Scott, Andrew - Search Results - UAB Digital Repository of Documents

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UAB Digital Repository of Documents	4 records found	Search took 0.01 seconds.

38 p, 2.9 MB

Managing the UK national debt 1694-2017 / Ellison, Martin ; Scott, Andrew
We construct a new monthly dataset for UK government debt over the period 1694 to 2017 based on price and quantity data for each individual bond issued. This enables us to examine long run fiscal sustainability using the theoretically relevant variable of the market value of debt, and investigate the historical importance of debt management. [...]
The ADEMU Working Paper Series is being supported by the European Commission Horizon 2020 European Union funding for Research & Innovation, grant agreement No 649396.
2017 (ADEMU Working Paper Series ; 73)

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49 p, 378.1 KB

In Search of a theory of debt management / Marcet, Albert ; Faraglia, Elisa ; Scott, Andrew ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
A growing literature integrates theories of debt management into models of optimal fiscal policy. One promising theory argues that the composition of government debt should be chosen so that fluctuations in the market value of debt offset changes in expected future deficits. [...]
2008 (Working papers ; 743.08)

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40 p, 312.7 KB

Fiscal insurance and debt management in OECD economies / Marcet, Albert ; Faraglia, Elisa ; Scott, Andrew ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
Assuming the role of debt management is to provide hedging against fiscal shocks we consider three questions: i) what indicators can be used to assess the performance of debt management? ii) how well have historical debt management policies performed? and iii) how is that performance affected by variations in debt issuance? We consider these questions using OECD data on the market value of government debt between 1970 and 2000. [...]
2008 (Working papers ; 729.08)

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48 p, 993.3 KB

Debt and deficit fluctuations and the structure of bond markets / Marcet, Albert ; Scott, Andrew ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
We analyse the implications of optimal taxation for the stochastic behaviour of debt. We show that when a government pursues an optimal fiscal policy under complete markets, the value of debt has the same or less persistence than other variables in the economy and it declines in response to shocks that cause the deficit to increase. [...]
2008 (Working papers ; 728.08)

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See also: similar author names
4	Scott, A. L.
1	Scott, Aaron

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