Fiscal Implications of Interest Rate Normalization in the United States /

This paper studies the main channels through which interest rate normalization has fiscal implications in the United States. While unexpected inflation reduces the real value of government liabilities, a rising policy rate increases government financing needs because of higher interest payments and...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Bi, Huixin
Άλλοι συγγραφείς: Shen, Wenyi, Susan Yang, Shu-Chun
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 2019.
Σειρά:IMF Working Papers; Working Paper ; No. 2019/090
Διαθέσιμο Online:Full text available on IMF
Περιγραφή
Περίληψη:This paper studies the main channels through which interest rate normalization has fiscal implications in the United States. While unexpected inflation reduces the real value of government liabilities, a rising policy rate increases government financing needs because of higher interest payments and lower real bond prices. After an initial decline, the real government debt burden rises even with higher tax revenues in an expansion. Given the current net debt-to-GDP ratio at around 80 percent, interest rate normalization leads to a negligible increase in the sovereign default risk of the U.S. federal government, despite a much higher federal debt-to-GDP ratio than the post-war historical average.
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Φυσική περιγραφή:1 online resource (45 pages)
Μορφή:Mode of access: Internet
ISSN:1018-5941
Πρόσβαση:Electronic access restricted to authorized BRAC University faculty, staff and students