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Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level

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Cochrane, John H

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Abstract

The fiscal theory says that the price level is determined by the ratio of nominal debt to the present value of real primary surpluses. The maturity structure of the debt matters in this theory. For example, it determines whether news of future deficits implies current inflation or future inflation, and the long-term debt allows the government to offset surplus shocks by ex-post devaluation. In the optimal policy, the government uses fiscal operations to smooth cyclical fiscal shocks. Since policy movements react to events rather than cause them, the optimal policy produces time series that are similar to U.S. time series.

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Publisher Info
Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 69 (2001)
Issue (Month): 1 (January)
Pages: 69-116
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Handle: RePEc:ecm:emetrp:v:69:y:2001:i:1:p:69-116

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. John H. Cochrane, 1998. "A Frictionless View of U.S. Inflation," NBER Working Papers 6646, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Sims, Christopher A, 1994. "A Simple Model for Study of the Determination of the Price Level and the Interaction of Monetary and Fiscal Policy," Economic Theory, Springer, vol. 4(3), pages 381-99.
  3. Sargent, Thomas J & Wallace, Neil, 1975. ""Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 241-54, April. [Downloadable!] (restricted)
  4. Michael Woodford, 1995. "Price Level Determinacy Without Control of a Monetary Aggregate," NBER Working Papers 5204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Michael Woodford, 1996. "Control of the Public Debt: A Requirement for Price Stability?," NBER Working Papers 5684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Canzoneri, Matthew B & Cumby, Robert & Diba, Behzad, 1998. "Is the Price Level Determined by the Needs of Fiscal Solvency?," CEPR Discussion Papers 1772, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  7. Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April. [Downloadable!] (restricted)
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