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 3 91 3 3 15 169
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 1 14 1,093
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 2 2 9 507
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 1 1,439 1 4 29 3,361
Band Spectral Regression with Trending Data 0 0 0 1 1 2 12 862
Band Spectral Regression with Trending Data 0 0 0 323 0 1 18 1,223
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 0 10 703
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 1 2 21 693
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 1 1 9 603
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 0 173 1 1 11 106
Total Working Papers 0 0 6 2,869 10 17 148 9,320

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 3 3 19 115
A Random Walk through the Gibson Paradox 0 0 0 65 1 2 15 395
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 0 1 17 275
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 0 2 5 0 0 7 18
Asymptotic Properties of Residual Based Tests for Cointegration 0 3 7 908 1 10 71 3,028
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 0 5 20
Band Spectral Regression with Trending Data 0 0 0 141 0 0 20 696
Cointegration and Tests of Purchasing Power Parity 1 1 6 555 1 1 23 1,058
Household Saving and The Rate of Interest 0 0 0 2 0 2 19 35
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 0 10 493
Key Features of Australian Business Cycles 0 0 1 274 1 2 14 866
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 1 12 288
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 1 16 0 0 17 62
Robust tests for unit roots in the foreign exchange market 0 0 0 55 1 1 11 132
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 1 1 9 383
Testing for cointegration using principal components methods 0 0 0 232 0 1 6 480
The Determinants of Australian Trade Union Membership 0 1 1 159 1 4 20 924
The demand for money: A variable adjustment model 0 0 0 20 0 2 10 90
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 1 16 0 0 9 55
Total Journal Articles 1 5 20 2,687 10 31 314 9,413

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 1 1,249 0 0 24 4,615
Total Software Items 0 0 1 1,249 0 0 24 4,615

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Statistics updated 2026-09-10