This paper estimates a DSGE model and three versions of VAR models (VARX. BVARX and BVAR) to analyze forecasting performance of these models in context of Pakistan. VAR models and a medium-scale DSGE model are estimated using quarterly data (1980Q4-2017Q2). Expanding window recursive out-of-sample forecasts for GDP growth. https://www.markymarkscott.com/product-category/6-4/