This paper investigates the accuracy of forecasts from four DSGE models for inflation, output growth and the federal … federal funds rate. Only for inflation the model forecasts are dominated by the Greenbook projections. A comparison with …

outperform those of the QPM for the whole forecast horizon. For inflation they also outperform the official NBU forecasts over …In this paper, I examine the forecasting performance of a Bayesian Vector Autoregression (BVAR) model with steady … period 2016q1-2020q1. My findings suggest that inflation forecasts produced by the BVAR model are more accurate than those of …

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

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

find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB's SPF … and Consensus Economics compared to their counterparts that do not. The gains in forecast accuracy from incorporating … inflation expectations are typically not large but significant in some periods. Both short- and long-term expectations provide …

This paper investigates the accuracy of point and density forecasts of four DSGE models for inflation, output growth …