forecast horizon lengthens, multivariate models performance improves. In particular, a monetary VAR performs better than the … not statistically significant. Finally, estimated models are pooled to forecast inflation. Some of the forecast … combinations outperform the best individual forecast over a one-year horizon. Taking into account that a one year-horizon is …

We forecast economic activity in Argentina on a quarterly real-time basis using dynamic factors models (DFM) (Blanco et …

groups of monthly indicators throughout dynamic factor models to forecast Investment growth. Additionally, I conducted a … forecast-pooling exercise. Using the Giacomini and White test it was possible to conclude that factor models and the pooling …

forecast horizon lengthens, multivariate models performance improves. In particular, a monetary VAR performs better than the … not statistically significant. Finally, estimated models are pooled to forecast inflation. Some of the forecast … combinations outperform the best individual forecast over a one-year horizon. Taking into account that a one year-horizon is …

groups of monthly indicators throughout dynamic factor models to forecast Investment growth. Additionally, I conducted a … forecast-pooling exercise. Using the Giacomini and White test it was possible to conclude that factor models and the pooling …

We forecast economic activity in Argentina on a quarterly real-time basis using dynamic factors models (DFM) (Blanco et …