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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)

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

  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 Downloads

2015

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

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 Band Spectral Regression with Trending Data, Econometrica, Econometric Society (2002) View citations (78) (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 A Reexamination of the Consumption Function Using Frequency Domain Regressions, Empirical Economics, Springer (1994) View citations (21) (1994)
  2. 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

  1. Asymptotic Properties of Residual Based Tests for Cointegration
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (8)
    See also Journal Article Asymptotic Properties of Residual Based Tests for Cointegration, Econometrica, Econometric Society (1990) Downloads View citations (1000) (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 (115)

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

2022

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

2021

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

2016

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

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 Downloads

2004

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

2002

  1. 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) Downloads (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 (37)

1995

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

1994

  1. 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) Downloads (1991)
    Working Paper A Rexamination of the Consumption Function Using Frequency Domain Regressions, Working Papers (1991) (1991)
  2. The Determinants of Australian Trade Union Membership
    Journal of Applied Econometrics, 1994, 9, (4), 453-68 Downloads View citations (10)

1992

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

1991

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

1990

  1. Asymptotic Properties of Residual Based Tests for Cointegration
    Econometrica, 1990, 58, (1), 165-93 Downloads View citations (1000)
    See also Working Paper Asymptotic Properties of Residual Based Tests for Cointegration, Cowles Foundation Discussion Papers (1988) Downloads View citations (8) (1988)

1989

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

1988

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

1986

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

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, (3), 205-214 Downloads View citations (3)

Software Items

1996

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