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Keywords

Inflation; debt crisis; G7; public debt; sovereign debt

Abstract

This paper investigates the impact of low or high inflation on the public debt-to-GDP ratio in the G-7 countries. Our simulations suggest that if inflation were to fall to zero for five years, the average net debt-to-GDP ratio would increase by about 5 percentage points during that period. In contrast, raising inflation to 6 percent for the next five years would reduce the average net debt- to-GDP ratio by about 11 percentage points under the full Fisher effect and about 14 percentage points under the partial Fisher effect. Thus higher inflation could help reduce the public debt-to- GDP ratio somewhat in advanced economies. However, it could hardly solve the debt problem on its own and would raise significant challenges and risks. First of all, it may be difficult to create higher inflation, as evidenced by Japan’s experience in the last few decades. In addition, an un- anchoring of inflation expectations could increase long-term real interest rates, distort resource allocation, reduce economic growth, and hurt the lower–income households.

First Page

28

Last Page

50

Page Count

23

Received Date

20 January 2016

Revised Date

28 July 2016

Accept Date

09 January 2017

Online Available Date

27 January 2017

DOI

10.7172/2353-6845.jbfe.2017.1.2

JEL Code

E31; F34; H63

Publisher

University of Warsaw

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