Author/Editor: Sam Ouliaris, Celine Rochon.

Release Date:November, 2020

This paper estimates the change in policy multipliers in the U.S. relative to their pre-2008 financial crisis levels using an augmented Blanchard-Perotti model to allow for the dynamic effects of more...

Author/Editor: Sam Ouliaris, Celine Rochon.

Release Date:June, 2018

This paper develops a time series model for aggregate consumption to predict the U.S. personal saving rate. It then uses the model to test whether there has been a structural break in consumption more...

Author/Editor: Alex Miksjuk, Sam Ouliaris, Mikhail Pranovich.

Release Date:December, 2015

Belarus experienced a sequence of currency crises during 2009-2014. Our empirical results, based on a structural econometric model, suggest that the activist wage policy and extensive state program more...

Author/Editor: Siang Meng Tan, Joey Chew, Sam Ouliaris.

Release Date:June, 2011

This paper investigates exchange rate pass-through in Singapore using band-pass spectral regression techniques, allowing for asymmetric effects over the business cycle. First stage pass-through is more...

Author/Editor: Ravi Balakrishnan, Sam Ouliaris.

Release Date:June, 2006

This paper aims to improve the understanding of U.S. inflation dynamics by separating out structural from cyclical effects using frequency domain techniques. Most empirical studies of inflation more...

Author/Editor: Paul Cashin, Sam Ouliaris.

Release Date:November, 2001

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and more...