The Resource A simple stochastic approach to debt sustainability applied to Lebanon, Julian di Giovanni and Edward Gardner

A simple stochastic approach to debt sustainability applied to Lebanon, Julian di Giovanni and Edward Gardner

Label
A simple stochastic approach to debt sustainability applied to Lebanon
Title
A simple stochastic approach to debt sustainability applied to Lebanon
Statement of responsibility
Julian di Giovanni and Edward Gardner
Creator
Contributor
Subject
Genre
Language
  • eng
  • eng
Summary
This paper applies a simple probabilistic approach to debt sustainability analysis to the case of Lebanon. The paper derives ""fan charts"" to depict the probability distribution of the government debt to GDP ratio under a medium-term adjustment scenario, as a result of shocks to GDP growth and interest rates. The distribution of shocks is derived from the past shocks to these variables and the related variance covariance. Because we are interested in assessing the sustainability of a particular policy scenario, we do not consider independent fiscal policy shocks or the endogenous policy respo
Member of
Cataloging source
MiAaPQ
http://library.link/vocab/creatorName
Di Giovanni, Julian
Dewey number
336.34
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
HJ8011
LC item number
.D5 2008
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Gardner, Edward
Series statement
  • IMF working paper
  • IMF Working Papers
Series volume
WP/08/97
http://library.link/vocab/subjectName
  • Debts, Public
  • Fiscal policy
  • Lebanon
Label
A simple stochastic approach to debt sustainability applied to Lebanon, Julian di Giovanni and Edward Gardner
Instantiates
Publication
Copyright
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • Contents; I. Introduction; II. Lebanon's Debt Dynamics; III. Methodology; Tables; 1. Standard Deviation of Changes in Monthly Real Short-Term Interest Rates, 1998-2007; A. Construction of the Variance-Covariance Matrix of Shocks; B. Monte Carlo Simulation; IV. Simulation Results; A. Summary Statistics and Simulation Distributions; 2. Standard Deviation of Shocks, 1998-2007; 3. Correlation Matrix of Shocks; Figures; 1a. Distribution of Simulated Values of Real GDP Growth Rate (g): 2008-12; 1b. Distribution of Simulated Values of Effective Interest Rate (r): Temporary Shocks, 2008 -12
  • 1c. Distribution of Simulated Values of Effective Interest Rate (r): Permanent Shocks, 2008-121d. Distribution of Simulated Values of Debt-to-GDP Ratio (d): Temporary Shocks, 2008-12; 1e. Distribution of Simulated Values of Debt-to-GDP Ratio (d): Permanent Shocks, 2008-12; B. Fan Charts; 2a. Scenario's Debt-to-GDP Ratio Fan Chart: Temporary Shocks, 2007-12; V. Conclusion; 2b. Scenario's Debt-to-GDP Ratio Fan Chart: Permanent Shocks, 2007-12; Appendix; References
Dimensions
unknown
Extent
1 online resource (25 p.)
Form of item
online
Isbn
9781451869583
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)3170000000055007
  • (EBL)1607844
  • (SSID)ssj0000943960
  • (PQKBManifestationID)11473539
  • (PQKBTitleCode)TC0000943960
  • (PQKBWorkID)10977706
  • (PQKB)11696012
  • (OCoLC)815738059
  • (MiAaPQ)EBC1607844
  • (EXLCZ)993170000000055007
Label
A simple stochastic approach to debt sustainability applied to Lebanon, Julian di Giovanni and Edward Gardner
Publication
Copyright
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • Contents; I. Introduction; II. Lebanon's Debt Dynamics; III. Methodology; Tables; 1. Standard Deviation of Changes in Monthly Real Short-Term Interest Rates, 1998-2007; A. Construction of the Variance-Covariance Matrix of Shocks; B. Monte Carlo Simulation; IV. Simulation Results; A. Summary Statistics and Simulation Distributions; 2. Standard Deviation of Shocks, 1998-2007; 3. Correlation Matrix of Shocks; Figures; 1a. Distribution of Simulated Values of Real GDP Growth Rate (g): 2008-12; 1b. Distribution of Simulated Values of Effective Interest Rate (r): Temporary Shocks, 2008 -12
  • 1c. Distribution of Simulated Values of Effective Interest Rate (r): Permanent Shocks, 2008-121d. Distribution of Simulated Values of Debt-to-GDP Ratio (d): Temporary Shocks, 2008-12; 1e. Distribution of Simulated Values of Debt-to-GDP Ratio (d): Permanent Shocks, 2008-12; B. Fan Charts; 2a. Scenario's Debt-to-GDP Ratio Fan Chart: Temporary Shocks, 2007-12; V. Conclusion; 2b. Scenario's Debt-to-GDP Ratio Fan Chart: Permanent Shocks, 2007-12; Appendix; References
Dimensions
unknown
Extent
1 online resource (25 p.)
Form of item
online
Isbn
9781451869583
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)3170000000055007
  • (EBL)1607844
  • (SSID)ssj0000943960
  • (PQKBManifestationID)11473539
  • (PQKBTitleCode)TC0000943960
  • (PQKBWorkID)10977706
  • (PQKB)11696012
  • (OCoLC)815738059
  • (MiAaPQ)EBC1607844
  • (EXLCZ)993170000000055007

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