Sam Ouliaris is a Senior Economist at the Research Department of the International Monetary Fund (Commodities Unit). Before joining the Fund, he taught at the National University of Singapore, Yale University (visiting), and the University of Maryland. His current research interests include time-series econometrics (band-spectral regression with non-stationary data), commodity markets, and the design and development of large-scale time-series database management systems.
1987: Ph.D. (Yale, USA), Testing for Co-integration and Unit Roots in Multiple Time Series Models
1985: M Phil (Yale, USA); 1984: M Arts (Yale, USA)
1982: M Com (Melb., Australia) The Aggregate Consumption Function: Theory and Evidence
1979: B Com (Hons, Melb., Australia)
2003: Staff Economist, Research Department, International Monetary Fund.
2002: Professor, Department of Business Policy, National University of Singapore.
1991-2002: Associate Professor, National University of Singapore.
1992, 1996: Visiting Professor, Department of Economics, Yale University.
1987-88: Assistant Professor, University of Maryland, USA.
Economic Record, Review of Economics and Statistics, Econometric Theory, Journal of Money, Credit and Banking, Journal of Applied Econometrics, Economic Journal, Journal of Development Economics, Journal of Macroeconomics, International Economic Review, Journal of Econometrics, Journal of Empirical Finance, National Science Foundation (USA).
Awards and Honors:
Mentioned in “Who’s Who in Economics,” 4th Edition, 2003 (Editor, M Blaugh), due to high citation count.
IMF Books and Working Papers:
Exchange Rate Pass-Through over the Business Cycle in Singapore, Working Paper No. 11/141, June 01, 2011
U.S. Inflation Dynamics: What Drives Them Over Different Frequencies?, Working Paper No. 06/159, June 01, 2006
Key Features of Australian Business Cycles, Working Paper No. 01/171, November 01, 2001
Other Published Materials
P. D. Corbae and S. Ouliaris, “Robust Tests for Unit Roots in the Foreign Exchange Market,” Economic Letters, Vol. 22, 1986, pp. 375-380.
P. C. B. Phillips and S. Ouliaris, “Testing for Cointegration using Principal Components Methods,” Journal of Economic Dynamics and Control, Vol. 12, 1988, pp. 205-230.
P. D. Corbae and S. Ouliaris, “Cointegration and Tests of Purchasing Power Parity,” Review of Economics and Statistics, Vol. 70, 1988, pp. 508-511.
S. Ouliaris, J. Y. Park, and P. C. B. Phillips “Testing for a Unit Root in the Presence of a Maintained Trend,” Advances in Econometrics and Modeling, 1989, pp. 7-28, Baldev Raj (ed.) D. Reidel Publishing Company, Holland.
P. D. Corbae and S. Ouliaris, “A Random Walk through the Gibson Paradox,” Journal of Applied Econometrics, Vol. 4, 1989, pp. 295-303.
P. C. B. Phillips and S. Ouliaris, “Asymptotic Properties of Residual Based Tests of Cointegration,” Econometrica, Vol. 58, 1990, pp. 165-93.
P. D. Corbae, K. G. Lim, and S. Ouliaris, “Tests of Forward Market Efficiency with Integrated Processes,” Review of Economics and Statistics, Vol. 75, 1992, pp. 667-669.
J. Borland and S. Ouliaris, “The Determinants of Trade Union Membership in Australia, Number 4, Journal of Applied Econometrics, 1994, Vol. 9, pp. 453-468.
P. D. Corbae, S. Ouliaris and P. C. B. Phillips, “A Reexamination of the Consumption Function Using Frequency Domain Regressions,” Journal of Empirical Economics, Vol. 19, 1994, pp. 595-609.
P. D. Corbae, S. Ouliaris, and P.C.B. Phillips, “Band Spectral Regression with Trending Data,” Econometrica, Vol. 70, 2002, pp. 1067-1109.
P. Cashin and S. Ouliaris, “Key Features of Australian Business Cycles,” Australian Economic Papers, Vol. 43, 2004, pp. 39-58.
S. Ouliaris and P.D. Corbae, “Extracting Cycles from Nonstationary Data, forthcoming, Frontiers of Analysis and Applied Research: Essays in honor of Peter C. B. Phillips, Cambridge University Press, 2005.