13
H index
15
i10 index
1637
Citations
Sam Ouliaris : Citation Profile
International Monetary Fund (IMF) | RESEARCH PRODUCTION: 20 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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41 years (1981 - 2022). 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:
| Cites to:
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Main data
Where Sam Ouliaris has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 3 |
| The Review of Economics and Statistics | 2 |
| Econometrica | 2 |
| Empirical Economics | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| The Economic Record | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 6 |
Recent works citing Sam Ouliaris (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | PURCHASING POWER PARITY IN RUSSIA AND THE TRANSITIONING ECONOMY 1990-1995. (2023). Eberle, Paul B ; Bradley, Thomas L. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:bradleyt. Full description at Econpapers || Download paper |
| 2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper |
| 2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper |
| 2023 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper |
| 2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper |
| 2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The Impact of Oil Prices on State Budget Income and Expenses: Case of Azerbaijan. (2023). Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-23. Full description at Econpapers || Download paper |
| 2023 | Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14. Full description at Econpapers || Download paper |
| 2023 | Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23. Full description at Econpapers || Download paper |
| 2023 | Income inequality and carbon emissions in the United States 1929–2019. (2023). , Fredrik. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pa:s0921800922002944. Full description at Econpapers || Download paper |
| 2023 | Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61. Full description at Econpapers || Download paper |
| 2023 | Primary energy consumption-growth nexus: The role of natural resources, quality of government, and fixed capital formation. (2023). Rafiq, Muhammad ; Shafique, Muhammad ; Ateeq, Muhammad ; Azam, Anam ; Yuan, Jiahai. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024562. Full description at Econpapers || Download paper |
| 2023 | A review of the literature on LNG: Hubs development, market integration, and price discovery. (2023). Lee, Thomas ; Simkins, Betty ; Popova, Ivilina ; Hupka, Yuri. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000399. Full description at Econpapers || Download paper |
| 2023 | Commodity price shocks: Order within chaos?. (2023). Kabundi, Alain ; Baffes, John. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003513. Full description at Econpapers || Download paper |
| 2023 | Cointegration analysis of hazard rates and CDSs: Applications to pairs trading strategy. (2023). Nakamura, Nobuhiro ; Kato, Kensuke. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000444. Full description at Econpapers || Download paper |
| 2023 | Environmental feasibility of a gradual shift from fossil fuels to renewable energy in India: Evidence from multiple structural breaks cointegration. (2023). Asif, Mohammad ; Dar, Javaid. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:589-601. Full description at Econpapers || Download paper |
| 2023 | From Heroes to Scoundrels: Exploring the effects of online campaigns celebrating frontline workers on COVID-19 outcomes. (2023). Huan, Tzung-Cheng ; Fotiadis, Anestis ; Polyzos, Efstathios. In: Technology in Society. RePEc:eee:teinso:v:72:y:2023:i:c:s0160791x23000039. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Research on the Relationship between CO 2 Emissions, Road Transport, Economic Growth and Energy Consumption on the Example of the Visegrad Group Countries. (2023). Cka, Irena ; Supro, Baej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1340-:d:1048041. Full description at Econpapers || Download paper |
| 2023 | How Oil Price Changes Affect Inflation in an Oil-Exporting Country: Evidence from Azerbaijan. (2023). Gadim-Oglu, Natig Hajiyev ; Humbatova, Sugra ; Aliyev, Khatai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5846-:d:1109258. Full description at Econpapers || Download paper |
| 2023 | The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis. (2023). Gamboa-Estrada, Fredy. In: IHEID Working Papers. RePEc:gii:giihei:heidwp12-2023. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Does political risk undermine environment and economic development in Pakistan? Empirical evidence from China–Pakistan economic corridor. (2023). Ashraf, Junaid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09434-z. Full description at Econpapers || Download paper |
| 2027 | Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027. Full description at Econpapers || Download paper |
| 2023 | Unemployment and Suicide in the United States: The Import of Addressing Cross-Sectional Dependence. (2023). Kunce, Mitch. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:10:y:2023:i:1:p:1-19. Full description at Econpapers || Download paper |
