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Optimal Management of Indexed and Nominal Debt

Citations

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Cited by:

  1. Consiglio, Andrea & Zenios, Stavros A., 2018. "Pricing and hedging GDP-linked bonds in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 137-155.
  2. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2014. "Public debt and social security: Level of formality matters," Economic Modelling, Elsevier, vol. 42(C), pages 490-507.
  3. Ed Westerhout & Ona Ciocyte, 2017. "The role of inflation-linked bonds," CPB Discussion Paper 344, CPB Netherlands Bureau for Economic Policy Analysis.
  4. Most Asikha Aktar & Mu’ath Hesham Metlaq Al-Azzam & Md. Mahmudul Alam, 2021. "Fair Debts Management for Sustainable Development," Post-Print hal-03520105, HAL.
  5. Ellison, Martin & Scott, Andrew, 2017. "Managing the UK National Debt 1694-2017," LSE Research Online Documents on Economics 86148, London School of Economics and Political Science, LSE Library.
  6. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010. "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 821-836, October.
  7. Ana Jordânia De Oliveira & Gabriel Caldas Montes & Rodolfo Nicolay, 2018. "Fiscal Credibility And Central Bank Credibility: How Do We Build Them? Empirical Evidence From Brazil," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 43, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2014. "Modelling Long Bonds - The Case of Optimal Fiscal Policy," CEPR Discussion Papers 9965, C.E.P.R. Discussion Papers.
  9. Melecky, Martin, 2012. "Formulation of public debt management strategies: An empirical study of possible drivers," Economic Systems, Elsevier, vol. 36(2), pages 218-234.
  10. Fofana, Ismael & Goundan, Anatole & Magne, Léa, 2014. "Simulation des impacts de la politique d’autosuffisance en riz de l’Afrique de l’ouest," Conference papers 332560, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  11. George-Marios Angeletos, 2000. "Fiscal Policy and the Maturity Structure with Non-Contingent Debt," Econometric Society World Congress 2000 Contributed Papers 0802, Econometric Society.
  12. Dentler, Alexander & Rossi, Enzo, 2024. "Public debt management announcements: A welfare-theoretic analysis," Economic Modelling, Elsevier, vol. 131(C).
  13. Kletzer, Kenneth, 2005. "International Financial Integration, Sovereignty, and Constraints on Macroeconomic Policies," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(S1), pages 165-186, October.
  14. Sunder-Plassmann, Laura, 2020. "Infation, default and sovereign debt: The role of denomination and ownership," Journal of International Economics, Elsevier, vol. 127(C).
  15. Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
  16. Lustig, Hanno & Sleet, Christopher & Yeltekin, Sevin, 2008. "Fiscal hedging with nominal assets," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 710-727, May.
  17. Kenneth Kletzer, 2006. "International Financial Integration, Sovereignty, and Constraints on Macroeconomic Policies," IMF Working Papers 2006/079, International Monetary Fund.
  18. Opazo, Luis & Raddatz, Claudio & Schmukler, Sergio L., 2009. "The long and the short of emerging market debt," Policy Research Working Paper Series 5056, The World Bank.
  19. Bruno Pires Tiberto & Gabriel Caldas Montes, 2016. "A Importância Da Administração Da Dívida Pública Para A Construção Da Reputação Fiscal E Redução Do Risco-País: Evidências Empíricas Para O Brasil," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 025, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  20. Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013. "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1914-1961.
  21. Lloyd-Ellis, Huw & Zhu, Xiaodong, 2001. "Fiscal shocks and fiscal risk management," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 309-338, October.
  22. Mete Feridun, 2006. "Currency Crises in Emerging Markets: An Application of Signals Approach to Turkey," Discussion Paper Series 2006_26, Department of Economics, Loughborough University, revised Dec 2006.
