Government Debt in Emerging Market Countries: A New Data Set

Jeanne, Olivier; Guscina, Anastasia

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Government Debt in Emerging Market Countries: A New Data Set

IMF Working Paper No. 06/98

31 Pages Posted: 17 May 2006

See all articles by Olivier Jeanne

Olivier Jeanne

International Monetary Fund (IMF) - Research Department; Ecole Nationale des Ponts et Chaussees (ENPC); Centre for Economic Policy Research (CEPR)

Anastasia Guscina

International Monetary Fund (IMF)

Date Written: April 2006

Abstract

This paper presents a new database on government debt in 19 emerging market countries since 1980. The data set focuses on the structure of debt in terms of jurisdiction of insurance, maturity, currency composition and indexation. The paper presents stylized facts on debt structures and preliminary evidence on their determinants. We observe substantial cross-country variation in the structure of domestic debt and find it to be associated with countries` record of monetary stability.

Keywords: Debt Management, Sovereign Debt, Debt Maturity, Foreign Currency Debt

JEL Classification: F34, F36, H63

Suggested Citation: Suggested Citation

Jeanne, Olivier and Guscina, Anastasia, Government Debt in Emerging Market Countries: A New Data Set (April 2006). IMF Working Paper No. 06/98, Available at SSRN: https://ssrn.com/abstract=902764