Details about Sarantis Tsiaplias

Access statistics for papers by Sarantis Tsiaplias.

Last updated 2013-04-07. Update your information in the RePEc Author Service.

Short-id: pts42

Working Papers

2011

1. Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2010

2. Bank and Official Interest Rates: How Do They Interact over Time?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2009

3. A Latent Variable Approach to Forecasting the Unemployment Rate
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article in Journal of Forecasting (2012)
4. Examining Feedback, Momentum and Overreaction in National Equity Markets
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
5. Phillips Curve and the Equalibrium Unemployment Rate
   Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
   See also Journal Article in The Economic Record (2009)

2008

6. Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article in Journal of Forecasting (2009)
7. Forecasting Australian Macroeconomic Variables Using a Large Dataset
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
   See also Journal Article in Australian Economic Papers (2010)
8. Phillips Curve and the Equilibrium Rate of Unemployment
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2007

9. A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (3)
10. Co-movement and Integration among Developed Equity Markets
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
11. The Macroeconomic Content of Equity Market Factors
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

Journal Articles

2013

1. A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
   Econometric Reviews, 2013, 32, (2), 244-271

2012

2. A latent variable approach to forecasting the unemployment rate
   Journal of Forecasting, 2012, 31, (3), 229-244
   See also Working Paper (2009)
3. An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
   Economics Letters, 2012, 117, (2), 452-454
4. The macroeconomic content of international equity market factors
   Quantitative Finance, 2012, 12, (11), 1709-1721

2011

5. Predicting economic contractions and expansions with the aid of professional forecasts
   International Journal of Forecasting, 2011, 27, (2), 438-451
   Also in International Journal of Forecasting, 2011, 27, (2), 438-451 (2011)

2010

6. FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET
   Australian Economic Papers, 2010, 49, (1), 44-59 View citations (1)
   See also Working Paper (2008)
7. Review of the Australian Economy 2009-10: On the Road to Recovery
   Australian Economic Review, 2010, 43, (1), 1-11

2009

8. Can consumer sentiment and its components forecast Australian GDP and consumption?
   Journal of Forecasting, 2009, 28, (8), 698-711
   See also Working Paper (2008)
9. Phillips Curve and the Equilibrium Unemployment Rate
   The Economic Record, 2009, 85, (271), 371-382 View citations (1)
   See also Working Paper (2009)
10. Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks
    Australian Economic Review, 2009, 42, (1), 1-11

2008

11. Factor estimation using MCMC-based Kalman filter methods
    Computational Statistics & Data Analysis, 2008, 53, (2), 344-353
12. The CPI and Other Measures of Australian Inflation
    Australian Economic Review, 2008, 41, (1), 105-113