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Optimal Debt Management

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Author Info
Robert J. Barro

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Abstract

Optimal debt management can be thought of in three stages. First, if taxes are lump sum and the other conditions for Ricardian equivalence hold, then the division of government financing between debt and taxes is irrelevant, and the whole level of public debt is indeterminate from an optimal-tax standpoint. Second, if taxes are distorting, then the timing of taxes will generally matter; for example, it may be desirable to smooth tax rates over time. This consideration makes determinate the levels of debt at various dates, but does not pin down the composition of the debt, say by maturity. Finally, if there is uncertainty about real interest rates, levels of public outlay, GDP, and so on, then the relation of tax rates to states of nature becomes important. In some cases, optimal taxation dictates the smoothing of tax rates over states of nature, and this element may pin down the composition of the debt. For example, the maturity structure can be designed to insulate the government's financing costs from shifts in real interest rates. This paper studies dynamic optimal taxation in an equilibrium model that yields a form of tax smoothing as a basis for debt management. The main analysis uses a tractable form of the one-sector stochastic growth model. The type of taxation that yields the clearest results on tax smoothing is a proportional levy on consumption. In a simple benchmark case, optimal debt management entails the issue of indexed consols. More generally, payouts on debt would also be contingent on aggregate consumption and the level of government spending.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 5327.

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Date of creation: Oct 1995
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Handle: RePEc:nbr:nberwo:5327

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Find related papers by JEL classification:
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
H30 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - General

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  1. John Y. Campbell & John H. Cochrane, 1994. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," CRSP working papers 412, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]
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  2. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September. [Downloadable!] (restricted)
  3. Andrew B. Abel & N. Gregory Mankiw & Lawrence H. Summers & Richard J. Zeckhauser, 1989. "Assessing Dynamic Efficiency: Theory and Evidence," NBER Working Papers 2097, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Lutkepohl, Helmut, 1993. "The," Empirical Economics, Springer, vol. 18(4), pages 729-43.
  5. 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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  6. Bohn, Henning, 1990. "Tax Smoothing with Financial Instruments," American Economic Review, American Economic Association, vol. 80(5), pages 1217-30, December. [Downloadable!] (restricted)
  7. Chamley, Christophe, 1986. "Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives," Econometrica, Econometric Society, vol. 54(3), pages 607-22, May. [Downloadable!] (restricted)
  8. Bohn, Henning, 1988. "Why do we have nominal government debt?," Journal of Monetary Economics, Elsevier, vol. 21(1), pages 127-140, January. [Downloadable!] (restricted)
  9. Barro, Robert J, 1992. " World Interest Rates and Investment," Scandinavian Journal of Economics, Blackwell Publishing, vol. 94(2), pages 323-42.
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  10. Alberto Alesina & Alessandro Prati & Guido Tabellini, 1989. "Public Confidence and Debt Management: A Model and A Case Study of Italy," NBER Working Papers 3135, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Chari, V V & Christiano, Lawrence J & Kehoe, Patrick J, 1994. "Optimal Fiscal Policy in a Business Cycle Model," Journal of Political Economy, University of Chicago Press, vol. 102(4), pages 617-52, August. [Downloadable!] (restricted)
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