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José Federico Geli
and
Juan S Corrales
This note summarizes the main findings and action plan of the IMF Technical Assistance (TA) Scoping Mission to support the Colombian Autonomous Committee for the Fiscal Rule (CARF) in building capacity on macroeconomic forecasting and analysis. The TA was requested by the CARF to develop a macroeconomic projections tool, integrate its current satellite fiscal forecasting models, institutionalize the use of the tool, and develop a methodology to independently assess macro-fiscal forecasts produced by the Ministry of Finance.
Mr. Serhan Cevik
and
Vibha Nanda
Fiscal sustainability remains a paramount challenge for small economies with high debt and greater vulnerability to climate change. This paper applies the model-based sustainability test for fiscal policy in a panel of 16 Caribbean countries during the period 1980–2018. The results indicate that the coefficient on lagged government debt is positive and statistically significant, implying that fiscal policy in the Caribbean takes corrective actions to counteract an increase in the debt-to-GDP ratio. Nonlinear estimations, however, show that the quadratic debt parameter is negative, which indicates that fiscal policy response is not adequate to ensure sustainability at higher levels of debt. We also find that the fiscal stance tends to be countercyclical on average during the sample period. These empirical results confirm that maintaining prudent fiscal policies and implementing growth-enhancing structural reforms are necessary to build fiscal buffers and ensure debt sustainability with high probability even when negative shocks occur over the long term.
Mr. Alvar Kangur
,
Koralai Kirabaeva
,
Jean-Marc Natal
, and
Simon Voigts
We study the properties of the IMF-WEO estimates of real-time output gaps for countries in the euro area as well as the determinants of their revisions over 1994-2017. The analysis shows that staff typically saw economies as operating below their potential. In real time, output gaps tend to have large and negative averages that are largely revised away in later vintages. Most of the mis-measurement in real time can be explained by the difficulty in predicting recessions and by overestimation of the economy’s potential capacity. We also find, in line with earlier literature, that real-time output gaps are not useful for predicting inflation. In addition, countries where slack (and potential growth) is overestimated to a larger extent primary fiscal balances tend to be lower and public debt ratios are higher and increase faster than projected. Previous research suggests that national authorities’ real-time output gaps suffer from a similar bias. To the extent these estimates play a role in calibrating fiscal policy, over-optimism about long-term growth could contribute to excessive deficits and debt buildup.
International Monetary Fund. Fiscal Affairs Dept.

Abstract

This publication is a survey by the IMF staff, published twice a year, in the spring and fall, as part of the IMF’s World Economic and Financial Surveys. The current issue analyzes the latest public finance developments, updates medium-term fiscal projections, and assesses policies aimed at placing public finances on a sustainable footing. An analytical chapter employs extensive firm-level data sets as well as new sources of data on tax policy and tax administration for advanced economies, emerging market economies, and low-income developing countries to assess the extent of resource misallocation within countries, focusing on how the design of the tax system may affect resource allocation.

International Monetary Fund. Fiscal Affairs Dept.

Abstract

Fiscal risks remain significant in both advanced and emerging market and developing economies. Fiscal policy continues to play an essential role in building confidence and, where appropriate, sustaining aggregate demand. According to this issue of the Fiscal Monitor, strengthening fiscal frameworks—particularly to manage public finance risks and ensure debt sustainability—must be part of the fiscal policy response. Countries should seize the moment created by lower oil prices to start the process of energy taxation and energy subsidy reform. Finally, fiscal policy can contribute substantially to macroeconomic stability, through the workings of automatic stabilizers. By doing so, fiscal policy can also unlock significant growth dividends.

Mr. Daniel S Kanda
and
Mr. Mario Mansilla
This paper first attempts to quantify the natural resource wealth of Suriname from the perspective of its impact on the fiscal position, and then assesses the fiscal sustainability gap in that context. It then presents models to address the question of the optimal path of fiscal consolidation given the outlook for natural resource wealth, macroeconomic conditions, and country authority preferences.
Ran Bi
,
Mr. Haonan Qu
, and
Mr. James Roaf
This paper provides a general framework to assess the output and debt dynamics of an economy undertaking multi-year fiscal adjustment. The framework allows country-specific assumptions about the magnitude and persistence of fiscal multipliers, hysteresis effects, and endogenous financing costs. In addition to informing macro projections, the framework can also shed light on the appropriate phasing of fiscal consolidation—in particular, on whether it should be front- or back-loaded. The framework is applied to stylized advanced and emerging economy examples. It suggests that for a highly-indebted economy undertaking large multi-year fiscal consolidation, high multipliers do not always argue against frontloaded adjustment. The case for more gradual or back-loaded adjustment is strongest when hysteresis effects are in play, but it needs to be balanced against implications for debt sustainability. Application to actual country examples tends to cast doubt on claims that very large multipliers have been operating post-crisis. It seems that the GDP forecast errors for Greece may have been due more to over-optimism on potential growth estimates than to underestimating fiscal multipliers.
International Monetary Fund. Fiscal Affairs Dept.

Abstract

Overall, fiscal risks remain elevated, according to this issue, although there are signs that in some key respects they are less acute than six months ago. Past efforts with fiscal consolidation are beginning to bear fruit, particularly when buttressed by credible institutional commitments. Nevertheless, debt ratios in many advanced economies are at historical levels and rising, borrowing requirements remain very large, financial markets continue to be in a state of alert, and downside risks to the global economy predominate. In this uncertain environment, the challenge for fiscal policy is to find the right balance between exploiting short-term space to support the fragile recovery and rebuilding longer-term space by advancing fiscal consolidation. Against that background, this issue examines in more detail the concept of fiscal space, or the scope that policymakers have to calibrate the pace of fiscal adjustment without undermining fiscal sustainability. A number of conclusions emerge in regard to countries ongoing vulnerability to unexpected shocks, the potential for substantial negative impacts of fiscal adjustment on activity, possible overstatements of short-term pressures on the public finances in some countries as general government gross debt ratios have risen, the implications of countries having flexibility in the short term but not the longer term, and the monitoring and enforcement challenges raised by second-generation fiscal rules.

Mr. Daniel S Kanda
For a number of countries - Italy, Netherlands, the United Kingdom, Germany, Ireland, and France - this paper develops an inter-temporal model that elicits the implied country-preferences over balancing the conflicting objectives of fiscal consolidation and reduction of economic slack. The model suggests that some front-loading of adjustment is desirable, although the extent would vary by country preferences. It also finds that proposed consolidations may prove to be stronger than acceptable, especially if somewhat larger than anticipated fiscal multipliers lead to a sizeable economic deceleration.