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 2 6 90 1 4 12 158
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 1 1 2 499
Asymptotic Properties of Residual Based Tests for Cointegration 1 1 3 1,439 2 2 13 3,334
Band Spectral Regression with Trending Data 0 0 0 323 2 3 6 1,208
Band Spectral Regression with Trending Data 0 0 0 1 2 6 10 856
Testing for Cointegration Using Principal Component Measures 0 0 0 339 0 0 2 693
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 3 262 2 7 9 679
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 0 1 1 595
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 4 173 0 0 10 95
Total Working Papers 1 4 16 2,867 10 24 66 9,196

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 1 6 31 3 5 18 101
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 1 3 259
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 1 1 1 4 1 1 3 12
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 15 902 3 13 39 2,970
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 0 1 2 16
Band Spectral Regression with Trending Data 0 0 0 141 3 3 10 679
Cointegration and Tests of Purchasing Power Parity 2 2 2 551 3 5 5 1,040
Household Saving and The Rate of Interest 0 0 0 2 0 1 2 17
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 0 0 3 483
Key Features of Australian Business Cycles 0 0 2 273 1 5 8 857
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 1 2 3 278
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 1 3 16 0 3 9 48
Robust tests for unit roots in the foreign exchange market 0 0 0 55 1 2 3 123
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 2 3 3 377
Testing for cointegration using principal components methods 0 0 0 232 0 2 5 476
The Determinants of Australian Trade Union Membership 0 0 0 158 2 2 2 906
The demand for money: A variable adjustment model 0 0 0 20 0 0 3 80
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 15 0 2 8 48
Total Journal Articles 4 6 32 2,673 20 51 130 9,150

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 1 2 1,249 0 5 13 4,596
Total Software Items 0 1 2 1,249 0 5 13 4,596

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Statistics updated 2025-12-06