The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate … model for data starting with the first month of 1999. The forecast intervals are based on the prediction error of the …

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 …

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 …

This paper evaluates the real-time forecast performance of alternative Bayesian Vector Autoregressive (VAR) models for … models with more flexible error covariance structures forecast GDP growth and inflation better than the standard VAR, while …