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Signaling Credibility --- Choosing Optimal Debt and International Reserves

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Author Info
Joshua Aizenman
Jorge Fernández-Ruiz

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Abstract

This paper evaluates the challenges facing developing countries when there is uncertainty about the policy maker type. We consider a country characterized by volatile output, inelastic demand for fiscal outlays, high tax collection costs, and sovereign risk, where future output depends on the type of policymaker in place today. There are two policymakers -- type T chooses debt and international reserves to smooth tax collection costs; type S has higher discount factor, aiming at obtaining current resources for narrow interest groups, and preferring not to undertake costly reforms that may enhance future output. Financial markets do not know the type of policymaker in place and try to infer its type by looking at its financial choices. We show that various adverse shocks (lower output, higher real interest rate, etc.) can induce a switch from an equilibrium where each policy maker chooses its preferred policy to another where T distorts its policies in order to separate itself from S in the least costly way. This is accomplished by type T reducing both international reserves and external debt. Further decline in output would induce type T to lower debt, and reserves would fall at a higher rate than otherwise expected.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 12407.

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Date of creation: Aug 2006
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Handle: RePEc:nbr:nberwo:12407

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Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
F34 - International Economics - - International Finance - - - International Lending and Debt Problems
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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  1. Joshua Aizenman & Nancy Marion, 2004. "International Reserve Holdings with Sovereign Risk and Costly Tax Collection," Economic Journal, Royal Economic Society, vol. 114(497), pages 569-591, 07. [Downloadable!] (restricted)
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  2. Acharya, Sankarshan & Diwan, Ishac, 1993. "Debt Buybacks Signal Sovereign Countries' Creditworthiness: Theory and Tests," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(4), pages 795-817, November. [Downloadable!] (restricted)
  3. Fernandez-Ruiz, Jorge, 2000. "Debt Buybacks, Debt Reduction, and Debt Rescheduling under Asymmetric Information," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(1), pages 13-27, February.
  4. Joshua Aizenman, 2005. "Financial Liberalisations in Latin America in the 1990s: A Reassessment," The World Economy, Blackwell Publishing, vol. 28(7), pages 959-983, 07. [Downloadable!] (restricted)
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