Access Statistics for Sam Ouliaris

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method for Working With Sign Restrictions in SVARs 0 0 6 87 0 2 10 151
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 1 2 1,079
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 0 1 497
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 5 1,437 1 7 17 3,328
Band Spectral Regression with Trending Data 0 0 0 1 2 2 3 848
Band Spectral Regression with Trending Data 0 0 2 323 1 1 5 1,203
Testing for Cointegration Using Principal Component Measures 0 0 1 339 0 1 5 692
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 2 261 0 1 6 672
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 0 1 594
Three questions regarding impulse responses and their interpretation found from sign restrictions 0 0 5 169 0 1 8 86
Total Working Papers 0 2 21 2,857 4 16 58 9,150

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 2 4 28 4 6 8 90
A Random Walk through the Gibson Paradox 0 0 1 65 0 0 1 379
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 0 0 0 256
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 1 3 0 2 3 11
Asymptotic Properties of Residual Based Tests for Cointegration 1 2 18 892 1 5 44 2,940
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 1 2 15
Band Spectral Regression with Trending Data 0 0 0 141 0 1 8 671
Cointegration and Tests of Purchasing Power Parity 0 0 3 549 0 0 7 1,035
Household Saving and The Rate of Interest 0 0 1 2 0 0 5 15
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 2 3 482
Key Features of Australian Business Cycles 1 1 1 272 2 2 2 851
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 0 1 275
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 1 2 14 1 2 12 42
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 0 1 120
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 0 0 0 374
Testing for cointegration using principal components methods 0 0 1 232 1 1 5 472
The Determinants of Australian Trade Union Membership 0 0 0 158 0 0 1 904
The demand for money: A variable adjustment model 0 0 0 20 0 0 0 77
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 2 12 0 1 7 42
Total Journal Articles 2 6 34 2,651 9 23 110 9,051

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dbank: Time Series Data Management System for Microsoft Windows 0 0 5 1,248 3 4 22 4,589
Total Software Items 0 0 5 1,248 3 4 22 4,589

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Statistics updated 2025-04-04