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Details about Sarantis Tsiaplias

Homepage:https://sites.google.com/site/tsiaplias
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 2024-09-27. Update your information in the RePEc Author Service.

Short-id: pts42


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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 Downloads

2021

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

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)
    See also Journal Article The Welfare Implications of Unobserved Heterogeneity, Review of Income and Wealth, International Association for Research in Income and Wealth (2021) Downloads (2021)

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 (3)
    See also Journal Article Interest Rates, Local Housing Markets and House Price Over†reactions, The Economic Record, The Economic Society of Australia (2018) Downloads View citations (2) (2018)

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 Bank and Official Interest Rates: How Do They Interact over Time?, The Economic Record, The Economic Society of Australia (2013) Downloads View citations (6) (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 A latent variable approach to forecasting the unemployment rate, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (2) (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 Phillips Curve and the Equilibrium Unemployment Rate, The Economic Record, The Economic Society of Australia (2009) Downloads View citations (10) (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 Can consumer sentiment and its components forecast Australian GDP and consumption?, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) Downloads View citations (10) (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 FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET, Australian Economic Papers, Wiley Blackwell (2010) Downloads View citations (2) (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

2024

  1. Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model
    Journal of Forecasting, 2024, 43, (6), 2212-2227 Downloads
  2. The influence of supermarket prices on consumer inflation expectations
    Journal of Economic Behavior & Organization, 2024, 219, (C), 414-433 Downloads

2023

  1. Introduction
    Australian Economic Review, 2023, 56, (3), 355-356 Downloads
  2. Retail Investor Trading Intentions: New Evidence from Australia
    The Economic Record, 2023, 99, (327), 512-535 Downloads
  3. 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 Downloads View citations (1)

2022

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

2021

  1. Consumer inflation expectations, income changes and economic downturns
    Journal of Applied Econometrics, 2021, 36, (6), 784-807 Downloads View citations (5)
  2. Introduction
    Australian Economic Review, 2021, 54, (3), 359-361 Downloads
  3. The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery
    Australian Economic Review, 2021, 54, (1), 5-18 Downloads View citations (2)
  4. The Welfare Implications of Unobserved Heterogeneity
    Review of Income and Wealth, 2021, 67, (4), 1029-1051 Downloads
    See also Working Paper The Welfare Implications of Unobserved Heterogeneity, Melbourne Institute Working Paper Series (2017) Downloads View citations (1) (2017)

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 View citations (3)

2019

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

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 (7)
  2. Interest Rates, Local Housing Markets and House Price Over†reactions
    The Economic Record, 2018, 94, (S1), 33-48 Downloads 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) Downloads View citations (3) (2016)

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 (3)
  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 Bank and Official Interest Rates: How Do They Interact over Time?, Melbourne Institute Working Paper Series (2010) Downloads View citations (3) (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 View citations (3)

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 A Latent Variable Approach to Forecasting the Unemployment Rate, Melbourne Institute Working Paper Series (2009) Downloads (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 (5)
  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 Forecasting Australian Macroeconomic Variables Using a Large Dataset, Melbourne Institute Working Paper Series (2008) Downloads (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 (10)
    See also Working Paper Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?, Melbourne Institute Working Paper Series (2008) Downloads (2008)
  2. Phillips Curve and the Equilibrium Unemployment Rate
    The Economic Record, 2009, 85, (271), 371-382 Downloads View citations (10)
    See also Working Paper Phillips Curve and the Equalibrium Unemployment Rate, Department of Economics - Working Papers Series (2009) Downloads View citations (1) (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 (4)
 
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