Sovereign default: which shocks matter?

B-Tier
Journal: Review of Economic Dynamics
Year: 2011
Volume: 14
Issue: 4
Pages: 553-576

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper analyses a small open economy that wants to borrow from abroad, cannot commit to repay debt but faces costs if it decides to default. The model generates analytical expressions for the impact of shocks on the incentive compatible level of debt. Debt reduction generated by severe output shocks is no more than a couple of percentage points. In contrast, shocks to world interest rates can substantially affect the incentive compatible level of debt. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:09-166
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25