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 1 4 91 2 4 15 166
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 3 6 13 1,092
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 2 6 8 505
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 2 1,439 10 17 27 3,356
Band Spectral Regression with Trending Data 0 0 0 323 6 9 18 1,221
Band Spectral Regression with Trending Data 0 0 0 1 2 3 12 860
Testing for Cointegration Using Principal Component Measures 0 0 0 339 6 7 11 703
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 1 5 19 691
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 2 3 8 602
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 3 173 3 5 18 105
Total Working Papers 0 1 11 2,869 37 65 149 9,301

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 0 2 31 1 3 21 112
A Random Walk through the Gibson Paradox 0 0 0 65 3 5 12 392
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 3 5 15 271
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 1 1 2 5 1 2 7 18
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 8 904 23 32 63 3,011
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 1 1 5 20
Band Spectral Regression with Trending Data 0 0 0 141 8 8 22 694
Cointegration and Tests of Purchasing Power Parity 1 1 4 553 4 7 20 1,055
Household Saving and The Rate of Interest 0 0 0 2 3 7 18 33
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 2 3 11 493
Key Features of Australian Business Cycles 0 0 1 274 0 0 12 864
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 5 5 12 287
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 1 16 2 6 18 62
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 0 11 131
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 2 2 8 382
Testing for cointegration using principal components methods 0 0 0 232 0 2 7 479
The Determinants of Australian Trade Union Membership 0 0 0 158 6 8 16 920
The demand for money: A variable adjustment model 0 0 0 20 0 2 10 87
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 1 1 3 16 2 3 11 55
Total Journal Articles 3 3 21 2,680 66 101 299 9,366

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 1 1,249 3 7 24 4,613
Total Software Items 0 0 1 1,249 3 7 24 4,613

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Statistics updated 2026-05-06