Monday, July 16, 2012

16/7/2012: Some charts to illustrate Italian 'disease'

An interesting set of charts on Italian public finances.

First, consider Primary Deficits:



Charts above clearly show that Italy has been running significant primary surpluses since at least 2000 and especially in 2007-2011 period. It is also expected to run strong surpluses in 2012-2017, according to IMF projections.

In fact, net of debt maintenance costs, Italy has outperformed Germany in the area of public deficits in every year other than 2008 and 2009:


Yet, Italy's gross government debt is running over 90% of GDP since 1989 and over 100% of GDP since 1992.

The problem for Italy is clearly on the side of interest payments on its debt:


Although these have moderated during the euro era, the cost is now once again rising.


Italy is but one example of debt overhang that presents long-term problems for the economy. Looking at the set of all advanced economies which experienced more than 5 years periods of debt to GDP ratio in excess of 90%, the chart below shows the relationship between growth rates in real GDP and debt:


Although the explanatory power of the relationship above is weak (ca 10% of variation), the negative relationship between debt to GDP ratio and real growth in GDP is traceable. In terms of averages:


Many caveats go along with the above numbers, but overall, two things are fairly clear: once reached, debt to GDP levels of 85-90% become hard to overcome for many economies, and once debt overhang becomes a problem, growth rates tend to falter.

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