Sam Ouliaris : Citation Profile

International Monetary Fund (IMF)

13

H index

15

i10 index

1714

Citations

RESEARCH PRODUCTION:

20

Articles

10

Papers

RESEARCH ACTIVITY:

   41 years (1981 - 2022). See details.
   Cites by year: 41
   Journals where Sam Ouliaris has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 6 (0.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pou12
   Updated: 2025-12-20    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

pagan, adrian (2)

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 (54)

Shahbaz, Muhammad (26)

Xiao, Zhijie (17)

Perron, Pierre (14)

Camarero, Mariam (14)

Bahmani-Oskooee, Mohsen (14)

Tamarit, Cecilio (13)

Kanas, Angelos (13)

Kanas, Angelos (13)

KANAS, ANGELOS (13)

Kanas, Angelos (13)

Cites to:

Phillips, Peter (24)

pagan, adrian (13)

Baumeister, Christiane (7)

Rubio-Ramirez, Juan F (6)

Hamilton, James (6)

Park, Joon (6)

Waggoner, Daniel (6)

Cimadomo, Jacopo (5)

Benassy-Quere, Agnès (5)

Kose, Ayhan (4)

Ohnsorge, Franziska (4)

Main data

Where Sam Ouliaris has published?

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

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 (2025 and 2024)

YearTitle of citing document
2024Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity. (2024). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2025Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks. (2025). Zhou, Zhong-Guo ; Deng, QI. In: Papers. RePEc:arx:papers:2407.00813.

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2025An Empirical Approach toward the Interaction between Pension System and Demographic Dividend: Evidence of a Co-Integrated Socio-Economic Model of China. (2025). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2501.12144.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2024A residual‐based nonparametric variance ratio no‐cointegration test. (2024). Reichold, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:847-856.

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2024Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401.

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2024A new test of fiscal dominance and central bank independence. (2024). Hoddenbagh, Jonathan. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:20.

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2024The Istanbul Convention, Sofagate, and Turkey’s EU Candidacy: A Gender-Centric Convergence Analysis. (2024). Kollias, Christos ; Petros, Messis ; Christos, Kollias. In: Comparative Southeast European Studies. RePEc:bpj:soeuro:v:72:y:2024:i:2:p:163-184:n:2.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2538.

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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Lyu, Jingjing ; Sussmuth, Bernd. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2024Foreign Direct Investment and Economic Growth in the Pacific Alliance countries. (2024). Velasquez, Libardo Rojas ; Chila, Blademir Quiguanas. In: Revista Finanzas y Politica Economica. RePEc:col:000443:021241.

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2025Optimal Estimation In A Multicointegrated System. (2025). Phillips, Peter ; Kheifets, Igor L. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2463.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024Do supercycles dominate commodity price movements?. (2024). Kabundi, Alain ; Baffes, John. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001290.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2024Semiparametrically optimal cointegration test. (2024). Zhou, BO. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001611.

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2025A study on anchoring Swedish inflation expectations in times of turbulence. (2025). Li, Xiaoying ; Lin, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002403.

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2024Is artificial intelligence technology innovation a recipe for low-carbon energy transition? A global perspective. (2024). Dong, Kangyin ; Fu, Xiaowen ; Yang, Senmiao ; Wang, Kun. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013124.

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2025Government-financed energy R&D and fossil energy consumption: a time-series analysis for the United States. (2025). Herzer, Dierk. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006622.

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2024Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Sznajderska, Anna ; Haug, Alfred. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848.

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2024The effects of a money-financed fiscal stimulus under fiscal stress. (2024). Wang, Junfeng ; Jin, Hao. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000363.

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2024Sustainable development and mineral resource extraction in China: Exploring the role of mineral resources, energy efficiency and renewable energy. (2024). Shahzad, Imran ; Xu, Haoyuan ; Chen, Gengxuan ; Sarwar, Bilal. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000709.

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2024Fiscal multipliers in recession and expansion. An analysis for the Italian regions. (2024). Fragetta, Matteo ; Destefanis, Sergio ; Coppola, Gianluigi ; di Serio, Mario. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:538-556.

