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Debt-deficit dynamics in India and macroeconomic effects: A structural approach

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Author Info
Kannan, R
Singh, Bhupal
Abstract

The structural approach adopted in this paper aims to trace out the evolution of public debt and deficits over a medium term horizon and its dynamic interaction with other key macroeconomic variables such as interest rate, inflation, trade gap and output. The policy simulations for India reveal that persistence of high level of fiscal deficits and debt may have adverse impact on interest rate, output, inflation and trade balance in the medium to long run. The passive evolution of fiscal deficits leads to an unstable regime over the medium to long term as debt-GDP ratio rises asymptotically. The findings of the paper imply that fiscal adjustment with compositional shifts in expenditure to achieve convergence not only leads to acceleration in the investment rate in the economy, it also facilitates monetary management by moderating inflation expectations and contributing to stable interest rate regime. The adjusted converging debt path is consistent with the higher growth trajectory. Such corrections also do not pose the challenge of growth inflation trade-off.

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 16480.

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Date of creation: 2007
Date of revision: 2007
Handle: RePEc:pra:mprapa:16480

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Related research
Keywords: Public debt; Fiscal deficit; Prices; Interest rates.;

Find related papers by JEL classification:
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
H6 - Public Economics - - National Budget, Deficit, and Debt

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  1. Raghbendra Jha & Anurag Sharma, 2001. "Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit," ASARC Working Papers 2001-08, Australian National University, Australia South Asia Research Centre. [Downloadable!]
  2. Paul Cashin & Ratna Sahay & Nilss Olekalns, 1998. "Tax Smoothing in a Financially Repressed Economy - Evidence from India," IMF Working Papers 98/122, International Monetary Fund.
    Other versions:
  3. Gian Maria Milesi-Ferrett & Assaf Razin, 1996. "Sustainability of Persistent Current Account Deficits," NBER Working Papers 5467, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Hamilton, James D & Flavin, Marjorie A, 1986. "On the Limitations of Government Borrowing: A Framework for EmpiricalTesting," American Economic Review, American Economic Association, vol. 76(4), pages 808-19, September. [Downloadable!] (restricted)
    Other versions:
  5. Missale, Alessandro, 1997. " Managing the Public Debt: The Optimal Taxation Approach," Journal of Economic Surveys, Blackwell Publishing, vol. 11(3), pages 235-65, September. [Downloadable!] (restricted)
  6. Aschauer, David Alan, 1989. "Does public capital crowd out private capital?," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 171-188, September. [Downloadable!] (restricted)
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  7. Barro, Robert J, 1974. "Are Government Bonds Net Wealth?," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1095-1117, Nov.-Dec.. [Downloadable!] (restricted)
  8. Easterly, William & Schmidt-Hebbel, Klaus, 1993. "Fiscal Deficits and Macroeconomic Performance in Developing Countries," World Bank Research Observer, Oxford University Press, vol. 8(2), pages 211-37, July.
  9. Quintos, Carmela E, 1995. "Sustainability of the Deficit Process with Structural Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 409-17, October.
  10. Cashin, P. & Olekalns, N., 2000. "An Examination of the Sustainability of Indian Fiscal Policy," Department of Economics - Working Papers Series 748, The University of Melbourne. [Downloadable!]
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