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Maximum Sustainable Government Debt in the Overlapping Generations Model

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Author Info
Neil Rankin (University of Warwick)
Barbara Roffia

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Abstract

The theoretical determinants of maximum sustainable government debt are investigated using Diamond's overlapping generations model. A level of debt is defined to be 'sustainable' if a steady state with non-degenerate values of economic variables exists. We show that a maximum sustainable level of debt almost always exists, and it normally occurs where variables such as capital are in the interiors, rather than at the limits, of their economically feasible ranges. This leads to a situation where, when debt is at its maximum, a further infinitesimal increase in debt causes a 'catastrophe', i.e. the economy embarks on a path of unchecked capital decumulation. Copyright 2003 Blackwell Publishing Ltd and The Victoria University of Manchester.

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Article provided by University of Manchester in its journal The Manchester School.

Volume (Year): 71 (2003)
Issue (Month): 3 (06)
Pages: 217-241
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Handle: RePEc:bla:manchs:v:71:y:2003:i:3:p:217-241

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  1. de la Croix, David & Michel, Philippe, 1999. "National Debt Sustainability and the Dynamics in the Economy of Diamond," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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  2. Jesús Fernández-Huertas Moraga & Jean-Pierre Vidal, 2004. "Fiscal sustainability and public debt in an endogenous growth model," Working Paper Series 395, European Central Bank. [Downloadable!]
  3. Barbara Annicchiarico & Nicola Giammarioli, 2004. "Fiscal rules and sustainability of public finances in an endogenous growth model," Working Paper Series 381, European Central Bank. [Downloadable!]
  4. Arai, Real, 2008. "Productive government expenditure and fiscal sustainability," MPRA Paper 8553, University Library of Munich, Germany. [Downloadable!]
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