| 2023 | Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions. (2023). Wagner, Martin. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02332-3. Full description at Econpapers || Download paper |
| 2023 | The role of shadow economy to determine CO2 emission in Pakistan: evidence from novel dynamic simulated ARDL model and wavelet coherence analysis. (2023). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02164-2. Full description at Econpapers || Download paper |
| 2023 | Long-run relationship between the unemployment rate and the current account balance in the United States: An empirical analysis. (2023). Nasser, Tareque ; Ahmed, Haydory Akbar. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:3:d:10.1007_s10258-022-00220-3. Full description at Econpapers || Download paper |
| 2023 | Wavelet eigenvalue regression in high dimensions. (2023). Wendt, Herwig ; Didier, Gustavo ; Boniece, Cooper B ; Abry, Patrice. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09279-3. Full description at Econpapers || Download paper |
| 2023 | Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series. (2006). Verbrugge, Randal ; Ashley, Richard. In: Working Papers. RePEc:vpi:wpaper:e06-7. Full description at Econpapers || Download paper |
| 2023 | The Effects of Foreign Participation on Chinese Government Bond Yields. (2023). Liu, Kerry ; Kerry, Liu. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:222-240:n:11. Full description at Econpapers || Download paper |
| 2023 | A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers || Download paper |
| 2023 | The demand for money at the zero interest rate bound. (2023). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:968-976. Full description at Econpapers || Download paper |
Works by Sam Ouliaris:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 37 |
| 2004 | Key Features of Australian Business Cycles In: Australian Economic Papers. [Full Text][Citation analysis] | article | 15 |
| 1981 | Household Saving and The Rate of Interest In: The Economic Record. [Full Text][Citation analysis] | article | 3 |
| 1991 | A Test of Long?run Purchasing Power Parity Allowing for Structural Breaks In: The Economic Record. [Full Text][Citation analysis] | article | 28 |
| 2016 | A Method for Working with Sign Restrictions in Structural Equation Modelling In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
| 2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Band Spectral Regression with Trending Data In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 71 |
| 2002 | Band Spectral Regression with Trending Data.(2002) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 1997 | Band Spectral Regression with Trending Data..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 1984 | The Exact Distribution of the Wald Statistic: The Non-Central Case In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Testing for Cointegration Using Principal Component Measures In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Asymptotic Properties of Residual Based Tests for Cointegration In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 978 |
| 1990 | Asymptotic Properties of Residual Based Tests for Cointegration..(1990) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 978 | article | |
| 1988 | Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 108 |
| 1991 | A Reexamination of the Consumption Function Using Frequency Domain Regressors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 1994 | A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 1988 | Testing for cointegration using principal components methods In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 76 |
| 1985 | The demand for money : A variable adjustment model In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1986 | Robust tests for unit roots in the foreign exchange market In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2021 | Pre- and Post-Global Financial Crisis Policy Multipliers# In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2020 | Three questions regarding impulse responses and their interpretation found from sign restrictions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Spectral Tests of the Martingale Hypothesis for Exchange Rates. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
| 1989 | A Random Walk through the Gibson Paradox. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1994 | The Determinants of Australian Trade Union Membership. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2015 | A New Method for Working With Sign Restrictions in SVARs In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 1988 | Cointegration and Tests of Purchasing Power Parity. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 179 |
| 1992 | On Cointegration and Tests of Forward Market Unbiasedness. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
| 1991 | A Rexamination of the Consumption Function Using Frequency Domain Regressions. In: Working Papers. [Citation analysis] | paper | 20 |
| 1994 | A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2008 | BOOK REVIEW: The Singapore Economy: An Econometric Perspective by Tilak Abeysinghe and Keen Meng Choy In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team