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Optimal maturity of government debt without state contingent bonds

Citations

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Cited by:

  1. Niepelt, Dirk, 2014. "Debt maturity without commitment," Journal of Monetary Economics, Elsevier, pages 37-54.
  2. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010. "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers 16358, National Bureau of Economic Research, Inc.
  3. Carvalho, Carlos & Schwartzman, Felipe, 2015. "Selection and monetary non-neutrality in time-dependent pricing models," Journal of Monetary Economics, Elsevier, pages 141-156.
  4. Pierpaolo Benigno & Michael Woodford, 2007. "Optimal Inflation Targeting under Alternative Fiscal Regimes," Central Banking, Analysis, and Economic Policies Book Series,in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 3, pages 037-075 Central Bank of Chile.
  5. Horacio Sapriza & Filippo Taddei & Guido Sandleris, 2008. "Indexed Sovereign Debt: An Applied Framework," 2008 Meeting Papers 1064, Society for Economic Dynamics.
  6. repec:udt:wpbsdt:nombre_del_archivo is not listed on IDEAS
  7. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
  8. Bernardino Adão & Isabel Horta Correia & Pedro Teles, 2010. "Short and Long Interest Rate Targets," Working Papers w201015, Banco de Portugal, Economics and Research Department.
  9. Guido Sandleris & Mark L.J. Wright, 2013. "GDP-Indexed Bonds: A Tool to Reduce Macroeconomic Risk?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  10. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2014. "Modelling Long Bonds - The Case of Optimal Fiscal Policy," CEPR Discussion Papers 9965, C.E.P.R. Discussion Papers.
  11. Melecky, Martin, 2012. "Formulation of public debt management strategies: An empirical study of possible drivers," Economic Systems, Elsevier, vol. 36(2), pages 218-234.
  12. Fernández, Raquel & Martin, Alberto, 2014. "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," CEPR Discussion Papers 10322, C.E.P.R. Discussion Papers.
  13. Steven Trypsteen, 2014. "Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth," Discussion Papers 2014/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  14. Morten Balling & Ernest Gnan & Johannes Holler, 2013. "Introduction and Key Findings," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  15. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2017. "Optimal Time-Consistent Government Debt Maturity," The Quarterly Journal of Economics, Oxford University Press, vol. 132(1), pages 55-102.
  16. Emmanuel Farhi, 2010. "Capital Taxation and Ownership When Markets Are Incomplete," Journal of Political Economy, University of Chicago Press, vol. 118(5), pages 908-948.
  17. Adão, Bernardino & Correia, Isabel & Teles, Pedro, 2014. "Short and long interest rate targets," Journal of Monetary Economics, Elsevier, pages 95-107.
  18. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, "undated". "Fiscal Hedging with Nominal Assets," GSIA Working Papers 2006-E35, Carnegie Mellon University, Tepper School of Business.
  19. Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
  20. Siu, Henry E., 2004. "Optimal fiscal and monetary policy with sticky prices," Journal of Monetary Economics, Elsevier, pages 575-607.
  21. Klaus Adam & Michael Grill, 2017. "Optimal Sovereign Default," American Economic Journal: Macroeconomics, American Economic Association, pages 128-164.
  22. repec:eee:inecon:v:108:y:2017:i:c:p:243-259 is not listed on IDEAS
  23. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, pages 292-311.
  24. Dottori, Davide & Manna, Michele, 2016. "Strategy and tactics in public debt management," Journal of Policy Modeling, Elsevier, pages 1-25.
  25. Angelopoulos, Konstantinos & Asimakopoulos, Stylianos & Malley, James, 2015. "Tax smoothing in a business cycle model with capital-skill complementarity," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 420-444.
  26. Alessandro Missale, 2013. "The Future of Sovereign Borrowing in Europe," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    • Morten Balling & Ernest Gnan & Johannes Holler & Ulrich Bindseil & Nicolas Sauter & Hans J. Blommestein & Maria Cannata & Juha Kilponen & Alessandro Missale & Ewald Nowotny & Guido Sandleris & Mark L., 2013. "The Future of Sovereign Borrowing in Europe," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/5 edited by Morten Balling & Ernest Gnan & Johannes Holler.
  27. Bernardino Adão & Isabel Horta Correia & Pedro Teles, 2004. "Monetary Policy with State Contingent Interest Rates," Working Papers w200418, Banco de Portugal, Economics and Research Department.
  28. Michael Kumhof & Evan C Tanner, 2005. "Government Debt; A Key Role in Financial Intermediation," IMF Working Papers 05/57, International Monetary Fund.
  29. Cristina Arellano & Ananth Ramanarayanan, 2012. "Default and the Maturity Structure in Sovereign Bonds," Journal of Political Economy, University of Chicago Press, pages 187-232.
  30. Morten Balling & Ernest Gnan & Johannes Holler & Ulrich Bindseil & Nicolas Sauter & Hans J. Blommestein & Maria Cannata & Juha Kilponen & Alessandro Missale & Ewald Nowotny & Guido Sandleris & Mark L., 2013. "The Future of Sovereign Borrowing in Europe," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/5 edited by Morten Balling & Ernest Gnan & Johannes Holler.
