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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
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Testing for cointegration and unit roots in time series models
Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000747097
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United States : selected issues
Mühleisen, Martin; Ouliaris, S.; Swiston, A.; Tsounta, E. - 2006
Persistent link: https://www.econbiz.de/10003355285
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Exchange rate pass-through over the business cycle in Singapore
Chew, Joey; Ouliaris, Sam; Tan, Siang Meng - 2011
Persistent link: https://www.econbiz.de/10009424792
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A new method for working with sign restrictions in SVARs
Ouliaris, Sam; Pagan, Adrian R. - 2015
Persistent link: https://www.econbiz.de/10011343682
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Key features of Australian business cycles
Cashin, Paul A.; Ouliaris, Sam - 2001
Persistent link: https://www.econbiz.de/10001634297
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Key features of Australian business cycles
Cashin, Paul A.; Ouliaris, Sam - In: Australian economic papers 43 (2004) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10001976139
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The determinants of Australian trade union membership
Borland, Jeff - In: Journal of applied econometrics 9 (1994) 4, pp. 453-468
Persistent link: https://www.econbiz.de/10001170300
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Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
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Testing for cointegration using principal components methods
Phillips, Peter C. B. - 1988
Persistent link: https://www.econbiz.de/10001269094