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 90 4 5 13 162
A Reexamination of the Consumption Function Using Frequency Domain Regressors 0 0 0 164 7 7 7 1,086
A Rexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 1 0 1 2 499
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 2 1,439 3 7 16 3,339
Band Spectral Regression with Trending Data 0 0 0 1 0 3 11 857
Band Spectral Regression with Trending Data 0 0 0 323 2 6 10 1,212
Testing for Cointegration Using Principal Component Measures 0 0 0 339 2 3 4 696
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 3 263 3 9 15 686
The Exact Distribution of the Wald Statistic: The Non-Central Case 0 0 0 75 4 4 5 599
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 4 173 2 5 15 100
Total Working Papers 0 2 12 2,868 27 50 98 9,236

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 3 31 7 11 23 109
A Random Walk through the Gibson Paradox 0 0 0 65 3 7 8 387
A Reexamination of the Consumption Function Using Frequency Domain Regressions 0 0 0 0 7 7 10 266
A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks 0 1 1 4 3 5 6 16
Asymptotic Properties of Residual Based Tests for Cointegration 1 2 13 904 6 12 43 2,979
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 2 3 5 19
Band Spectral Regression with Trending Data 0 0 0 141 4 10 16 686
Cointegration and Tests of Purchasing Power Parity 0 3 3 552 6 11 13 1,048
Household Saving and The Rate of Interest 0 0 0 2 8 9 11 26
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 5 7 10 490
Key Features of Australian Business Cycles 0 1 3 274 4 8 15 864
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 2 5 7 282
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 0 3 16 6 8 16 56
Robust tests for unit roots in the foreign exchange market 0 0 0 55 7 9 11 131
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 3 5 6 380
Testing for cointegration using principal components methods 0 0 0 232 1 1 6 477
The Determinants of Australian Trade Union Membership 0 0 0 158 5 8 8 912
The demand for money: A variable adjustment model 0 0 0 20 5 5 8 85
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 15 2 4 11 52
Total Journal Articles 1 8 29 2,677 86 135 233 9,265

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 4 10 21 4,606
Total Software Items 0 0 1 1,249 4 10 21 4,606

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Statistics updated 2026-02-12