Sam Ouliaris : Citation Profile

Are you Sam Ouliaris?

International Monetary Fund (IMF)

12

H index

14

i10 index

1643

Citations

RESEARCH PRODUCTION:

19

Articles

10

Papers

RESEARCH ACTIVITY:

   41 years (1981 - 2022). See details.
   Cites by year: 40
   Journals where Sam Ouliaris has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 6 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pou12
   Updated: 2024-11-04    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 (52)

Shahbaz, Muhammad (25)

Xiao, Zhijie (17)

Perron, Pierre (14)

Camarero, Mariam (14)

Tamarit, Cecilio (13)

Ahad, Muhammad (12)

Assenmacher, Katrin (12)

Gerlach, Stefan (12)

Cashin, Paul (12)

Kanas, Angelos (11)

Cites to:

Phillips, Peter (20)

pagan, adrian (13)

Baumeister, Christiane (7)

Rubio-Ramirez, Juan F (6)

Hamilton, James (6)

Waggoner, Daniel (6)

Cimadomo, Jacopo (5)

Park, Joon (5)

Benassy-Quere, Agnès (5)

Ramey, Valerie (4)

Ohnsorge, Franziska (4)

Main data

Where Sam Ouliaris has published?

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

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 (2024 and 2023)

YearTitle of citing document
2023PURCHASING 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.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2024Liquidity 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.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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2023.

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2024The Istanbul Convention, Sofagate, and Turkey’s EU Candidacy: A Gender-Centric Convergence Analysis. (2024). 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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2024Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach. (2024). Sussmuth, Bernd ; Lyu, Jingjing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10970.

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2023The 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.

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2023Impact 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.

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2023Impact 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.

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2023Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

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2023Income 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.

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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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2023Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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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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2023Robust 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.

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2023Identifying money and inflation expectation shocks to real oil prices. (2023). Gillman, Max ; Benk, Szilard. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003766.

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2023Primary 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.

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

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

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2023A 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.

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2023Commodity price shocks: Order within chaos?. (2023). Kabundi, Alain ; Baffes, John. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003513.

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2023Innovation, natural resources abundance, climate change and green growth in agriculture. (2023). Huang, Zilong ; He, Jun ; Ren, Xiaocong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006815.

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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 ; Sarwar, Bilal ; Chen, Gengxuan ; Xu, Haoyuan. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000709.

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2023Cointegration 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.

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2023Environmental 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.

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

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2023From 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.

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2023.

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2023Research 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.

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2023How 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.

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2023The 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.

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2023.

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

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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). Alam, Md Shabbir ; Hayat, Umar ; Hussain, Ibrar ; Khan, Uzma. 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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2023Does 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.

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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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2023Unemployment 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.

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2023Residual-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.

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2023The 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.

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2023Long-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.

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2023Wavelet 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.

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2024Frequency 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.

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2023The 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.

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2023A 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.

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2023The 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.

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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]		article36
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
2016A Method for Working with Sign Restrictions in Structural Equation Modelling In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article12
2022Three Basic Issues that Arise when Using Informational Restrictions in SVARs In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
1997Band Spectral Regression with Trending Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper75
2002Band Spectral Regression with Trending Data.(2002) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 75		article
1997Band Spectral Regression with Trending Data..(1997) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 75		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]		paper997
1990Asymptotic Properties of Residual Based Tests for Cointegration..(1990) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 997		article
1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper113
1991A Reexamination of the Consumption Function Using Frequency Domain Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper20
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 20		article
1988Testing for cointegration using principal components methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article76
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]		article4
2020Three questions regarding impulse responses and their interpretation found from sign restrictions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
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]		paper3
1988Cointegration and Tests of Purchasing Power Parity. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article181
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]		paper20
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 20		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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