Browsing by Subject "Cointegration"
Now showing items 1-6 of 6
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Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies
( Elsevier Inc. , 2009 , Article)This paper examines whether recent financial changes in three emerging market economies in the Gulf region (Bahrain, the UAE, and Qatar) have distorted the character and the stability of their underlying long-run money ... -
Generalised phase synchrony within multivariate signals: An emerging concept in time-frequency analysis
(2012 , Conference Paper)This paper introduces the notion of the instantaneous frequency (IF) based generalized phase synchrony in time-frequency analysis based on the concept of cointegration. This phase synchrony is then quantified by investigating ... -
Generalized Mean Phase Coherence for asynchrony abnormality detection in multichannel newborn EEG
(2012 , Conference Paper)Inter-hemispheric asynchrony within the multichannel recordings of newborn EEG is associated with abnormal functionality of the newborn brain. Mean Phase Coherence (MPC) as a bivariate phase synchrony measure is widely ... -
Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?
( Elsevier B.V. , 2019 , Article)Motivated by the size and the growth of the global Islamic financial services industry, 17 Islamic Banks in six Islamic countries, in conjunction with Thompson Reuters, developed an Islamic Interbank Benchmark Rate (IIBR, ... -
Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?
( Elsevier , 2019 , Article)Motivated by the size and the growth of the global Islamic financial services industry, 17 Islamic Banks in six Islamic countries, in conjunction with Thompson Reuters, developed an Islamic Interbank Benchmark Rate (IIBR, ... -
A time–frequency based approach for generalized phase synchrony assessment in nonstationary multivariate signals
( Elsevier , 2013 , Article)This paper proposes a new approach to estimate the phase synchrony among nonstationary multivariate signals using the linear relationships between their instantaneous frequency (IF) laws. For cases where nonstationary ...