Research at the IMF: Sam Ouliaris

Sam Ouliaris

Last Updated: March 01, 2005

Background

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.

Email: SOuliaris@imf.org

Education:

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)

Previous Experience:

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.

Referee Activities:

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 Publications

IMF Books and Working Papers:

Pre- and Post-GFC Policy Multipliers , Working Paper No. 2020/237 , November 13, 2020

The U.S. Personal Saving Rate , Working Paper No. 18/128 , June 05, 2018

The Game of Anchors : Studying the Causes of Currency Crises in Belarus , Working Paper No. 15/281 , December 29, 2015

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

Non-IMF Publications

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.

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