  23. Bruno Pires Tiberto & Helder Ferreira De Mendonça, 2014. "Social Security And Public Debt: Empirical Evidence For The Brazilian Economy," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 066, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  24. Westerhout, Ed & Beetsma, Roel, 2019. "A comparison of nominal and indexed debt under fiscal constraints," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 177-194.
  25. Francesco Caprioli & Pietro Rizza & Pietro Tommasino, 2011. "Optimal Fiscal Policy when Agents Fear Government Default," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1031-1043.
  26. Michael Hatcher, 2013. "The inflation risk premium on government debt in an overlapping generations model," Working Papers 2013_17, Business School - Economics, University of Glasgow.
  27. Bakkar Yassine & Ögcem Ali Recayi, 2019. "Democracy and Economic Development: Disentangling the Effect of Elections and Rule of Law," TalTech Journal of European Studies, Sciendo, vol. 9(4), pages 173-205, December.
  28. Hanno Lustig, 2005. "Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)," UCLA Economics Online Papers 356, UCLA Department of Economics.
  29. Renne, J-P., 2009. "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers 261, Banque de France.
  30. Rubens Penha Cysne, 2007. "Public debt indexation and denomination, the case of Brazil: a comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 417-425.
  31. Haryo Kuncoro, 2011. "The Sustainability Of State Budget In Debt Repayment," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 13(4), pages 415-434, April.
  32. Nöh, Lukas, 2019. "Increasing public debt and the role of central bank independence for debt maturities," European Economic Review, Elsevier, vol. 119(C), pages 179-198.
  33. Wang, Gaowang, 2011. "Time Preference and Interest Rate in a dynamic general Equilibrium Model," MPRA Paper 34063, University Library of Munich, Germany.
  34. Robert Elsasser & Brian P. Sack, 2002. "Treasury inflation-indexed debt: a review of the U.S. experience," Finance and Economics Discussion Series 2002-32, Board of Governors of the Federal Reserve System (U.S.).
  35. Alfaro, Laura & Kanczuk, Fabio, 2010. "Nominal versus indexed debt: A quantitative horse race," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1706-1726, December.
  36. Miguel A. Kiguel, 1997. "Debt Management: Some Reflections Based on Argentina," Research Department Publications 4104, Inter-American Development Bank, Research Department.
  37. David Knezevic, 2020. "Intertemporal diversification of sub-sovereign debt," Empirical Economics, Springer, vol. 58(2), pages 453-487, February.
  38. María José Gil-Moltó & Joanna Poyago-Theotoky & Vasileios Zikos, 2006. "R&D policy and privatization in a mixed oligopoly," Discussion Paper Series 2006_25, Department of Economics, Loughborough University.
  39. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010. "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers 16358, National Bureau of Economic Research, Inc.
  40. Laura Alfaro & Fabio Kanczuk, 2009. "Debt Maturity: Is Long‐Term Debt Optimal?," Review of International Economics, Wiley Blackwell, vol. 17(5), pages 890-905, November.
  41. Matthias Doepke, "undated". "Inflation as a Redistribution Shock: Effects on Aggregates and Welfare," UCLA Economics Online Papers 412, UCLA Department of Economics.
  42. Stavros A. Zenios & Andrea Consiglio & Marialena Athanasopoulou & Edmund Moshammer & Angel Gavilan & Aitor Erce, 2021. "Risk Management for Sustainable Sovereign Debt Financing," Operations Research, INFORMS, vol. 69(3), pages 755-773, May.
  43. Silvia Ceccacci & Alessandro Marchesiani & Lorenzo Pecchi, 2007. "Public Debt Management And Foreign Currency Denominated Bonds," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(05), pages 763-770.
  44. Date, P. & Canepa, A. & Abdel-Jawad, M., 2011. "A mixed integer linear programming model for optimal sovereign debt issuance," European Journal of Operational Research, Elsevier, vol. 214(3), pages 749-758, November.
