This study evaluates the relationship between inflation and output gap in Saudi Arabia. Specifically, it determines a level of optimal for given changes economic cycle. The novelty this study’s research question is linking with non-oil Arabia by constructing dynamic threshold regression model. estimation carried out using yearly time series from 1981 to 2019. variables used our model ...

Projections of extreme precipitation are of great importance, considering the potential severe impacts on society. In this study a recently developed regional, non-stationary peaks-over-threshold approach is applied to two transient simulations of the RACMO2 regional climate model for the period 1950–2100, driven by two different general circulation models. The regional approach reduces the est...

In this paper, we propose a semi-parametric approach to estimate threshold models without the reliance of distribution assumption when the threshold variable is endogenous. Early threshold models based on the exogeneity assumption on the threshold variables are widely applied in economics studies. The invalidation of this assumption, however, may bias the estimation and inference. To control fo...