desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test … indicates that a BVAR performs better than the benchmark in all forecast horizons. Statistical differences between the two BVAR …

accuracy is assessed through in-sample forecast evaluation across various data sub-samples. This paper also discusses how these …

models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … Statistics. Additionally, we constructed several composite forecasts in order to test whether a combination forecast is superior … increases. Second, the disaggregated ARIMA model has the smallest forecasting errors. Third, majority of the forecast evaluation …

is further employed to forecast economic activity. An empirical exercise for Brazil is provided to illustrate the … methodology, in which a reduced-form equation is employed to point forecast the growth rate of the Brazilian economy. In addition …

forecast errors, we derive a multiple-horizon specification of stochastic volatility. Compared to constant-variance approaches …

find a marked improvement in the DMS approach relative to IMS. The distinction is particularly clear when we forecast …