Specification of a Stochastic Simulation Model for Assessing Debt Sustainability in Emerging Market Economies /

This paper documents the specification of a model that was constructed to assess debt sustainability in emerging market economies. Key features of the model include external and fiscal sectors, which allow assessment of external and public debt in a unified framework; public and external debt, which...

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Bibliographic Details
Main Author:	Karam, Philippe
Other Authors:	Hostland, Doug
Format:	Book
Language:	English
Published:	Washington, D.C. : International Monetary Fund, 2006
Series:	IMF Working Papers ; Working Paper No. 06/268 IMF Working Papers; Working Paper ; No. 2006/268 IMF eLibrary
Subjects:	Adaptive expectations Aggregate demand Budget balance Central bank Currency crises Current account balance Current account Debt Management Debt burden Debt burdens Debt default Debt intolerance Debt service payments Debt service Debt sustainability Debt Deficit Domestic currency Domestic debt markets Domestic debt Domestic investors Dynamic Analysis Economic models Emerging markets External debt burden External debt burdens External debt Foreign currency Foreign exchange Inflation process Inflation rate Inflation target Inflation targeting regime Inflation targeting Inflation Long-term debt Low inflation Monetary policy Monte Carlo Methods National debt Nominal interest rate Nominal interest rates Optimization Techniques Price elasticity Price level Private creditors Programming Models Public and publicly guaranteed debt Public and publicly guaranteed Public debt Rational expectations Real exchange rates Real interest rate Real interest rates Real output Relative price Relative prices Sovereign debt Statistical Simulation Methods Steady-state inflation Stock of debt Terms of trade Banks and Banking Debts, External Debts, Public Deflation Exports and Imports Finance Interest Rates: Determination, Term Structure, and Effects Interest rates International Lending and Debt Problems International economics Macroeconomics Price Level Prices Public Finance Public finance & taxation Sovereign Debt Brazil
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Specification of a Stochastic Simulation Model for Assessing Debt Sustainability in Emerging Market Economies /

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