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 2 2 6 90 2 3 10 156
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 1 1 498
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 3 1,438 0 2 13 3,332
Band Spectral Regression with Trending Data 0 0 0 323 0 0 3 1,205
Band Spectral Regression with Trending Data 0 0 0 1 0 1 4 850
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 1 2 693
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 261 1 1 4 673
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 0 0 594
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 1 5 173 0 2 11 95
Total Working Papers 2 4 16 2,865 3 11 49 9,175

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 0 3 13 96
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 0 2 2 258
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 0 4 17 901 4 10 38 2,961
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 1 1 2 16
Band Spectral Regression with Trending Data 0 0 0 141 0 3 8 676
Cointegration and Tests of Purchasing Power Parity 0 0 0 549 0 0 1 1,035
Household Saving and The Rate of Interest 0 0 0 2 0 1 1 16
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 2 5 854
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 1 1 276
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 2 15 1 2 9 46
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 1 2 121
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 0 0 0 374
Testing for cointegration using principal components methods 0 0 0 232 0 1 3 474
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 3 3 80
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 2 4 15 0 2 7 46
Total Journal Articles 0 6 30 2,667 8 32 102 9,107

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 2 1,248 2 4 15 4,593
Total Software Items 0 0 2 1,248 2 4 15 4,593

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06