Details about Sarantis Tsiaplias
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Last updated 2024-09-27. Update your information in the RePEc Author Service.
Short-id: pts42
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Working Papers
2024
- Inflation as a 'bad', heuristics and aggregate shocks: New evidence on expectation formation
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
2021
- Retail investor expectations and trading preferences
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
2017
- The Welfare Implications of Unobserved Heterogeneity
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (1)
See also Journal Article The Welfare Implications of Unobserved Heterogeneity, Review of Income and Wealth, International Association for Research in Income and Wealth (2021) (2021)
2016
- Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (3)
See also Journal Article Interest Rates, Local Housing Markets and House Price Over†reactions, The Economic Record, The Economic Society of Australia (2018) View citations (2) (2018)
2015
- Financial Stress Thresholds and Household Equivalence Scales
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
2014
- A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne
2011
- 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
- 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 View citations (3)
See also Journal Article Bank and Official Interest Rates: How Do They Interact over Time?, The Economic Record, The Economic Society of Australia (2013) View citations (6) (2013)
2009
- 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 A latent variable approach to forecasting the unemployment rate, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (2) (2012)
- 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
- Phillips Curve and the Equalibrium Unemployment Rate
Department of Economics - Working Papers Series, The University of Melbourne View citations (1)
See also Journal Article Phillips Curve and the Equilibrium Unemployment Rate, The Economic Record, The Economic Society of Australia (2009) View citations (10) (2009)
2008
- 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 Can consumer sentiment and its components forecast Australian GDP and consumption?, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (10) (2009)
- 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 FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET, Australian Economic Papers, Wiley Blackwell (2010) View citations (2) (2010)
- 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 View citations (1)
2007
- 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)
- 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
- 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
2024
- Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model
Journal of Forecasting, 2024, 43, (6), 2212-2227
- The influence of supermarket prices on consumer inflation expectations
Journal of Economic Behavior & Organization, 2024, 219, (C), 414-433
2023
- Introduction
Australian Economic Review, 2023, 56, (3), 355-356
- Retail Investor Trading Intentions: New Evidence from Australia
The Economic Record, 2023, 99, (327), 512-535
- The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World
Australian Economic Review, 2023, 56, (1), 5-19 View citations (1)
2022
- Introduction
Australian Economic Review, 2022, 55, (3), 373-374
- Introduction to the Policy Forum on Inflation Expectations
Australian Economic Review, 2022, 55, (1), 122-124 View citations (1)
- The Australian Economy in 2021–2022: The Virus Strikes Back
Australian Economic Review, 2022, 55, (1), 5-24
2021
- Consumer inflation expectations, income changes and economic downturns
Journal of Applied Econometrics, 2021, 36, (6), 784-807 View citations (5)
- Introduction
Australian Economic Review, 2021, 54, (3), 359-361
- The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery
Australian Economic Review, 2021, 54, (1), 5-18 View citations (2)
- The Welfare Implications of Unobserved Heterogeneity
Review of Income and Wealth, 2021, 67, (4), 1029-1051 
See also Working Paper The Welfare Implications of Unobserved Heterogeneity, Melbourne Institute Working Paper Series (2017) View citations (1) (2017)
2020
- The Australian Economy in 2019–20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape
Australian Economic Review, 2020, 53, (1), 5-21
- Time-Varying Consumer Disagreement and Future Inflation
Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (3)
2019
- Household income requirements and financial conditions
Empirical Economics, 2019, 57, (5), 1705-1730 View citations (1)
- Information flows and stock market volatility
Journal of Applied Econometrics, 2019, 34, (1), 129-148 View citations (7)
2018
- A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
Journal of Business & Economic Statistics, 2018, 36, (2), 267-277 View citations (7)
- Interest Rates, Local Housing Markets and House Price Over†reactions
The Economic Record, 2018, 94, (S1), 33-48 View citations (2)
See also Working Paper Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy, Melbourne Institute Working Paper Series (2016) View citations (3) (2016)
2016
- The Australian Economy in 2015–16: Uncertainties and Challenges
Australian Economic Review, 2016, 49, (1), 5-19
2015
- The Australian Economy in 2014–15: An Economy in Transition
Australian Economic Review, 2015, 48, (1), 1-14 View citations (1)
2013
- A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
Econometric Reviews, 2013, 32, (2), 244-271 View citations (3)
- Bank and Official Interest Rates: How Do They Interact over Time?
The Economic Record, 2013, 89, (285), 160-174 View citations (6)
See also Working Paper Bank and Official Interest Rates: How Do They Interact over Time?, Melbourne Institute Working Paper Series (2010) View citations (3) (2010)
- Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data
International Journal of Forecasting, 2013, 29, (3), 442-455 View citations (3)
2012
- A latent variable approach to forecasting the unemployment rate
Journal of Forecasting, 2012, 31, (3), 229-244 View citations (2)
See also Working Paper A Latent Variable Approach to Forecasting the Unemployment Rate, Melbourne Institute Working Paper Series (2009) (2009)
- 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 View citations (5)
- The macroeconomic content of international equity market factors
Quantitative Finance, 2012, 12, (11), 1709-1721
2011
- Predicting economic contractions and expansions with the aid of professional forecasts
International Journal of Forecasting, 2011, 27, (2), 438-451 View citations (2)
Also in International Journal of Forecasting, 2011, 27, (2), 438-451 (2011) View citations (2)
2010
- FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET
Australian Economic Papers, 2010, 49, (1), 44-59 View citations (2)
See also Working Paper Forecasting Australian Macroeconomic Variables Using a Large Dataset, Melbourne Institute Working Paper Series (2008) (2008)
- Review of the Australian Economy 2009–10: On the Road to Recovery
Australian Economic Review, 2010, 43, (1), 1-11 View citations (1)
2009
- Can consumer sentiment and its components forecast Australian GDP and consumption?
Journal of Forecasting, 2009, 28, (8), 698-711 View citations (10)
See also Working Paper Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?, Melbourne Institute Working Paper Series (2008) (2008)
- Phillips Curve and the Equilibrium Unemployment Rate
The Economic Record, 2009, 85, (271), 371-382 View citations (10)
See also Working Paper Phillips Curve and the Equalibrium Unemployment Rate, Department of Economics - Working Papers Series (2009) View citations (1) (2009)
- Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks
Australian Economic Review, 2009, 42, (1), 1-11 View citations (4)
2008
- Factor estimation using MCMC-based Kalman filter methods
Computational Statistics & Data Analysis, 2008, 53, (2), 344-353 View citations (4)
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