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Replication data for: Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics

Version
1
Resource Type
Dataset
Creator
  • Hall, George J.
  • Sargent, Thomas J.
Publication Date
2011-07-01
Description
  • Abstract

    This paper uses a sequence of government budget constraints to motivate estimates of returns on the US Federal government debt. Our estimates differ conceptually and quantitatively from the interest payments reported by the US government. We use our estimates to account for contributions to the evolution of the debt-GDP ratio made by inflation, growth, and nominal returns paid on debts of different maturities. (JEL E23, E31, E43, G12, H63)
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/mac.3.3.192 (Text)
Publications
  • Hall, George J, and Thomas J Sargent. “Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics.” American Economic Journal: Macroeconomics 3, no. 3 (July 2011): 192–214. https://doi.org/10.1257/mac.3.3.192.
    • ID: 10.1257/mac.3.3.192 (DOI)

Update Metadata: 2020-07-10 | Issue Number: 1 | Registration Date: 2020-07-10

Hall, George J.; Sargent, Thomas J. (2011): Replication data for: Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics. Version: 1. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E114224V1-25323