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 88 0 2 8 153
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 0 2 1,079
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 0 0 497
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 3 1,437 1 2 13 3,330
Band Spectral Regression with Trending Data 0 0 1 323 1 2 6 1,205
Band Spectral Regression with Trending Data 0 0 0 1 0 1 3 849
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 0 2 692
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 261 0 0 6 672
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 0 1 594
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 1 3 7 172 1 7 13 93
Total Working Papers 1 4 17 2,861 3 14 54 9,164

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 1 2 6 30 1 3 11 93
A Random Walk through the Gibson Paradox 0 0 0 65 0 1 1 380
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 0 0 0 256
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 5 16 897 0 11 36 2,951
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 0 1 15
Band Spectral Regression with Trending Data 0 0 0 141 1 2 9 673
Cointegration and Tests of Purchasing Power Parity 0 0 1 549 0 0 3 1,035
Household Saving and The Rate of Interest 0 0 0 2 0 0 2 15
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 1 1 3 483
Key Features of Australian Business Cycles 0 1 2 273 0 1 3 852
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 0 0 275
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 1 2 15 0 2 11 44
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 0 1 120
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 2 473
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 0 0 77
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 13 0 2 9 44
Total Journal Articles 1 10 30 2,661 3 24 95 9,075

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 0 0 13 4,589
Total Software Items 0 0 2 1,248 0 0 13 4,589

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Statistics updated 2025-07-04