  31. repec:eee:macchp:v2-2305 is not listed on IDEAS
  32. Lustig, Hanno & Sleet, Christopher & Yeltekin, Sevin, 2008. "Fiscal hedging with nominal assets," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 710-727, May.
  33. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005. "Fiscal Hedging and the Yield Curve," NBER Working Papers 11687, National Bureau of Economic Research, Inc.
  34. Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2014. "Optimal Taxation with Incomplete Markets," 2014 Meeting Papers 1276, Society for Economic Dynamics.
  35. Bernardino Adão & Isabel Horta Correia & Pedro Teles, 2006. "On the Relevance of Exchange Rate Regimes for Stabilization Policy," Working Papers w200616, Banco de Portugal, Economics and Research Department.
  36. Fernihough, Alan & McGovern, Mark E., 2015. "Physical stature decline and the health status of the elderly population in England," Economics & Human Biology, Elsevier, pages 30-44.
  37. Karantounias, Anastasios G., 2013. "Managing pessimistic expectations and fiscal policy," Theoretical Economics, Econometric Society, vol. 8(1), January.
  38. Luca Guerrieri & Dale Henderson, 2005. "Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis," Computing in Economics and Finance 2005 143, Society for Computational Economics.
  39. Adao, Bernardino & Correia, Isabel & Teles, Pedro, 2009. "On the relevance of exchange rate regimes for stabilization policy," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1468-1488, July.
  40. Hans J. Blommestein, 2013. "Forces Shaping the OECD Sovereign Borrowing Outlook with Emphasis on the Challenges for European Sovereign Issuers," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  41. Bauducco, Sofia & Caprioli, Francesco, 2014. "Optimal fiscal policy in a small open economy with limited commitment," Journal of International Economics, Elsevier, pages 302-315.
  42. Farhi, Emmanuel & Tirole, Jean, 2015. "Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops," CEPR Discussion Papers 11024, C.E.P.R. Discussion Papers.
  43. Alexandre Cunha, 2013. "On the relevance of floating exchange rate policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 357-382.
  44. Angyridis, Constantine, 2009. "Balanced budget vs. Tax smoothing in a small open economy: A welfare comparison," Journal of Macroeconomics, Elsevier, pages 438-463.
  45. Juha Kilponen, 2013. "European Debt Crisis and Crisis Resolution Policies," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  46. Hanno Lustig, 2005. "Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)," UCLA Economics Online Papers 356, UCLA Department of Economics.
  47. Renne, J-P., 2009. "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers 261, Banque de France.
  48. Shin, Yongseok, 2007. "Managing the maturity structure of government debt," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1565-1571, September.
  49. S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala, 2002. "Optimal Taxation without State-Contingent Debt," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1220-1254, December.
  50. Werner, Richard A., 2014. "Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 443-469.
  51. Patricia Gómez-González, 2015. "Financial innovation in sovereign borrowing and public provision of liquidity," Working Papers 1511, Banco de España;Working Papers Homepage.
  52. Guido Sandleris & Mark L.J. Wright, 2013. "GDP-Indexed Bonds: A Tool to Reduce Macroeconomic Risk?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  53. Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2017. "Fiscal Policy and Debt Management with Incomplete Markets," The Quarterly Journal of Economics, Oxford University Press, vol. 132(2), pages 617-663.
  54. Ulrich Bindseil, 2013. "The Role of Sovereign Debt in Monetary Policy Implementation – An International Comparative Perspective," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  55. Hewei Shen, 2016. "Financial Crises and the Role of Debt Maturity for Emerging Economies," Caepr Working Papers 2017-012 Classification-D, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  56. Chugh, Sanjay K., 2007. "Optimal inflation persistence: Ramsey taxation with capital and habits," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1809-1836, September.
  57. Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.
  58. Carlos Carrillo‐Tudela & Guido Menzio & Eric Smith, 2011. "Job Search With Bidder Memories," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 639-655, August.
  59. Maria Cannata, 2013. "Risk Management of a Public Debt Portfolio: The Italian Experience," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
  60. Juan Equiza Goni, 2014. "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES ECARES 2014-44, ULB -- Universite Libre de Bruxelles.
  61. Alexandre B. Cunha, 2006. "Implications of the Modigliani-Miller Theorem for the Study of Exchange Rate Regimes," IBMEC RJ Economics Discussion Papers 2006-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
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