This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Public debt and aggregate risk

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Audrey Desbonnet () (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I, University of Vienna - University of Vienna)
Sumudu Kankanamge () (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I, EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics - Ecole d'Économie de Paris)

Additional information is available for the following registered author(s):

Abstract

This paper assesses the long-run optimal level of public debt in a framework where aggregate fluctuations are taken into account. Households are subject to both aggregate and idiosyncratic shocks and the market structure prevents them from perfectly insuring against risk. We find that the long-run optimal level of public debt is generally higher in a setting embedding aggregate fluctuations than in a setting without. Aggregate fluctuations modify both the cost and the motive for precautionary saving. Higher levels of public debt, by effectively reducing the cost of precautionary saving, help agents to smooth consumption when they face price and employment fluctuations.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://halshs.archives-ouvertes.fr/docs/00/33/25/62/PDF/V07042-2.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number halshs-00175877_v2.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Aug 2008
Date of revision:
Handle: RePEc:hal:cesptp:halshs-00175877_v2

Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00175877/en/
Contact details of provider:
Web page: http://hal.archives-ouvertes.fr/

For technical questions regarding this item, or to correct its listing, contact: (CCSD).

Related research
Keywords: Public debt; aggregate risk; precautionary saving; credit constraints.;

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? A tutorial is available.

This page was last updated on 2009-12-4.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.