  45. Vivian, Viviane Santos & Mendonça, Helder Ferreira de, 2008. "Public-debt management: the Brazilian experience," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
  46. Wenxin Du & Carolin E. Pflueger & Jesse Schreger, 2020. "Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy," Journal of Finance, American Finance Association, vol. 75(6), pages 3097-3138, December.
  47. Alaa Soliman & Mohammad Aliu Momoh & Ibrahim L. Awad, 2017. "Infrastructure Guarantees: Making It Simple," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 178-202.
  48. Hanno Lustig, 2005. "Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))," UCLA Economics Online Papers 353, UCLA Department of Economics.
  49. Ed Westerhout & Ona Ciocyte, 2017. "The role of inflation-linked bonds," CPB Discussion Paper 344.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  50. Miguel A. Kiguel, 1997. "Gestión de la deuda: algunas reflexiones basadas en Argentina," Research Department Publications 4105, Inter-American Development Bank, Research Department.
  51. Heng-fu Zou, 2011. "Foreign Asset Accumulation and Macroeconomic Policies in a Model of Mercantilism," CEMA Working Papers 432, China Economics and Management Academy, Central University of Finance and Economics.
  52. Balibek, Emre & Köksalan, Murat, 2010. "A multi-objective multi-period stochastic programming model for public debt management," European Journal of Operational Research, Elsevier, vol. 205(1), pages 205-217, August.
  53. de Mendonça, Helder Ferreira & Machado, Marcelo Rangel, 2013. "Public debt management and credibility: Evidence from an emerging economy," Economic Modelling, Elsevier, vol. 30(C), pages 10-21.
  54. Jagjit S. Chadha & Hande Kucuk & Adrian Pabst, 2021. "Designing a New Fiscal Framework: Understanding and Confronting Uncertainty," National Institute of Economic and Social Research (NIESR) Occasional Papers 61, National Institute of Economic and Social Research.
  55. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005. "Fiscal Hedging and the Yield Curve," NBER Working Papers 11687, National Bureau of Economic Research, Inc.
  56. Gerardo M Licandro, 2001. "Monetary Policy Coordination, Monetary Integration and other essays," Levine's Working Paper Archive 625018000000000172, David K. Levine.
  57. David Andolfatto & Fernando Martin, 2023. "Welfare-enhancing inflation and liquidity premia," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 1036-1047, December.
  58. Stacey Schreft & Bruce Smith, 2008. "The social value of risk-free government debt," Annals of Finance, Springer, vol. 4(2), pages 131-155, March.
  59. Westerhout, Ed & Ciocyte, Ona, 2017. "The Role of Inflation-Linked Bonds. Increasing, but Still Modest," Discussion Paper 2017-027, Tilburg University, Center for Economic Research.
  60. Hans J. Blommestein & Anja Hubig, 2012. "A Critical Analysis of the Technical Assumptions of the Standard Micro Portfolio Approach to Sovereign Debt Management," OECD Working Papers on Sovereign Borrowing and Public Debt Management 4, OECD Publishing.
  61. Francis Breedon & Jagjit S. Chadha, 2003. "Investigating Excess Returns from Nominal Bonds," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(1), pages 73-90, February.
  62. Westerhout, Ed & Ciocyte, Ona, 2017. "The Role of Inflation-Linked Bonds. Increasing, but Still Modest," Other publications TiSEM 08878bbd-e76e-4216-bee9-b, Tilburg University, School of Economics and Management.
  63. Werner, Richard A., 2014. "Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 443-469.
  64. Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.
  65. Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Occasional Papers 0705, Banco de España.
  66. Wang, Gaowang & Zou, Heng-fu, 2011. "Mercantilism, Foreign Asset Accumulation and Macroeconomic Policy," MPRA Paper 34519, University Library of Munich, Germany.
  67. Kiguel, Miguel A., 1998. "Debt Management: Some Reflections Based on Argentina," IDB Publications (Working Papers) 6184, Inter-American Development Bank.
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