Deuda externa, crescimento y sostenabilidad

The paper presents a model intended to define and discuss the sustainability of external debts in “emergent markets.” The first sustainability condition is the existence of a maximum in the debt-output ratio. With some simple behavior hypotheses it is shown that sustainability depends on the initial...

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Detalles Bibliográficos
Autor: Frenkel, Roberto
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2004
País:Brasil
Institución:EDITORA 34
Repositorio:Revista de Economia Política
Idioma:inglés
OAI Identifier:oai:ojs2.centrodeeconomiapolitica.org:article/667
Acceso en línea:https://centrodeeconomiapolitica.org.br/repojs/index.php/journal/article/view/667
Access Level:acceso abierto
Palabra clave:Sustentabilidade
dívida externa
crescimento
Sustainability
external debt
growth
Descripción
Sumario:The paper presents a model intended to define and discuss the sustainability of external debts in “emergent markets.” The first sustainability condition is the existence of a maximum in the debt-output ratio. With some simple behavior hypotheses it is shown that sustainability depends on the initial debt-exports ratio, the rate of growth of exports and the country-risk premium. An endogenous country-risk premium gives room for multiple equilibrium. The model allows the discussion of vulnerability vis-à-vis financial shocks and the propensity of the economy to jump to unsustainable paths. The first sustainability condition is not a stringent one. Two additional sustainability conditions are added: a positive rate of growth and a minimum in the domestic absorption-output ratio. The discussion of multiple equilibrium, vulnerability and the potential instability of sustainability is then extended. JEL Classification: F34; F32.