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 …

models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … increases. Second, the disaggregated ARIMA model has the smallest forecasting errors. Third, majority of the forecast evaluation … Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models …

real economy is state-dependent and financial indicators may turn out to be useful particularly in forecasting "tail …

Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate … this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis … forecasting. In addition, we adopt a driftless random walk prior, so that cross-dynamics matter for forecasting only if there is …