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Public Debt Sustainability Under Uncertainty: An Invariant Set Approach

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  • Rossen Rozenov

Abstract

The paper offers an approach to assessing the sustainability of public debt taking into account the effect of fiscal policy on output, as well as uncertainty in the model parameters and system dynamics. Uncertainty is specified in general terms, and the analysis is based on the notion of invariant sets. Examples are provided to illustrate how the method can be applied in practice.

Suggested Citation

  • Rossen Rozenov, 2017. "Public Debt Sustainability Under Uncertainty: An Invariant Set Approach," IMF Working Papers 2017/057, International Monetary Fund.
    • Handle: RePEc:imf:imfwpa:2017/057
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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=44744
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    Cited by:

    1. Barbara Annicchiarico & Fabio Di Dio & Stefano Patrì, 2023. "Optimal correction of the public debt and measures of fiscal soundness," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 138-162, February.

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    Keywords

    WP; potential GDP; debt ratio;
    All these keywords.

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