This study offers a novel examination of the mean-reversion properties of the current account balances, expressed as a percentage of GDP, for the Asian-5 economies: Indonesia, Korea, Malaysia, the Philippines, and Thailand. While prior studies mainly employed traditional unit-root tests, our...

The computational utility of inductive linearizations for binary quadratic programs when combined with a mixed-integer programming solver is investigated for several combinatorial optimization problems and established benchmark instances.

The aim of this paper is to perform a State wise Analysis of the First and the Second COVID-19 Waves experienced by India using the Gompertz Curves and to estimate the maximum number of affected individuals for each wave with the best possible accuracy. A total of 21 large States are chosen for...

Smooth-transition autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time-invariant threshold level. We augment the STAR model with a time-varying threshold that can be interpreted as a 'tipping level' where the mean and dynamics of the VAR shift....

This paper augments the sparse literature on the inflationary impact of foreign debt in Brazil while addressing methodological caveats in previous studies. We depart from the linearity assumption and employ two nonlinear techniques: the nonlinear autoregressive distributed lag (NARDL) model and...