initial debt levels are already high, when inflation levels are initially high, and when debt dollarization is significant. By contrast, debt surprises have only modest effects in countries with inflation targeting regimes. Increased debt levels may complicate the fight against inflation in emerging market economies with high and dollarized debt levels, and weaker monetary policy frameworks.

Technical Details

RePEc Handle
repec:eee:jimfin:v:149:y:2024:i:c:s0261560624001931
Journal Field
International
Author Count
5
Added to Database
2026-01-25