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2024The impact of climate risk on technological progress under the fourth industrial era. (2024). Zhu, Yujie ; Shao, Xuefeng ; Xie, Xin ; Lobon, Oana-Ramona ; Qin, Meng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001215.

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2025How to deal with exchange rate risk in infrastructure and other long-lived projects. (2025). Rodrigues, Arthur ; Frischtak, Claudio ; de Castro, Luciano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126881.

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2025Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context. (2025). Daliy, Imed ; Mouna, Aloui ; Anis, Jarboui. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:1:p:03-36.

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2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Working Papers. RePEc:fip:feddwp:101140.

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2025Revisiting the Interest Rate Effects of Federal Debt. (2025). Richter, Alexander ; Plante, Michael ; Zubairy, Sarah. In: Working Papers. RePEc:fip:feddwp:99902.

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2024A Simple Diagnostic for Time-Series and Panel-Data Regressions. (2024). Gospodinov, Nikolay ; Crump, Richard ; Gaffney, Ignacio Lopez. In: Staff Reports. RePEc:fip:fednsr:99063.

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2024REVEALING THE DIVERSITY AND COMPLEXITY BEHIND LONG-TERM INCOME INEQUALITY IN LATIN AMERICA, 1920-2011. (2024). Astorga, Pablo. In: Working Papers. RePEc:hes:wpaper:0250.

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2025Economic and Geopolitical Shocks and Their Influence on the Saudi Stock Market, Saudi Aramco, and Bitcoin: Evidence from ARDL and VAR Models. (2025). Talbi, Mariem ; Ferchichi, Monia ; Ismaalia, Fatma ; Samil, Samia. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:4:p:31.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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2024The Purchasing Power Parity Approach: Theory, Literature, and Evidence from the ADF-Based and KPSS-Based Tests for the Case of Turkiye. (2024). Iftci, Fatih. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:115-157.

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2024Further development on the power of the double frequency Dickey Fuller test on unit roots. (2024). Magrini, Stefano ; Gerolimetto, Margherita. In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. RePEc:ite:iteeco:240104.

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2024A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country. (2024). Khan, Uzma ; Hayat, Umar ; Alam, Md Shabbir ; Hussain, Ibrar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09405-y.

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2024Measuring the Deviations from Perfect Competition: International Evidence (second version). (2024). Razzak, Weshah. In: MPRA Paper. RePEc:pra:mprapa:120200.

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2025Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?. (2025). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:123664.

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2025.

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

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2025Eras of dominance: identifying strong and weak periods in professional tennis. (2025). Restaino, Marialuisa ; Milekhina, Antonina ; Candila, Vincenzo ; Breznik, Kristijan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:4:d:10.1007_s00180-024-01578-y.

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2024Output, employment, and price effects of U.S. narrative tax changes: a factor-augmented vector autoregression approach. (2024). Alam, Masud. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02591-2.

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2025Dynamic effects of blockchain on financial markets: evidence from TVP-Bayesian VAR with a connectedness approach. (2025). Bojaj, Martin M. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02696-8.

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2025A novel test of economic convergence in time series. (2025). Olmo, Jose ; Hualde, Javier. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02699-5.

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2025Copula-based trading of cointegrated cryptocurrency Pairs. (2025). Witzany, Jiří ; Tadi, Masood. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00702-7.

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2024Effects of CO2 Emissions on the Human Development Index: Application to the Case of the Kingdom of Saudi Arabia and Other Developed Countries. (2024). Fakhri, Issaoui ; Jamee, Akram ; Alqahtani, Mohammad. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-023-01727-6.

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2025Are remittances an opportunity or a threat to sustainable environmental quality in India? Evidence from nonlinear smooth transition models. (2025). Ozsahin, Serife ; Ucler, Gulbahar. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02249-5.

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2025Coordinating Government Fiscal Policy and Debt Management: Bibliometric Analysis and Visualization. (2025). Jolita, Vveinhardt ; Domicin, MT ; Jianhua, Xiao ; Huiyu, Zhang. In: Management Theory and Studies for Rural Business and Infrastructure Development. RePEc:vrs:mtrbid:v:47:y:2025:i:3:p:459-483:n:1012.

