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Details about Sam Ouliaris

Postal address:c/o Asian Division IMF Institute International Monetary Fund, 1900 Pennsylvania Ave NW, Washington, DC, 20431
Workplace:International Monetary Fund (IMF), (more information at EDIRC)
IMF Institute, International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Sam Ouliaris.

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

Short-id: pou12


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Working Papers

2011

  1. Exchange Rate Pass-Through Over the Business Cycle in Singapore
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

2006

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

2001

  1. Key Features of Australian Business Cycles
    IMF Working Papers, International Monetary Fund Downloads View citations (6)
    See also Journal Article in Australian Economic Papers (2004)

1997

  1. Band Spectral Regression with Trending Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Working Papers, University of Iowa, Department of Economics (1997) View citations (5)

    See also Journal Article in Econometrica (2002)

1991

  1. A Reexamination of the Consumption Function Using Frequency Domain Regressors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Empirical Economics (1994)
  2. 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

  1. Asymptotic Properties of Residual Based Tests for Cointegration
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
    See also Journal Article in Econometrica (1990)
  2. Testing for a Unit Root in the Presence of a Maintained Trend
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (55)

1987

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

1984

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

Journal Articles

2004

  1. Key Features of Australian Business Cycles
    Australian Economic Papers, 2004, 43, (1), 39-58 Downloads View citations (7)
    See also Working Paper (2001)

2002

  1. Band Spectral Regression with Trending Data
    Econometrica, 2002, 70, (3), 1067-1109 Downloads View citations (42)
    See also Working Paper (1997)

1997

  1. Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates
    Journal of Business & Economic Statistics, 1997, 15, (1), 51-59 View citations (27)

1995

  1. Spectral Tests of the Martingale Hypothesis for Exchange Rates
    Journal of Applied Econometrics, 1995, 10, (3), 255-71 Downloads View citations (17)

1994

  1. A Reexamination of the Consumption Function Using Frequency Domain Regressions
    Empirical Economics, 1994, 19, (4), 595-609 View citations (15)
    See also Working Paper (1991)
    Working Paper (1991)
  2. The Determinants of Australian Trade Union Membership
    Journal of Applied Econometrics, 1994, 9, (4), 453-68 Downloads View citations (8)

1992

  1. On Cointegration and Tests of Forward Market Unbiasedness
    The Review of Economics and Statistics, 1992, 74, (4), 728-32 Downloads View citations (19)

1991

  1. A Test of Long-Run Purchasing Power Parity Allowing for Structural Breaks
    The Economic Record, 1991, 67, (196), 26-33 View citations (30)

1990

  1. Asymptotic Properties of Residual Based Tests for Cointegration
    Econometrica, 1990, 58, (1), 165-93 Downloads View citations (630)
    See also Working Paper (1988)

1989

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

1988

  1. Cointegration and Tests of Purchasing Power Parity
    The Review of Economics and Statistics, 1988, 70, (3), 508-11 Downloads View citations (133)
  2. Testing for cointegration using principal components methods
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 205-230 Downloads View citations (50)

1986

  1. Robust tests for unit roots in the foreign exchange market
    Economics Letters, 1986, 22, (4), 375-380 Downloads View citations (20)

1985

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

1981

  1. Household Saving and the Rate of Interest
    The Economic Record, 1981, 57, (158), 205-14 View citations (5)

Software Items

1996

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