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 0 2 9 158
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 0 1 2 499
Asymptotic Properties of Residual Based Tests for Cointegration 0 1 3 1,439 2 4 15 3,336
Band Spectral Regression with Trending Data 0 0 0 323 2 5 8 1,210
Band Spectral Regression with Trending Data 0 0 0 1 1 7 11 857
Testing for Cointegration Using Principal Component Measures 0 0 0 339 1 1 3 694
Testing for a Unit Root in the Presence of a Maintained Trend 1 2 3 263 4 10 12 683
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 3 3 13 98
Total Working Papers 1 3 13 2,868 13 34 75 9,209

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 31 1 6 18 102
A Random Walk through the Gibson Paradox 0 0 0 65 4 4 5 384
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 0 1 1 4 1 2 4 13
Asymptotic Properties of Residual Based Tests for Cointegration 1 2 13 903 3 12 38 2,973
BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy 0 0 0 1 1 1 3 17
Band Spectral Regression with Trending Data 0 0 0 141 3 6 12 682
Cointegration and Tests of Purchasing Power Parity 1 3 3 552 2 7 7 1,042
Household Saving and The Rate of Interest 0 0 0 2 1 2 3 18
Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 0 2 2 5 485
Key Features of Australian Business Cycles 1 1 3 274 3 6 11 860
On Cointegration and Tests of Forward Market Unbiasedness 0 0 0 87 2 4 5 280
Pre- and Post-Global Financial Crisis Policy Multipliers# 0 1 3 16 2 4 10 50
Robust tests for unit roots in the foreign exchange market 0 0 0 55 1 3 4 124
Spectral Tests of the Martingale Hypothesis for Exchange Rates 0 0 0 120 0 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 1 3 3 907
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 2 4 9 50
Total Journal Articles 3 9 31 2,676 29 72 151 9,179

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 1 1,249 6 9 17 4,602
Total Software Items 0 1 1 1,249 6 9 17 4,602

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Statistics updated 2026-01-09