Author

Contributions

  • Kanczuk, Fabio, 1969- - Contributor
  • Harvard Business School. Division of Research - Contributor

Publication

2005 - Harvard Business School, Boston, Massachusetts

Language

English

Word Count

7,750 words, Guess

Page Count

31 pages

Identifiers

Description

The main arguments in favor and against nominal and indexed debt are the incentive to default through inflation versus hedging against unforeseen shocks. We model and calibrate these arguments to assess their quantitative importance. We use a dynamic equilibrium model with tax distortion, government outlays uncertainty, and contingent-debt service. Our framework also recognizes that contingent debt can be associated with incentive problems and lack of commitment. Thus, the benefits of unexpected inflation are tempered by higher interest rates. We obtain that costs from inflation more than offset the benefits from reducing tax distortions. We further discuss sustainability of nominal debt in developing (volatile) countries.

Subjects

Series Statement

  • Working paper / Harvard Business School -- 05-053
  • Working paper (Harvard Business School. Division of Research) -- 05-053.

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