Details about Sarantis Tsiaplias

Access statistics for papers by Sarantis Tsiaplias.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pts42

Working Papers

2024

1. 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

2. Retail investor expectations and trading preferences
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne

2017

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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)
10. 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
11. 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

12. 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)
13. 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)
14. 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

15. 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)
16. 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
17. 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

2025

1. The Australian Economy in 2024–2025: Living and Housing Affordability
   Australian Economic Review, 2025, 58, (1), 5-15

2024

2. Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model
   Journal of Forecasting, 2024, 43, (6), 2212-2227
3. Introduction to the Policy Forum on the Phillips Curve
   Australian Economic Review, 2024, 57, (3), 271-271
4. The influence of supermarket prices on consumer inflation expectations
   Journal of Economic Behavior & Organization, 2024, 219, (C), 414-433

2023

5. Introduction
   Australian Economic Review, 2023, 56, (3), 355-356
6. Retail Investor Trading Intentions: New Evidence from Australia
   The Economic Record, 2023, 99, (327), 512-535
7. 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

8. Introduction
   Australian Economic Review, 2022, 55, (3), 373-374
9. Introduction to the Policy Forum on Inflation Expectations
   Australian Economic Review, 2022, 55, (1), 122-124 View citations (1)
10. The Australian Economy in 2021–2022: The Virus Strikes Back
    Australian Economic Review, 2022, 55, (1), 5-24

2021

11. Consumer inflation expectations, income changes and economic downturns
    Journal of Applied Econometrics, 2021, 36, (6), 784-807 View citations (5)
12. Introduction
    Australian Economic Review, 2021, 54, (3), 359-361
13. 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)
14. 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

15. 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
16. Time-Varying Consumer Disagreement and Future Inflation
    Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (3)

2019

17. Household income requirements and financial conditions
    Empirical Economics, 2019, 57, (5), 1705-1730 View citations (1)
18. Information flows and stock market volatility
    Journal of Applied Econometrics, 2019, 34, (1), 129-148 View citations (7)

2018

19. A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
    Journal of Business & Economic Statistics, 2018, 36, (2), 267-277 View citations (7)
20. 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

21. The Australian Economy in 2015–16: Uncertainties and Challenges
    Australian Economic Review, 2016, 49, (1), 5-19

2015

22. The Australian Economy in 2014–15: An Economy in Transition
    Australian Economic Review, 2015, 48, (1), 1-14 View citations (1)

2013

23. A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
    Econometric Reviews, 2013, 32, (2), 244-271 View citations (3)
24. 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)
25. 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

26. 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)
27. 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)
28. The macroeconomic content of international equity market factors
    Quantitative Finance, 2012, 12, (11), 1709-1721

2011

29. 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

30. 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)
31. Review of the Australian Economy 2009–10: On the Road to Recovery
    Australian Economic Review, 2010, 43, (1), 1-11 View citations (1)

2009

32. 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)
33. 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)
34. Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks
    Australian Economic Review, 2009, 42, (1), 1-11 View citations (4)

2008

35. Factor estimation using MCMC-based Kalman filter methods
    Computational Statistics & Data Analysis, 2008, 53, (2), 344-353 View citations (4)