We develop a non-quasi-static MOSFET compact model suitable for simulating RF circuits operating under GHz frequency. The model takes into account the carrier dynamics by incorporating the time delay for the carriers to form a channel. Both the time-domain and frequency-domain expressions are...

Using a data set from five regional stock exchanges (Serbia, Croatia, Slovenia, Hungary and Germany), this paper presents a frequency domain analysis of a causal relationship between the returns on the CROBEX, SBI-TOP, CETOP and DAX indices, and the return on the major Serbian stock exchange...

This paper provides a fresh new insight into the dynamic relationship between money growth and inflation in China by applying a novel wavelet analysis. From a time-domain view, our findings show strong but not homogenous links between money growth and inflation in the mid-1990s and the period...

Structural change is gauged with the change of parameters in the model. In the case of multiple time series model, the causality between the time series also changes when there is a structural change. However the magnitude of change in causality is not clear in the case of structural change. We...

Over the last two centuries, the cross-spectral coherence between either narrow or broad money growth and inflation at the frequency ω=0 has exhibited little variation–being, most of the time, close to one–in the U.S., the U.K., and several other countries, thus implying that the fraction...

While monetary targeting has become increasingly rare, many central banks attach weight to money growth in setting interest rates. This raises the issue of how money can be combined with other variables, in particular the output gap, when analysing inflation. The Swiss National Bank emphasises...

We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.

Recently, the Bank of Japan outlined a two perspectives approach to the conduct of monetary policy that focuses on risks to price stability over different time horizons. Interpreting this as pertaining to different frequency bands, we use band spectrum regression to study the determination of...

The widely used log-periodogram regression estimator of the long-memory parameter d proposed by Geweke and Porter-Hudak (1983) (GPH) has been criticized because of its finite-sample bias, see Agiakloglou, Newbold, and Wohar (1993). In this paper, we propose a simple bias-reduced log-periodogram...

Several authors have recently interpreted the ECB's two-pillar framework as separate approaches to forecast and analyse inflation at different time horizons or frequency bands. The ECB has publicly supported this understanding of the framework. This paper presents further evidence on the...