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Inflation, External Debt and Financial Sector Reform: A Quantitative Approach To Consistent Fiscal Policy With An Application to Turkey

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Author Info
Ritu Anand
Sweder van Wijnbergen
Abstract

This paper presents and applies an integrated framework to assess the consistency between fiscal deficits and other macroeconomic targets, such as output growth and the rate of inflation. The model centers around the government budget constraint and can be used to either derive the financeable deficit given inflation targets, or to derive an equilibrium inflation rate for which no fiscal adjustment would be necessary. The financeable deficit is defined as the deficit that does not require more financing than is compatible with sustainable external and internal borrowing, and existing targets for inflation and output growth. The model can assess the impact on the relation between fiscal adjustment and sustainable inflation rates of financial sector reforms affecting base money demand, of changes in interest rates paid on foreign and domestic public sector debt, of output growth targets and of exchange rate policy. The analysis furthermore incorporates an approach, due to Cohen ( 1986), to the derivation of a sustainable external debt policy. Finally, the model can also be used to see what happens if the required fiscal adjustment is postponed. We explore two alternatives: one where fiscal adjustment takes place eventually, and one where the inflation tax is used eventually to close any financing gap. The model is applied to an analysis of inflation, external debt and financial sector reform in Turkey.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 2731.

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Date of creation: Oct 1988
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Handle: RePEc:nbr:nberwo:2731

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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. Cohen Daniel, 1987. "External and domestic debt constraints of ldcs a theory with a numerical application to brazil and mexico," CEPREMAP Working Papers (Couverture Orange) 8710, CEPREMAP.
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  1. van Wijnbergen, Sweder & Rocha, Robert & Anand, Ritu, 1989. "Inflation, external debt, and financial sector reform : a quantitative approach to consistent fiscal policy," Policy Research Working Paper Series 261, The World Bank. [Downloadable!]
  2. Dani Rodrik, 1990. "Premature Liberalization, Incomplete Stabilization: the Ozal Decade in Turkey," NBER Working Papers 3300, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Rudiger Dornbusch & Alejandro Reynoso, 1989. "Financial Factors in Economic Development," NBER Working Papers 2889, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Budina, Nina & Van Wijnbergen, Sweder, 2000. "Fiscal deficits, monetary reform, and inflation stabilization in Romania," Policy Research Working Paper Series 2298, The World Bank. [Downloadable!]
  5. Bandiera, Luca & Budina, Nina & Klijn, Michel & van Wijnbergen, Sweder, 2007. "The " how to " of fiscal sustainability : a technical manual for using the fiscal sustainability tool," Policy Research Working Paper Series 4170, The World Bank. [Downloadable!]
  6. Sweder van Wijnbergen & Nina Budina, 1999. "Inflation Stabilization, Fiscal Deficits and Public Debt Management in Poland," Tinbergen Institute Discussion Papers 99-022/2, Tinbergen Institute. [Downloadable!]
  7. Polackova Brixi, Hana & Shatalov, Sergei & Zlaoui, Leila, 2000. "Managing fiscal risk in Bulgaria," Policy Research Working Paper Series 2282, The World Bank. [Downloadable!]
  8. Budina, Nina & van Wijnbergen, Sweder, 2007. "Quantitative approaches to fiscal sustainability analysis : a new World Bank tool applied to Turkey," Policy Research Working Paper Series 4169, The World Bank. [Downloadable!]
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