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Macroeconomics, Monetary Policy and the Central Bank´s Net Worth

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Author Info
Jorge E. Restrepo
Luis Salomó
Rodrigo Valdés
Abstract

This paper makes stochastic projections of the Central Bank of Chile’s (CBCh) balance sheet (stocks and flows) starting from the actual current negative net worth. These projections incorporate the effect on the balance sheet of several macroeconomic variables as well as alternative policy decisions, taking into account the uncertainty and risks inherent in the economy. The article describes and assesses the main causes of the present deficit. In the baseline scenario, the deterministic forecast shows that the Central Bank's net worth will increase slowly to reach positive values after 25 years. However, in the stochastic simulations the Bank's net worth will still be negative 25 years from now, with a 69 percent probability.

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Paper provided by Central Bank of Chile in its series Working Papers Central Bank of Chile with number 497.

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Date of creation: Oct 2008
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Handle: RePEc:chb:bcchwp:497

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