Sam Ouliaris : Citation Profile


Are you Sam Ouliaris?

International Monetary Fund (IMF)
International Monetary Fund (IMF)

12

H index

13

i10 index

1388

Citations

RESEARCH PRODUCTION:

18

Articles

9

Papers

RESEARCH ACTIVITY:

   35 years (1981 - 2016). See details.
   Cites by year: 39
   Journals where Sam Ouliaris has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 5 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pou12
   Updated: 2021-03-27    RAS profile: 2020-08-20    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sam Ouliaris.

Is cited by:

Phillips, Peter (45)

Shahbaz, Muhammad (20)

Xiao, Zhijie (17)

Perron, Pierre (14)

Gerlach, Stefan (12)

Assenmacher, Katrin (12)

Kanas, Angelos (11)

Hassler, Uwe (11)

Kanas, Angelos (11)

Cashin, Paul (11)

Kanas, Angelos (11)

Cites to:

Phillips, Peter (24)

Park, Joon (6)

pagan, adrian (5)

Rubio-Ramirez, Juan F (5)

Waggoner, Daniel (5)

Cochrane, John (4)

Corbae, P. Dean (4)

Campbell, John (4)

Durlauf, Steven (3)

Lütkepohl, Helmut (3)

Perron, Pierre (3)

Main data


Where Sam Ouliaris has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
The Review of Economics and Statistics2
Econometrica2
Economics Letters2
The Economic Record2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University6

Recent works citing Sam Ouliaris (2021 and 2020)


YearTitle of citing document
2021Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2021Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179.

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2020Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation. (2020). Daizadeh, Iraj. In: Papers. RePEc:arx:papers:2012.10400.

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2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08107.

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2020Destabilizing role of futures markets on North American hard red spring wheat spot prices. (2020). Goetz, Cole ; Miljkovic, Dragan. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:6:p:887-897.

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2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

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2020Formal and statistical aspects of estimating Okuns law at a regional level. (2020). Boďa, Martin ; Boa, Martin ; Povaanova, Mariana. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:4:p:1113-1136.

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2020A wavelet-based variance ratio unit root test for a system of equations. (2020). Kristofer, Mnsson ; Ghazi, Shukur ; Aziz, Ali Abdul. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:16:n:2.

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2020Tributación en Colombia: Una aproximación teórica y empírica de la Curva de Laffer. (2020). Campo Robledo, Jacobo ; Villar, Juan Camilo ; Herrera, Juan Pablo. In: Estudios Económicos SIC. RePEc:col:000458:018601.

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2020Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590.

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2020Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in . (2020). Arsad, La Ode ; Adam, Pasrun ; Rosnawintang, Rosnawintang ; Saranani, Fajar ; Aedy, Hasan ; Saidi, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-15.

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2020Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia. (2020). Saenong, Zainuddin ; Saidi, La Ode ; Millia, Heppi ; Rumbia, Wali Aya ; Adam, Pasrun ; Azismuthalib, Abd. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-13.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2020Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model. (2020). Jei, Sang Young ; Min, Dai Hong ; Yoon, Jong Cheol. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:494-500.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2020Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (2020). Wagner, Martin ; Hong, Seung Hyun ; Grabarczyk, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:216-255.

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2020Econometric estimates of Earth’s transient climate sensitivity. (2020). Phillips, Peter ; Storelvmo, Trude ; Leirvik, Thomas ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:6-32.

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2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. (2020). Phillips, Peter ; GAO, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:607-632.

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2020Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data. (2020). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:140-160.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Wijler, Etienne ; Smeekes, Stephan. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2020The European wood pellets for heating market - Price developments, trade and market efficiency. (2020). Lamers, Patrick ; Olsson, Olle ; Kranzl, Lukas ; Schipfer, Fabian. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317448.

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2020The PRCs long-run growth through the lens of the export-led growth model. (2020). Lanzafame, Matteo ; Felipe, Jesus. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:1:p:163-181.

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2020Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243.

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2021Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264.

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2020Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2020). Pernagallo, Giuseppe ; Torrisi, Benedetto. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316462.

