Details about Sam Ouliaris

Access statistics for papers by Sam Ouliaris.

Last updated 2011-07-31. Update your information in the RePEc Author Service.

Short-id: pou12

Working Papers

2011

1. Exchange Rate Pass-Through over the Business Cycle in Singapore
   IMF Working Papers, International Monetary Fund

2006

2. U.S. Inflation Dynamics: What Drives Them Over Different Frequencies?
   IMF Working Papers, International Monetary Fund View citations (3)

2001

3. Key Features of Australian Business Cycles
   IMF Working Papers, International Monetary Fund View citations (5)
   See also Journal Article in Australian Economic Papers (2004)

1997

4. Band Spectral Regression with Trending Data
   Working Papers, University of Iowa, Department of Economics View citations (6)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1997)
   See also Journal Article in Econometrica (2002)

1991

5. A Reexamination of the Consumption Function Using Frequency Domain Regressors
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
   See also Journal Article in Empirical Economics (1994)
6. A Rexamination of the Consumption Function Using Frequency Domain Regressions
   Working Papers, University of Iowa, Department of Economics
   See also Journal Article in Empirical Economics (1994)

1988

7. Asymptotic Properties of Residual Based Tests for Cointegration
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
   See also Journal Article in Econometrica (1990)
8. Testing for a Unit Root in the Presence of a Maintained Trend
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (23)

1987

9. Testing for Cointegration Using Principal Component Measures
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

1984

10. The Exact Distribution of the Wald Statistic: The Non-Central Case
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

Journal Articles

2008

1. BOOK REVIEW: "The Singapore Economy: An Econometric Perspective" by Tilak Abeysinghe and Keen Meng Choy
   The Singapore Economic Review (SER), 2008, 53, (02), 339-340

2004

2. Key Features of Australian Business Cycles
   Australian Economic Papers, 2004, 43, (1), 39-58 View citations (4)
   See also Working Paper (2001)

2002

3. Band Spectral Regression with Trending Data
   Econometrica, 2002, 70, (3), 1067-1109 View citations (31)
   See also Working Paper (1997)

1997

4. Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates
   Journal of Business & Economic Statistics, 1997, 15, (1), 51-59 View citations (9)

1995

5. Spectral Tests of the Martingale Hypothesis for Exchange Rates
   Journal of Applied Econometrics, 1995, 10, (3), 255-71 View citations (11)

1994

6. A Reexamination of the Consumption Function Using Frequency Domain Regressions
   Empirical Economics, 1994, 19, (4), 595-609 View citations (13)
   See also Working Paper (1991)
   Working Paper (1991)
7. The Determinants of Australian Trade Union Membership
   Journal of Applied Econometrics, 1994, 9, (4), 453-68 View citations (6)

1992

8. On Cointegration and Tests of Forward Market Unbiasedness
   The Review of Economics and Statistics, 1992, 74, (4), 728-32 View citations (16)

1991

9. A Test of Long-Run Purchasing Power Parity Allowing for Structural Breaks
   The Economic Record, 1991, 67, (196), 26-33 View citations (24)

1990

10. Asymptotic Properties of Residual Based Tests for Cointegration
    Econometrica, 1990, 58, (1), 165-93 View citations (400)
    See also Working Paper (1988)

1989

11. A Random Walk through the Gibson Paradox
    Journal of Applied Econometrics, 1989, 4, (3), 295-303 View citations (4)

1988

12. Cointegration and Tests of Purchasing Power Parity
    The Review of Economics and Statistics, 1988, 70, (3), 508-11 View citations (92)
13. Testing for cointegration using principal components methods
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 205-230 View citations (36)

1986

14. Robust tests for unit roots in the foreign exchange market
    Economics Letters, 1986, 22, (4), 375-380 View citations (14)

1985

15. The demand for money: A variable adjustment model
    Economics Letters, 1985, 18, (2-3), 197-200 View citations (1)

1981

16. Household Saving and the Rate of Interest
    The Economic Record, 1981, 57, (158), 205-14 View citations (3)

Software Items

1996

1. Dbank: Time Series Data Management System for Microsoft Windows
   DOS and Windows codes