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 2 6 90 1 4 11 157
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 0 1 1,079
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 0 1 498
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 3 1,438 0 2 12 3,332
Band Spectral Regression with Trending Data 0 0 0 1 4 4 8 854
Band Spectral Regression with Trending Data 0 0 0 323 1 1 4 1,206
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 0 2 693
Testing for a Unit Root in the Presence of a Maintained Trend 1 1 3 262 4 5 8 677
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 1 1 1 595
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 1 4 173 0 2 10 95
Total Working Papers 1 5 16 2,866 11 19 58 9,186

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 5 30 2 2 15 98
A Random Walk through the Gibson Paradox 0 0 0 65 0 0 1 380
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 1 1 3 259
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 0 3 0 0 2 11
Asymptotic Properties of Residual Based Tests for Cointegration 1 3 17 902 6 13 41 2,967
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 1 2 16
Band Spectral Regression with Trending Data 0 0 0 141 0 2 8 676
Cointegration and Tests of Purchasing Power Parity 0 0 0 549 2 2 3 1,037
Household Saving and The Rate of Interest 0 0 0 2 1 1 2 17
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 0 3 483
Key Features of Australian Business Cycles 0 0 2 273 2 4 7 856
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 1 1 2 277
Pre- and Post-Global Financial Crisis Policy Multipliers# 1 1 3 16 2 3 9 48
Robust tests for unit roots in the foreign exchange market 0 0 0 55 1 1 2 122
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 1 1 1 375
Testing for cointegration using principal components methods 0 0 0 232 2 2 5 476
The Determinants of Australian Trade Union Membership 0 0 0 158 0 0 1 904
The demand for money: A variable adjustment model 0 0 0 20 0 1 3 80
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 15 2 3 8 48
Total Journal Articles 2 5 30 2,669 23 38 118 9,130

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 1 1 3 1,249 3 6 17 4,596
Total Software Items 1 1 3 1,249 3 6 17 4,596

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Statistics updated 2025-11-08