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 1 91 1 4 14 170
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 1 1 15 1,094
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 2 9 507
Asymptotic Properties of Residual Based Tests for Cointegration 1 1 2 1,440 1 3 30 3,362
Band Spectral Regression with Trending Data 0 0 0 323 2 2 20 1,225
Band Spectral Regression with Trending Data 0 0 0 1 0 1 12 862
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 0 10 703
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 0 1 20 693
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 1 2 10 604
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 0 173 0 1 11 106
Total Working Papers 1 1 5 2,870 6 17 151 9,326

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 1 31 0 3 19 115
A Random Walk through the Gibson Paradox 0 0 0 65 0 2 15 395
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 0 1 17 275
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 2 5 0 0 7 18
Asymptotic Properties of Residual Based Tests for Cointegration 0 2 7 908 4 9 71 3,032
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 0 4 20
Band Spectral Regression with Trending Data 0 0 0 141 0 0 20 696
Cointegration and Tests of Purchasing Power Parity 0 1 6 555 0 1 23 1,058
Household Saving and The Rate of Interest 0 0 0 2 0 2 19 35
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 0 10 493
Key Features of Australian Business Cycles 0 0 1 274 1 3 13 867
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 0 12 288
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 1 16 0 0 16 62
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 1 11 132
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 0 1 9 383
Testing for cointegration using principal components methods 0 0 0 232 0 1 6 480
The Determinants of Australian Trade Union Membership 0 0 1 159 0 3 20 924
The demand for money: A variable adjustment model 0 0 0 20 0 2 10 90
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 1 16 2 2 11 57
Total Journal Articles 0 3 20 2,687 7 31 313 9,420

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 1 1 23 4,616
Total Software Items 0 0 1 1,249 1 1 23 4,616

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Statistics updated 2026-10-11