Garegnani, María Lorena; Gómez Aguirre, Maximiliano - 2018
indicates that a BVAR performs better than the benchmark in all forecast horizons. Statistical differences between the two BVAR … desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … models and different scale Bayesian VARs (BVAR), and compares their relative accuracy. The results show that the BVAR model …