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 1 6 13 164
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 10 10 1,089
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 2 4 6 503
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 2 1,439 4 10 18 3,346
Band Spectral Regression with Trending Data 0 0 0 1 0 1 10 858
Band Spectral Regression with Trending Data 0 0 0 323 1 5 12 1,215
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 3 5 697
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 2 7 18 690
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 5 6 600
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 4 173 1 4 16 102
Total Working Papers 0 1 12 2,869 11 55 114 9,264

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 21 111
A Random Walk through the Gibson Paradox 0 0 0 65 0 5 10 389
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 1 9 12 268
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 1 4 0 4 6 17
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 12 904 3 15 48 2,988
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 2 4 19
Band Spectral Regression with Trending Data 0 0 0 141 0 4 15 686
Cointegration and Tests of Purchasing Power Parity 0 0 3 552 2 9 16 1,051
Household Saving and The Rate of Interest 0 0 0 2 1 12 15 30
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 6 9 491
Key Features of Australian Business Cycles 0 0 2 274 0 4 13 864
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 2 7 282
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 2 16 1 10 18 60
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 7 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 3 7 479
The Determinants of Australian Trade Union Membership 0 0 0 158 1 7 10 914
The demand for money: A variable adjustment model 0 0 0 20 1 7 10 87
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 15 0 3 11 53
Total Journal Articles 0 1 26 2,677 12 121 249 9,300

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 8 21 4,610
Total Software Items 0 0 1 1,249 1 8 21 4,610

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Statistics updated 2026-04-09