Details about Sam Ouliaris

Access statistics for papers by Sam Ouliaris.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pou12

Working Papers

2020

1. Three questions regarding impulse responses and their interpretation found from sign restrictions
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2015

2. A New Method for Working With Sign Restrictions in SVARs
   NCER Working Paper Series, National Centre for Econometric Research View citations (4)

1997

3. Band Spectral Regression with Trending Data
   Working Papers, University of Iowa, Department of Economics View citations (5)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1997)
   See also Journal Article Band Spectral Regression with Trending Data, Econometrica, Econometric Society (2002) View citations (78) (2002)

1991

4. 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 A Reexamination of the Consumption Function Using Frequency Domain Regressions, Empirical Economics, Springer (1994) View citations (21) (1994)
5. A Rexamination of the Consumption Function Using Frequency Domain Regressions
   Working Papers, University of Iowa, Department of Economics
   See also Journal Article A Reexamination of the Consumption Function Using Frequency Domain Regressions, Empirical Economics, Springer (1994) View citations (21) (1994)

1988

6. Asymptotic Properties of Residual Based Tests for Cointegration
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
   See also Journal Article Asymptotic Properties of Residual Based Tests for Cointegration, Econometrica, Econometric Society (1990) View citations (1003) (1990)
7. 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 (115)

1987

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

1984

9. 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

2022

1. Three Basic Issues that Arise when Using Informational Restrictions in SVARs
   Oxford Bulletin of Economics and Statistics, 2022, 84, (1), 1-20 View citations (2)

2021

2. Pre- and Post-Global Financial Crisis Policy Multipliers#
   Journal of Macroeconomics, 2021, 70, (C) View citations (6)

2016

3. A Method for Working with Sign Restrictions in Structural Equation Modelling
   Oxford Bulletin of Economics and Statistics, 2016, 78, (5), 605-622 View citations (13)

2008

4. 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

5. Key Features of Australian Business Cycles
   Australian Economic Papers, 2004, 43, (1), 39-58 View citations (9)

2002

6. Band Spectral Regression with Trending Data
   Econometrica, 2002, 70, (3), 1067-1109 View citations (78)
   See also Working Paper Band Spectral Regression with Trending Data, Working Papers (1997) View citations (5) (1997)

1997

7. Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates
   Journal of Business & Economic Statistics, 1997, 15, (1), 51-59 View citations (38)

1995

8. Spectral Tests of the Martingale Hypothesis for Exchange Rates
   Journal of Applied Econometrics, 1995, 10, (3), 255-71 View citations (21)

1994

9. A Reexamination of the Consumption Function Using Frequency Domain Regressions
   Empirical Economics, 1994, 19, (4), 595-609 View citations (21)
   See also Working Paper A Reexamination of the Consumption Function Using Frequency Domain Regressors, Cowles Foundation Discussion Papers (1991) (1991)
   Working Paper A Rexamination of the Consumption Function Using Frequency Domain Regressions, Working Papers (1991) (1991)
10. The Determinants of Australian Trade Union Membership
    Journal of Applied Econometrics, 1994, 9, (4), 453-68 View citations (10)

1992

11. On Cointegration and Tests of Forward Market Unbiasedness
    The Review of Economics and Statistics, 1992, 74, (4), 728-32 View citations (22)

1991

12. A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks
    The Economic Record, 1991, 67, (1), 26-33 View citations (28)

1990

13. Asymptotic Properties of Residual Based Tests for Cointegration
    Econometrica, 1990, 58, (1), 165-93 View citations (1003)
    See also Working Paper Asymptotic Properties of Residual Based Tests for Cointegration, Cowles Foundation Discussion Papers (1988) View citations (8) (1988)

1989

14. A Random Walk through the Gibson Paradox
    Journal of Applied Econometrics, 1989, 4, (3), 295-303 View citations (7)

1988

15. Cointegration and Tests of Purchasing Power Parity
    The Review of Economics and Statistics, 1988, 70, (3), 508-11 View citations (184)
16. Testing for cointegration using principal components methods
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 205-230 View citations (75)

1986

17. Robust tests for unit roots in the foreign exchange market
    Economics Letters, 1986, 22, (4), 375-380 View citations (26)

1985

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

1981

19. Household Saving and The Rate of Interest
    The Economic Record, 1981, 57, (3), 205-214 View citations (3)

Software Items

1996

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