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2020Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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2020A Trojan Horse in the peer-review process of fee-charging economic journals. (2020). Morone, Andrea ; Dell'Anno, Roberto ; Caferra, Rocco. In: Framed Field Experiments. RePEc:feb:framed:00701.

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2020Elasticity Analysis of Fossil Energy Sources for Sustainable Economies: A Case of Gasoline Consumption in Turkey. (2020). Mukhtarov, Shahriyar ; Aydin, Ridvan ; Yuksel, Serhat ; Diner, Hasan ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:731-:d:317837.

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2020Sustainable Knowledge Investment Increases Employment and GDP in the Spanish Agricultural Sector More Than Other Investments. (2020). Cosculluela-Martinez, Carolina . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3127-:d:345012.

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2021Tributación en Colombia: Una aproximación teórica y empírica de la Curva de Laffer. (2021). Campo Robledo, Jacobo ; Herrera, Juan Pablo ; Villar, Juan Camilo. In: Working Papers. RePEc:hal:wpaper:hal-03114284.

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2020FAQ: How do I extract the output gap?. (2020). Canova, Fabio. In: Working Paper Series. RePEc:hhs:rbnkwp:0386.

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2020Terrorism - workers remittances nexus: empirical evidence from Turkey. (2020). Bello, Ibrahim ; Ari, Yilmaz Onur. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:70-93.

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2020A Labor Market-Augmented Empirical Stock-Flow Consistent Model Applied to the Greek Economy. (). Pierros, Christos. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_949.

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2020Semi-endogenous versus Schumpeterian growth models: a critical review of the literature and new evidence. (2020). Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:100383.

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2020Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic. (2020). Puah, Chin-Hong ; Liew, Venus. In: MPRA Paper. RePEc:pra:mprapa:100414.

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2020A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State. (2020). Cassim, Lucius. In: MPRA Paper. RePEc:pra:mprapa:101453.

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202060 años de productividad: Enfoques para su estimación en Nicaragua. (2020). Lopez, Axsell ; Godinez, Raul ; Angulo, Laura. In: MPRA Paper. RePEc:pra:mprapa:104943.

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2020Tributación en Colombia: Una aproximación teórica y empírica de la Curva de Laffer. (2020). Villar Otálora, Juan ; Campo Robledo, Jacobo. In: MPRA Paper. RePEc:pra:mprapa:105405.

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2021On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: MPRA Paper. RePEc:pra:mprapa:106035.

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2020A Comparison of Agricultural, Industrial and Services Sector Impact on Trade Balance: A Case Study of Pakistan. (2020). Muzammil, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:95750.

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2020Semi-endogenous versus Schumpeterian growth models: a critical review of the literature and new evidence. (2020). Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:98022.

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2020The Financial Development-Environmental Degradation Nexus in the United Arab Emirates: The Importance of Growth, Globalization and Structural Breaks. (2020). Sohag, Kazi ; Shahbaz, Muhammad ; Ozturk, Ilhan ; Haouas, Ilham. In: MPRA Paper. RePEc:pra:mprapa:98052.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2021Tributación en Colombia: Una aproximación teórica y empírica de la Curva de Laffer. (2021). Villar Otálora, Juan ; Campo Robledo, Jacobo ; Campo-Robledo, Jacobo ; Herrera, Juan Pablo. In: Working papers. RePEc:rie:riecdt:73.

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2020The Size and Development of the Shadow Economy in Morocco. (2020). schneider, friedrich ; LAHLOU, kamal ; Doghmi, Hicham. In: Document de travail. RePEc:ris:bkamdt:2020_003.

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2021Interaction Effect of Tourism and Foreign Exchange Earnings on Economic Growth in Nigeria. (2021). Okunbor, Joshua ; Ayanda, Tunde ; Ejemeyovwi, Jeremiah ; Osabohien, Romanus ; Ede, Christian ; Matthew, Oluwatoyin A. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:1:p:7-22.

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2021The effect of lodging tax increases on US destinations. (2021). Meng, Fang ; Hudson, Simon ; Qi, Rui ; Li, Jing ; Smith, Scott ; Fung, Kevin Kam. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:1:p:205-219.

