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 0 3 13 166
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 0 3 13 1,092
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 4 8 505
Asymptotic Properties of Residual Based Tests for Cointegration 0 0 2 1,439 1 15 28 3,357
Band Spectral Regression with Trending Data 0 0 0 323 1 8 18 1,222
Band Spectral Regression with Trending Data 0 0 0 1 0 2 11 860
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 6 11 703
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 0 3 19 691
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 2 8 602
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 2 173 0 4 13 105
Total Working Papers 0 0 9 2,869 2 50 142 9,303

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 2 31 0 2 20 112
A Random Walk through the Gibson Paradox 0 0 0 65 1 4 13 393
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 3 7 18 274
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 1 2 5 0 1 7 18
Asymptotic Properties of Residual Based Tests for Cointegration 1 1 8 905 7 33 67 3,018
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 1 5 20
Band Spectral Regression with Trending Data 0 0 0 141 2 10 24 696
Cointegration and Tests of Purchasing Power Parity 1 2 5 554 2 8 22 1,057
Household Saving and The Rate of Interest 0 0 0 2 0 4 18 33
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 2 11 493
Key Features of Australian Business Cycles 0 0 1 274 0 0 12 864
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 0 5 12 287
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 1 16 0 3 18 62
Robust tests for unit roots in the foreign exchange market 0 0 0 55 0 0 11 131
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 0 2 8 382
Testing for cointegration using principal components methods 0 0 0 232 0 1 6 479
The Determinants of Australian Trade Union Membership 0 0 0 158 0 7 16 920
The demand for money: A variable adjustment model 0 0 0 20 1 2 11 88
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 16 0 2 11 55
Total Journal Articles 2 5 22 2,682 16 94 310 9,382

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 2 6 26 4,615
Total Software Items 0 0 1 1,249 2 6 26 4,615

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Statistics updated 2026-06-04