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Primary Surpluses and sustainable Debt Levels in Emerging Market Countries

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Author Info
Abdul Abiad
Jonathan David Ostry

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Abstract

This paper aims to put some constraints on the way primary surpluses are projected when making assessments of public debt sustainability. Projections should be tied either to the country's historical track record in generating surpluses-if the institutional and other factors accounting for this track record are expected to persist-or to some model that links primary surpluses to their fundamental determinants, either on the basis of constant institutions and policies or a credible reform program. History-based or model-based primary surplus projections provide a useful benchmark for judging the realism of fiscal forecasts underlying debt sustainability calculations. Together with information on future growth and interest rates, the primary surplus projections can be used to generate measures of overborrowing, and the magnitude of adjustment needed to return debt to a sustainable level.

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Paper provided by International Monetary Fund in its series IMF Policy Discussion Papers with number 05/6.

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Length: 18 pages
Date of creation: 04 Oct 2005
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Handle: RePEc:imf:imfpdp:05/6

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Keywords: Public debt Emerging markets

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Alesina, Alberto & Hausmann, Ricardo & Hommes, Rudolf & Stein, Ernesto, 1999. "Budget institutions and fiscal performance in Latin America," Journal of Development Economics, Elsevier, vol. 59(2), pages 253-273, August. [Downloadable!] (restricted)
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  2. Barro, Robert J, 1979. "On the Determination of the Public Debt," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 940-71, October. [Downloadable!] (restricted)
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  3. W. J. Henisz, 2000. "The Institutional Environment for Economic Growth," Economics and Politics, Blackwell Publishing, vol. 12(1), pages 1-31, 03. [Downloadable!] (restricted)
  4. Henning Bohn, 1998. "The Behavior Of U.S. Public Debt And Deficits," The Quarterly Journal of Economics, MIT Press, vol. 113(3), pages 949-963, August. [Downloadable!] (restricted)
  5. Xavier Debrun & Oya Celasun & Jonathan David Ostry, 2006. "Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach," IMF Working Papers 06/67, International Monetary Fund. [Downloadable!]
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Cited by:
(explanations, 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. E. H. Gardner & Axel Schimmelpfennig, 2008. "Lebanon-Weathering the Perfect Storms," IMF Working Papers 08/17, International Monetary Fund. [Downloadable!]
  2. Xavier Debrun & Oya Celasun & Jonathan David Ostry, 2006. "Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A "Fan-Chart" Approach," IMF Working Papers 06/67, International Monetary Fund. [Downloadable!]
    Other versions:
  3. Oya Celasun & Joong Shik Kang, 2006. "On the Properties of Various Estimators for Fiscal Reaction Functions," IMF Working Papers 06/182, International Monetary Fund. [Downloadable!]
  4. Anthony Pellechio & John Cady, 2006. "Differences in IMF Data: Incidence and Implications," IMF Staff Papers, Palgrave Macmillan Journals, vol. 53(2), pages 6. [Downloadable!] (restricted)
  5. Yilmaz Akyüz, 2007. "Debt Sustainability in Emerging Markets: A Critical Appraisal," Working Papers 61, United Nations, Department of Economics and Social Affairs. [Downloadable!]
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