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Policy Shifts and External Shocks in Chile Under Rational Expectations

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Author Info
Klaus Schmidt-Hebbel (Central Bank of Chile)
Luis Serven (World Bank)

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Abstract

This paper develops a macroeconomic general-equilibrium model fully parameterized for the Chilean economy. The model's basic relations can be rigorously derived from intertemporal optimization by rational forward-looking agents. However, it also introduces critical real-world features - such as short-run wage rigidities and liquidity constraints - that generate deviations from the frictionless full-employment equilibrium of the unconstrained neoclassical paradigm. The model is numerically simulated to explore the effects of various permanent and temporary unanticipated policy shifts and foreign shocks. The experiments - a fiscal expansion, a monetary contraction, and adverse international oil price and interest rate shocks - reflect the policy changes and foreign shocks that Chile is likely to face at the turn of the millenium.

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Paper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1098.

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Date of creation: 01 Aug 2000
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Handle: RePEc:ecm:wc2000:1098

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  1. Claudio Soto, 2004. "Unemployment and Consumption in Chile," Working Papers Central Bank of Chile 258, Central Bank of Chile. [Downloadable!]
  2. Rómulo Chumacero, 2003. "A Toolkit for Analyzing Alternative Policies in The Chilean Economy," Working Papers Central Bank of Chile 241, Central Bank of Chile. [Downloadable!]
  3. Francisco Gallego & Norman Loayza, 2000. "Financial Structure in Chile: Macroeconomic Developments and Microeconomic Effects," Working Papers Central Bank of Chile 75, Central Bank of Chile. [Downloadable!]
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  4. Marcelo Ochoa & Patricio Valenzuela, 2004. "Impactos de un Shock Externo en un Modelo Estocástico de Equilibrio General para una Economía Abierta: El Caso de Chile," Macroeconomics 0407007, EconWPA. [Downloadable!]
  5. Andrea Butelmann & Francisco Gallego, 2001. "Household Saving in Chile (1988 and 1997): Testing the Life Cycle Hypothesis," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 38(113), pages 3-48. [Downloadable!]
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This page was last updated on 2009-12-2.


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