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 3 91 0 2 13 166
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 1 4 14 1,093
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 2 8 505
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 2 1,439 2 13 29 3,359
Band Spectral Regression with Trending Data 0 0 0 323 1 8 18 1,223
Band Spectral Regression with Trending Data 0 0 0 1 1 3 12 861
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 6 11 703
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 1 2 20 692
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 2 8 602
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 1 173 0 3 12 105
Total Working Papers 0 0 8 2,869 6 45 145 9,309

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 1 19 112
A Random Walk through the Gibson Paradox 0 0 0 65 0 4 13 393
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 0 6 18 274
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 1 2 5 0 1 7 18
Asymptotic Properties of Residual Based Tests for Cointegration 1 2 9 906 5 35 72 3,023
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 1 5 20
Band Spectral Regression with Trending Data 0 0 0 141 0 10 23 696
Cointegration and Tests of Purchasing Power Parity 0 2 5 554 0 6 22 1,057
Household Saving and The Rate of Interest 0 0 0 2 0 3 18 33
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 2 10 493
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 1 6 13 288
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 1 16 0 2 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 0 2 8 382
Testing for cointegration using principal components methods 0 0 0 232 0 0 6 479
The Determinants of Australian Trade Union Membership 1 1 1 159 1 7 17 921
The demand for money: A variable adjustment model 0 0 0 20 0 1 11 88
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 16 0 2 11 55
Total Journal Articles 2 7 23 2,684 7 89 314 9,389

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 0 5 26 4,615
Total Software Items 0 0 1 1,249 0 5 26 4,615

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Statistics updated 2026-07-10