External Debt
Mexico's progress

In March 1989, the US announced the `Brady plan' for the reduction of Mexico's external debt, and it justified its support for this breach of contract on the grounds that it was essential to the restoration of growth and stability. This proved a spectacular success: interest rates on local currency debt fell by 20 percentage points within days of the agreement's conclusion, private investment boomed, and growth took off for the first time since 1982. The `debt overhang' hypothesis suggests that debt relief exerts its main impact on future growth through the reduced tax burden, but Mexico's debt relief of $12 billion in net present value terms could have reduced its corporate tax rate by only 1.5 percentage points on a permanent basis at most, which could not account for the 14% average real growth of private investment observed for two years after the plan's implementation. In Discussion Paper No. 904, Stijn Claessens, Daniel Oks and Research Fellow Sweder van Wijnbergen note that the deal not only reduced but also smoothed Mexico's debt service obligations, so the spectre of recurring crises associated with particular peaks in repayments therefore lost much of its threat. They find that the reduced variance of repayments explains most of the deal's effect, while a proxy for the effect of debt overhang has no explanatory power. Their econometric evidence confirms that debt relief has potentially beneficial macroeconomic effects, which operate mainly through the reduction of uncertainty concerning future exchange rate crises.

The authors conclude that the probable impact of debt service relief may be much larger than standard growth models suggest, since the indirect effects of reduced future policy uncertainty on private investment are likely to be greater than the direct effects of the debt relief itself. Also, these secondary effects can not come into play unless other, potentially dominant sources of future policy uncertainty have been removed first: in particular, Mexico's successful programme of domestic reform in the years preceding the debt package was essential to its success.

Interest Rates, Growth and External Debt: The Macroeconomic Impact of Mexico's Brady Deal
Stijn Claessens, Daniel Oks and Sweder van Wijnbergen

Discussion Paper No. 904, February 1994 (IM)