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
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Working Papers
2020
- 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
- A New Method for Working With Sign Restrictions in SVARs
NCER Working Paper Series, National Centre for Econometric Research View citations (4)
1997
- Band Spectral Regression with Trending Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 
Also in Working Papers, University of Iowa, Department of Economics (1997) View citations (5)
See also Journal Article Band Spectral Regression with Trending Data, Econometrica, Econometric Society (2002) View citations (78) (2002)
1991
- 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)
- 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
- 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 (1000) (1990)
- 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
- Testing for Cointegration Using Principal Component Measures
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
1984
- 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
- 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
- Pre- and Post-Global Financial Crisis Policy Multipliers#
Journal of Macroeconomics, 2021, 70, (C) View citations (6)
2016
- 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
- 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
- Key Features of Australian Business Cycles
Australian Economic Papers, 2004, 43, (1), 39-58 View citations (9)
2002
- 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, Cowles Foundation Discussion Papers (1997) (1997)
1997
- Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates
Journal of Business & Economic Statistics, 1997, 15, (1), 51-59 View citations (37)
1995
- Spectral Tests of the Martingale Hypothesis for Exchange Rates
Journal of Applied Econometrics, 1995, 10, (3), 255-71 View citations (21)
1994
- 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)
- The Determinants of Australian Trade Union Membership
Journal of Applied Econometrics, 1994, 9, (4), 453-68 View citations (10)
1992
- On Cointegration and Tests of Forward Market Unbiasedness
The Review of Economics and Statistics, 1992, 74, (4), 728-32 View citations (22)
1991
- A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks
The Economic Record, 1991, 67, (1), 26-33 View citations (28)
1990
- Asymptotic Properties of Residual Based Tests for Cointegration
Econometrica, 1990, 58, (1), 165-93 View citations (1000)
See also Working Paper Asymptotic Properties of Residual Based Tests for Cointegration, Cowles Foundation Discussion Papers (1988) View citations (8) (1988)
1989
- A Random Walk through the Gibson Paradox
Journal of Applied Econometrics, 1989, 4, (3), 295-303 View citations (7)
1988
- Cointegration and Tests of Purchasing Power Parity
The Review of Economics and Statistics, 1988, 70, (3), 508-11 View citations (184)
- Testing for cointegration using principal components methods
Journal of Economic Dynamics and Control, 1988, 12, (2-3), 205-230 View citations (75)
1986
- Robust tests for unit roots in the foreign exchange market
Economics Letters, 1986, 22, (4), 375-380 View citations (26)
1985
- The demand for money: A variable adjustment model
Economics Letters, 1985, 18, (2-3), 197-200 View citations (1)
1981
- Household Saving and The Rate of Interest
The Economic Record, 1981, 57, (3), 205-214 View citations (3)
Software Items
1996
- Dbank: Time Series Data Management System for Microsoft Windows
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