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How small should an economy's fiscal deficit be? - a monetary programming approach

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Author Info
Beckerman, Paul
Abstract

The author describes a spread-sheet planning model to help determine the government deficit consistent with a policymaker's"vector"of principal macroeconomic objectives (including real GDP growth, inflation, exchange rate, and international reserve accumulation). The model focuses on the monetary accounts, applying balance-of-payments forecasts formulated separately, but based on the same macroeconomic objectives. The model is a consistency exercise, intended as part of a broader consistency exercise for a given macro-economy. It offers one more perspective on the question of how large a government deficit should be - a perspective that can be used in conjunction with others. For each forecast period, the model determines consistent period-end and period-average stocks for the economy's outstanding central bank assets, and liabilities and, government obligations. I applies forecasting assumptions about interest rates to forecast central bank profit-and-loss flows, and takes account of these in determining the overall flow of resources that would be available to finance the government deficit. An annex describes a (purely illustrative) simulation carried out during 1999for Ecuador.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 2308.

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Date of creation: 31 Mar 2000
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Handle: RePEc:wbk:wbrwps:2308

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Related research
Keywords: Banks&Banking Reform; Economic Theory&Research; Payment Systems&Infrastructure; International Terrorism&Counterterrorism; Environmental Economics&Policies; International Terrorism&Counterterrorism; Environmental Economics&Policies; Economic Theory&Research; Economic Stabilization; Macroeconomic Management;

References listed on IDEAS
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  1. Peter Stella, 1997. "Do Central Banks Need Capital?," IMF Working Papers 97/83, International Monetary Fund.
  2. Aquiles A. Almansi & Carlos A. Rodríguez, 1990. "Reforma Monetaria y Financiera en Hiperinflación," CEMA Working Papers: Serie Documentos de Trabajo. 67, Universidad del CEMA. [Downloadable!]
  3. Leone, Alfredo M, 1993. "Institutional and Operational Aspects of Central Bank Losses," IMF Papers on Policy Analysis and Assessments 93/14, International Monetary Fund.
  4. Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall. [Downloadable!]
  5. Alfredo Mario Leone, 1993. "Institutional and Operational Aspects of Central Bank Losses," IMF Policy Discussion Papers 93/14, International Monetary Fund.
  6. Beckerman, Paul, 1997. "Central-bank decapitalization in developing economies," World Development, Elsevier, vol. 25(2), pages 167-178, February. [Downloadable!] (restricted)
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