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The Net Worth Approach to Fiscal Analysis: Dynamics and Rules

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Author Info
Mercedes da Costa
V. Hugo Juan-Ramon
Abstract

The net worth approach to fiscal analysis is cast in a simple model able to capture the dynamics and steady-state equilibria of public sector's debt, nonfinancial and financial assets, and net worth under alternative fiscal rules, including the golden rule and the golden rule cum debt stabilization fund. The paper also presents an adaptation of the model to the case of economies with depletable resources that have introduced investment oil funds, and illustrates the fiscal conditions required for the solvency of the associated fiscal rules. The model brings to the forefront the rate of return of public assets, highlighting the need for policymakers to decide on the appropriate level of assets and debt ratios. Finally, the model's potential for use in a range of contexts is demonstrated with a simple numerical simulation. This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 06/17.

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Length: 39 pages
Date of creation: 31 Jan 2006
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Handle: RePEc:imf:imfwpa:06/17

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Related research
Keywords: Fiscal policy ; Fiscal management ; Debt ; Stabilization funds ; Oil ; Public debt ; Asset ratio ; Economic models ;

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This paper has been announced in the following NEP Reports: 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. George Kopits, 2001. "Fiscal Rules: Useful Policy Framework or Unnecessary Ornament?," IMF Working Papers 01/145, International Monetary Fund. [Downloadable!]
  2. Enzo Croce & V. Hugo Juan-Ramon, 2003. "Assessing Fiscal Sustainability: A Cross Country Comparison," IMF Working Papers 03/145, 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. Víctor Olivo & Mercedes da Costa, 2008. "Constraints on the Design and Implementation of Monetary Policy in Oil Economies: The Case of Venezuela," IMF Working Papers 08/142, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-12-30.


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