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Sustainability of Budget Deficits and Public Debt in Lebanon: A Stationarity and Co-Integration Analysis

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Author Info
Simon Neaime (Department of Economics, Institute of Financial Economics, American University of Beirut)
Abstract

This paper presents a thorough empirical analysis of fiscal developments in Lebanon over the past three decades. After an evaluation of major fiscal and monetary developments, the paper uses the Present Value Constraint framework to analyze whether debt and deficits are sustainable. Unit root and co-integration tests reveal that public debt in Lebanon is not sustainable. It is also shown that Lebanon could be heading towards a debt and exchange rate crisis, which could degenerate into a banking crisis similar to the one observed in Argentina, unless timely fiscal adjustment measures are introduced in the near future.

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Publisher Info
Article provided by Berkeley Electronic Press in its journal Review of Middle East Economics and Finance.

Volume (Year): 2 (2007)
Issue (Month): 1 ()
Pages: 3
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Handle: RePEc:bep:rmeecf:2:2007:1:3

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Related research
Keywords: debt budget deficits sustainability

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