Series: IMF Working Papers
Author(s): E. Gardner , and Julian Di Giovanni
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 April 2008
Keywords: Public debt sustainability, risk analysis, Monte Carlo, fan charts, debt sustainability, debt ratio, covariance, probability, standard deviation,
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 u...