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Details about Sarantis Tsiaplias

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Workplace:Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Sarantis Tsiaplias.

Last updated 2020-07-31. Update your information in the RePEc Author Service.

Short-id: pts42


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Working Papers

2017

  1. The Welfare Implications of Unobserved Heterogeneity
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (1)

2016

  1. 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 Downloads View citations (1)

2015

  1. Financial Stress Thresholds and Household Equivalence Scales
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

2014

  1. 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 Downloads

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 Downloads

2010

  1. 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 Downloads View citations (3)
    See also Journal Article in The Economic Record (2013)

2009

  1. 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 Downloads
    See also Journal Article in Journal of Forecasting (2012)
  2. 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 Downloads
  3. Phillips Curve and the Equalibrium Unemployment Rate
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (1)
    See also Journal Article in The Economic Record (2009)

2008

  1. 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 Downloads
    See also Journal Article in Journal of Forecasting (2009)
  2. 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 Downloads
    See also Journal Article in Australian Economic Papers (2010)
  3. 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 Downloads View citations (1)

2007

  1. 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 Downloads View citations (3)
  2. 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 Downloads
  3. The Macroeconomic Content of Equity Market Factors
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads

Journal Articles

2020

  1. 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 Downloads
  2. Time-Varying Consumer Disagreement and Future Inflation
    Journal of Economic Dynamics and Control, 2020, 116, (C) Downloads

2019

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

2018

  1. A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
    Journal of Business & Economic Statistics, 2018, 36, (2), 267-277 Downloads View citations (2)
  2. Interest Rates, Local Housing Markets and House Price Over†reactions
    The Economic Record, 2018, 94, (S1), 33-48 Downloads View citations (1)

2016

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

2015

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

2013

  1. A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks
    Econometric Reviews, 2013, 32, (2), 244-271 Downloads View citations (1)
  2. Bank and Official Interest Rates: How Do They Interact over Time?
    The Economic Record, 2013, 89, (285), 160-174 Downloads View citations (6)
    See also Working Paper (2010)
  3. 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 Downloads

2012

  1. A latent variable approach to forecasting the unemployment rate
    Journal of Forecasting, 2012, 31, (3), 229-244 View citations (2)
    See also Working Paper (2009)
  2. 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 Downloads View citations (2)
  3. The macroeconomic content of international equity market factors
    Quantitative Finance, 2012, 12, (11), 1709-1721 Downloads

2011

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

2010

  1. FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET
    Australian Economic Papers, 2010, 49, (1), 44-59 Downloads View citations (2)
    See also Working Paper (2008)
  2. Review of the Australian Economy 2009–10: On the Road to Recovery
    Australian Economic Review, 2010, 43, (1), 1-11 Downloads View citations (1)

2009

  1. Can consumer sentiment and its components forecast Australian GDP and consumption?
    Journal of Forecasting, 2009, 28, (8), 698-711 Downloads View citations (5)
    See also Working Paper (2008)
  2. Phillips Curve and the Equilibrium Unemployment Rate
    The Economic Record, 2009, 85, (271), 371-382 Downloads View citations (9)
    See also Working Paper (2009)
  3. Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks
    Australian Economic Review, 2009, 42, (1), 1-11 Downloads View citations (4)

2008

  1. Factor estimation using MCMC-based Kalman filter methods
    Computational Statistics & Data Analysis, 2008, 53, (2), 344-353 Downloads View citations (3)
 
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