indexation lag, the term structure of expected inflation, and inflation swap rates. The model parameters are estimated using data … term structures are driven by state variables that include the short term real interest rate, expected inflation, a factor … that models the changing level to which inflation is expected to revert, as well as four volatility factors that follow …

Central Bank of Argentina began announcing and inflation targeting scheme. In this context, providing the authorities with … desired policy goals. This paper develops a group of models to forecast inflation in Argentina and conducts a comparison of …In general, central banks are concerned with keeping the inflation rate stable while also sustaining output close to an …

In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with … 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 …

During the year 2016, the Central Bank of Argentina has begun to announce inflation targets. In this context, providing … 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 …