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Monetary policy, bond returns and debt dynamics
Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
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Discount rates, debt maturity, and the fiscal theory
Corhay, Alexandre; Kind, Thilo; Kung, Howard; Morales, … - 2021
stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government portfolio to affect … fiscal theory directly depend on the conditional nominal term premium, giving rise to an optimal debt maturity policy that is …
Persistent link: https://www.econbiz.de/10012643869
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Sovereign bond spreads and credit sensitivity
Schefer, Ricardo - 2020
Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because they have no contractual claims to defined assets and samples of defaults are limited. A geometric version of credit spread is used to derive expected payments, dependent on...
Persistent link: https://www.econbiz.de/10012307696
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Crowding out in Ricardian economies
Abel, Andrew B. - In: Journal of monetary economics 87 (2017), pp. 52-66
Persistent link: https://www.econbiz.de/10011799140
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Discount rates, debt maturity, and the fiscal theory
Corhay, Alexandre; Kind, Thilo; Kung, Howard; Morales, … - 2021
stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government portfolio to affect … fiscal theory directly depend on the conditional nominal term premium, giving rise to an optimal debt maturity policy that is …
Persistent link: https://www.econbiz.de/10012886258
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The term structure of government debt uncertainty
Mele, Antonio; Obayashi, Yoshiki; Yang, Shihao - 2019
Persistent link: https://www.econbiz.de/10012181125
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Public debt and inflation dynamics in a sticky price model
Ida, Daisuke - In: International journal of business 18 (2013) 4, pp. 351-358
Persistent link: https://www.econbiz.de/10010197902
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The (in)validity of the Ricardian equivalence theorem : findings from a representative German population survey
Hayo, Bernd; Neumeier, Florian - 2016 - This version: 29 February 2016
In this paper, we utilise data from a German population survey to test the validity of the Ricardian equivalence theorem (RET). In 2013, 2,000 representatively chosen people were asked whether they have altered their consumption and saving behaviour in response to the significant increase in...
Persistent link: https://www.econbiz.de/10011433976
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The (in)validity of the Ricardian equivalence theorem : findings from a representative German population survey
Hayo, Bernd; Neumeier, Florian - 2016
In this paper, we utilise data from a German population survey to test the validity of the Ricardian equivalence theorem (RET). In 2013, 2,000 representatively chosen people were asked whether they have altered their consumption and saving behaviour in response to the significant increase in...
Persistent link: https://www.econbiz.de/10011574144
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Public debt and economic growth conundrum : nonlinearity and inter-temporal relationship
Arčabić, Vladimir; Tica, Josip; Lee, Junsoo; Sonora, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011886630