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2024Does Political Stability Matter for the UK and the USA? The Time Variant Analysis through Rolling Window Causality Approach. (2024). Maiyra, Ahmed ; Ali, Raza Syed ; Sajid, Ali. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:2:p:75-100:n:1004.

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2025Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price. (2025). Kse, Nezir ; Nal, Emre ; Gr, Yunus Emre. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:5:p:1666-1698.

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2025Macroeconomic Drivers of Sustainable Tourism Development in Bangladesh: An ARDL Bounds Testing Approach. (2025). Dhar, Bablu Kumar ; Shabbir, Rubaiyat ; Karim, Rejaul ; Kuri, Bapon Chandra ; Nahiduzzaman, MD. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:3918-3940.

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2025Governance, Corruption, Trade Openness, and Innovation: Key Drivers of Green Growth and Sustainable Development in Türkiye. (2025). Naimolu, Mustafa ; Ahin, Serkan ; Zbek, Sefa. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4147-4162.

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2025How Can SDG‐13 Be Achieved by Energy, Environment, and Economy‐Related Policies? Evidence From Five Leading Emerging Countries. (2025). Ulussever, Talat ; Ayhan, Fatih ; Depren, Zer ; Mukhtarov, Shahriyar ; Kartal, Mustafa Tevfik. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5110-5133.

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2025Achieving Zero Hunger in Nepal: The Role of Foreign Aid in Agriculture. (2025). Pickson, Robert Becker ; Boateng, Elliot ; Gui, Peng ; Tuffour, Joseph Kwadwo. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5487-5503.

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2025Dissecting Monetary Policy Shocks in Sign-Restricted SVAR Models. (2025). Kim, David ; Huh, Hyeon-Seung. In: Working papers. RePEc:yon:wpaper:2025rwp-245.

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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]		article38
2004Key Features of Australian Business Cycles In: Australian Economic Papers.
[Full Text][Citation analysis]		article15
1981Household Saving and The Rate of Interest In: The Economic Record.
[Full Text][Citation analysis]		article3
1991A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks In: The Economic Record.
[Full Text][Citation analysis]		article28
2016A Method for Working with Sign Restrictions in Structural Equation Modelling In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article13
2022Three Basic Issues that Arise when Using Informational Restrictions in SVARs In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
1997Band Spectral Regression with Trending Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper78
2002Band Spectral Regression with Trending Data.(2002) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 78		article
1997Band Spectral Regression with Trending Data..(1997) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 78		paper
1984The Exact Distribution of the Wald Statistic: The Non-Central Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1987Testing for Cointegration Using Principal Component Measures In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1988Asymptotic Properties of Residual Based Tests for Cointegration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1014
1990Asymptotic Properties of Residual Based Tests for Cointegration..(1990) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1014		article
1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper119
1991A Reexamination of the Consumption Function Using Frequency Domain Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper21
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 21		article
1988Testing for cointegration using principal components methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article80
1985The demand for money : A variable adjustment model In: Economics Letters.
[Full Text][Citation analysis]		article1
1986Robust tests for unit roots in the foreign exchange market In: Economics Letters.
[Full Text][Citation analysis]		article25
2021Pre- and Post-Global Financial Crisis Policy Multipliers# In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
2020Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
1995Spectral Tests of the Martingale Hypothesis for Exchange Rates. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article21
1989A Random Walk through the Gibson Paradox. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
1994The Determinants of Australian Trade Union Membership. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article10
2015A New Method for Working With Sign Restrictions in SVARs In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper4
1988Cointegration and Tests of Purchasing Power Parity. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article182
1992On Cointegration and Tests of Forward Market Unbiasedness. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article22
1991A Rexamination of the Consumption Function Using Frequency Domain Regressions. In: Working Papers.
[Citation analysis]		paper21
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 21		article
2008BOOK REVIEW: The Singapore Economy: An Econometric Perspective by Tilak Abeysinghe and Keen Meng Choy In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article0

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