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 0 1 91 2 6 15 172
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 1 15 1,094
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 2 9 507
Asymptotic Properties of Residual Based Tests for Cointegration 1 2 3 1,441 4 6 34 3,366
Band Spectral Regression with Trending Data 0 0 0 1 4 5 12 866
Band Spectral Regression with Trending Data 0 0 0 323 3 5 22 1,228
Testing for Cointegration Using Principal Component Measures 0 0 0 339 3 3 13 706
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 1 263 1 2 17 694
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 3 5 12 607
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 0 173 1 2 12 107
Total Working Papers 1 2 5 2,871 21 37 161 9,347

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 1 31 0 3 17 115
A Random Walk through the Gibson Paradox 0 0 0 65 3 4 18 398
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 2 2 18 277
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 2 5 1 1 8 19
Asymptotic Properties of Residual Based Tests for Cointegration 2 2 8 910 5 10 70 3,037
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 1 1 5 21
Band Spectral Regression with Trending Data 0 0 0 141 1 1 21 697
Cointegration and Tests of Purchasing Power Parity 0 1 6 555 2 3 23 1,060
Household Saving and The Rate of Interest 0 0 0 2 2 2 20 37
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 1 1 11 494
Key Features of Australian Business Cycles 0 0 1 274 0 2 11 867
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 1 1 12 289
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 0 16 4 4 18 66
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 1 10 132
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 2 3 10 385
Testing for cointegration using principal components methods 0 0 0 232 7 7 11 487
The Determinants of Australian Trade Union Membership 0 0 1 159 0 1 20 924
The demand for money: A variable adjustment model 0 0 0 20 3 3 13 93
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 1 16 2 4 11 59
Total Journal Articles 2 3 20 2,689 37 54 327 9,457

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 1 1,250 6 7 26 4,622
Total Software Items 1 1 1 1,250 6 7 26 4,622

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Statistics updated 2026-11-12