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Inflation Surge and Sovereign Borrowing: The Role of Policy Practices in Strengthening Sovereign Resilience / Joshua Aizenman, Huanhuan Zheng.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Aizenman, Joshua.
Contributor:
National Bureau of Economic Research.
Zheng, Huanhuan.
Series:
Working Paper Series (National Bureau of Economic Research) no. w31173.
NBER working paper series no. w31173
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2023.
Summary:
Sovereign borrowing during inflation surges is a litmus test of a government's ability to withstand and navigate macroeconomic shocks. Based on transaction-level bond issuance data, we explore how sovereign financing strategies respond to inflation surges and how policy practices affect their ability to weather inflation shocks. We find that governments lean more towards external borrowing in foreign currency during periods of high inflation, in part to reduce borrowing costs. This pattern is particularly prevalent in emerging markets, especially when the inflation surge is prolonged and severe. We further show that good practices of fiscal discipline and credibly pegged exchange rate regime alleviate external borrowing in foreign currency amid inflation surges.
Notes:
Print version record
April 2023.

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