corrections to reach the desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which … show that the BVAR model 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 …

Consider forecasting the economic variable Y_{t h} with predictors X_{t}, where h is the forecast horizon. This paper … introduces a semiparametric method that generates forecast intervals of Y_{t h}|X_{t} from point forecast models. First, the … point forecast model is estimated, thereby taking advantage of its predictive power. Then, nonparametric estimation of the …