PUBLIC DEBT BUBBLES IN HETEROGENEOUS AGENT MODELS WITH TAIL RISK

B-Tier
Journal: International Economic Review
Year: 2023
Volume: 64
Issue: 2
Pages: 491-509

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 article studies the public debt implications of an analytically tractable class of incomplete insurance macroeconomic models in which agents face a near‐zero probability of a highly adverse outcome. In generic models of this kind, there exists a public debt bubble, so that the real interest rate is perpetually below the growth rate (set to zero). There is no upper bound on the deficit level or debt level that is sustainable in a bubbly equilibrium. In a public debt bubble, ex ante steady‐state welfare is higher if the government chooses policies that give rise to a larger level of debt.

Technical Details

RePEc Handle
repec:wly:iecrev:v:64:y:2023:i:2:p:491-509
Journal Field
General
Author Count
1
Added to Database
2026-01-25