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 4 88 1 1 8 154
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 1 1 4 1,438 2 3 14 3,332
Band Spectral Regression with Trending Data 0 0 0 1 0 1 4 850
Band Spectral Regression with Trending Data 0 0 1 323 0 1 4 1,205
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 0 0 4 672
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 1 2 7 173 2 3 14 95
Total Working Papers 2 3 18 2,863 5 11 52 9,172

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 1 5 30 0 4 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 2 4 18 901 3 6 37 2,957
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 2 4 12 676
Cointegration and Tests of Purchasing Power Parity 0 0 1 549 0 0 2 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 1 3 483
Key Features of Australian Business Cycles 0 0 2 273 0 0 3 852
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 0 1 9 45
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 1 3 3 80
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 1 2 5 15 1 2 9 46
Total Journal Articles 3 7 33 2,667 7 27 105 9,099

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 1 2 13 4,591
Total Software Items 0 0 2 1,248 1 2 13 4,591

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Statistics updated 2025-09-05