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2021Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. (2021). Wegener, Christoph ; Stege, Nikolas ; Kunze, Frederik ; Basse, Tobias. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03762-x.

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2020Determinants of structural unemployment in Colombia: a search approach. (2020). Florez, Luz ; Arango Thomas, Luis. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1572-y.

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2020On cointegration between the insurance market and economic activity. (2020). Petrova, Yana. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01669-6.

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2020Is the emphasis on unit labor costs an effective export-promoting policy? A comparison between Greece and Portugal. (2020). ZOMBANAKIS, GEORGE ; Katsaitis, Odysseus ; Doulos, Dimitris. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:3:d:10.1007_s40822-020-00145-2.

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2020Government expenditure on human capital and growth in Namibia: a time series analysis. (2020). DE, UTPAL ; Christopher, . In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00196-3.

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2020Differencing versus nondifferencing in factor‐based forecasting. (2020). Choi, In ; Jeong, Hanbat. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750.

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2020Tunisia, natural resources, and capital flight. (2020). Sebri, Maamar ; Dachraoui, Hajer. In: EconStor Preprints. RePEc:zbw:esprep:218970.

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2020The role of foreign direct investment in growth: Spain, 1964-2013. (2020). Bajo-Rubio, Oscar. In: GLO Discussion Paper Series. RePEc:zbw:glodps:676.

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Works by Sam Ouliaris:


YearTitleTypeCited
1997Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article34
2004Key Features of Australian Business Cycles In: Australian Economic Papers.
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article12
1981Household Saving and The Rate of Interest In: The Economic Record.
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article0
1991A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks In: The Economic Record.
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article0
2016A Method for Working with Sign Restrictions in Structural Equation Modelling In: Oxford Bulletin of Economics and Statistics.
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article5
1997Band Spectral Regression with Trending Data In: Cowles Foundation Discussion Papers.
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paper54
2002Band Spectral Regression with Trending Data.(2002) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 54
article
1997Band Spectral Regression with Trending Data..(1997) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 54
paper
1984The Exact Distribution of the Wald Statistic: The Non-Central Case In: Cowles Foundation Discussion Papers.
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paper0
1987Testing for Cointegration Using Principal Component Measures In: Cowles Foundation Discussion Papers.
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paper0
1988Asymptotic Properties of Residual Based Tests for Cointegration In: Cowles Foundation Discussion Papers.
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paper843
1990Asymptotic Properties of Residual Based Tests for Cointegration..(1990) In: Econometrica.
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This paper has another version. Agregated cites: 843
article
1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
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paper96
1991A Reexamination of the Consumption Function Using Frequency Domain Regressors In: Cowles Foundation Discussion Papers.
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paper18
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 18
article
1988Testing for cointegration using principal components methods In: Journal of Economic Dynamics and Control.
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article68
1985The demand for money : A variable adjustment model In: Economics Letters.
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article1
1986Robust tests for unit roots in the foreign exchange market In: Economics Letters.
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article21
1995Spectral Tests of the Martingale Hypothesis for Exchange Rates. In: Journal of Applied Econometrics.
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article19
1989A Random Walk through the Gibson Paradox. In: Journal of Applied Econometrics.
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article5
1994The Determinants of Australian Trade Union Membership. In: Journal of Applied Econometrics.
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article10
2015A New Method for Working With Sign Restrictions in SVARs In: NCER Working Paper Series.
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paper1
1988Cointegration and Tests of Purchasing Power Parity. In: The Review of Economics and Statistics.
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article163
1992On Cointegration and Tests of Forward Market Unbiasedness. In: The Review of Economics and Statistics.
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article20
1991A Rexamination of the Consumption Function Using Frequency Domain Regressions. In: Working Papers.
[Citation analysis]
paper18
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 18
article
2008BOOK REVIEW: The Singapore Economy: An Econometric Perspective by Tilak Abeysinghe and Keen Meng Choy In: The Singapore Economic Review (SER).
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article0

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