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 1 1 4 91 1 5 12 163
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 3 10 10 1,089
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 2 2 4 501
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 2 1,439 3 8 15 3,342
Band Spectral Regression with Trending Data 0 0 0 1 1 2 12 858
Band Spectral Regression with Trending Data 0 0 0 323 2 6 12 1,214
Testing for Cointegration Using Principal Component Measures 0 0 0 339 1 4 5 697
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 2 263 2 9 16 688
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 1 5 6 600
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 4 173 1 6 15 101
Total Working Papers 1 2 12 2,869 17 57 107 9,253

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 3 31 1 9 24 110
A Random Walk through the Gibson Paradox 0 0 0 65 2 9 10 389
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 1 8 11 267
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 1 4 1 5 6 17
Asymptotic Properties of Residual Based Tests for Cointegration 0 2 13 904 6 15 46 2,985
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 3 4 19
Band Spectral Regression with Trending Data 0 0 0 141 0 7 15 686
Cointegration and Tests of Purchasing Power Parity 0 1 3 552 1 9 14 1,049
Household Saving and The Rate of Interest 0 0 0 2 3 12 14 29
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 1 8 9 491
Key Features of Australian Business Cycles 0 1 3 274 0 7 15 864
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 4 7 282
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 2 16 3 11 18 59
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 8 11 131
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 0 3 6 380
Testing for cointegration using principal components methods 0 0 0 232 1 2 7 478
The Determinants of Australian Trade Union Membership 0 0 0 158 1 7 9 913
The demand for money: A variable adjustment model 0 0 0 20 1 6 9 86
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 15 1 5 11 53
Total Journal Articles 0 4 28 2,677 23 138 246 9,288

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 13 23 4,609
Total Software Items 0 0 1 1,249 3 13 23 4,609

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Statistics updated 2026-03-04