This note explores conditional forecasting under conditions on annual growth rates, where variables enter a (possibly structural) vector autoregressive (VAR) model in logarithms or logarithmic first differences. For example, imposing conditions on the annual growth rate of quarterly real GDP...

This note explores conditional forecasting under conditions on annual growth rates, where variables enter a (possibly structural) vector autoregressive (VAR) model in logarithms or logarithmic first differences. For example, imposing conditions on the annual growth rate of quarterly real GDP...

We study mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We present MIP relaxation methods for non-convex continuous variable products. In this paper, we consider MIP relaxations based on...

This is Part II of a study on mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We set the focus on MIP relaxation methods for non-convex continuous variable products where both variables are...