The Argentine has been a long-term target for the Reds.
But he said: "Bayern Munich are the most concrete team for now. My agents are dealing with it at the moment. They asked me whether I was interested, and I have obviously given them the green light. I'm open to a move to Germany.
"Anderlecht want me to stay until after the Champions League qualifiers, but I want to move on. I want to move to a bigger club in a better league."