Examination of interest-growth differentials and the risk of sovereign insolvency

HIGHLIGHTS

  • who: Jussi Lindgren from the (UNIVERSITY) have published the research work: Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency, in the Journal: Risks 2021, 75 of /2021/
  • what: The aim of this research was to demonstrate the (nonlinear) risks of and explore the applicability of stochastic modeling in public debt management given a structural economic model of stochastic government debt dynamics. The aim of the paper was not to claim any exact model to be used as a concrete tool in debt management, but rather, the aim was to illustrate and demonstrate . . .

     

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