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Sarantis Tsiaplias

Personal Details

First Name:Sarantis
Middle Name:
Last Name:Tsiaplias
Suffix:
RePEc Short-ID:pts42
[This author has chosen not to make the email address public]
https://sites.google.com/site/tsiaplias

Affiliation

Melbourne Institute of Applied Economic and Social Research (MIAESR)
Faculty of Business and Economics
University of Melbourne

Melbourne, Australia
http://www.melbourneinstitute.com/
RePEc:edi:mimelau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sarantis Tsiaplias, 2024. "Inflation as a 'bad', heuristics and aggregate shocks: New evidence on expectation formation," Melbourne Institute Working Paper Series wp2024n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  2. Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021. "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series wp2021n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  3. Sarantis Tsiaplias, 2017. "The Welfare Implications of Unobserved Heterogeneity," Melbourne Institute Working Paper Series wp2017n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  4. Guay Lim & Sarantis Tsiaplias, 2016. "Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy," Melbourne Institute Working Paper Series wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  5. G. C. Lim & Sarantis Tsiaplias, 2015. "Financial Stress Thresholds and Household Equivalence Scales," Melbourne Institute Working Paper Series wp2015n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  6. Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  7. Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias, 2011. "Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?," Melbourne Institute Working Paper Series wp2011n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  8. G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010. "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  9. Sarantis Tsiaplias, 2009. "Examining Feedback, Momentum and Overreaction in National Equity Markets," Melbourne Institute Working Paper Series wp2009n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  10. C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  11. G.C. Lim & R. Dixon & S. Tsiaplias, 2009. "Phillips Curve and the Equalibrium Unemployment Rate," Department of Economics - Working Papers Series 1070, The University of Melbourne.
  12. Sarantis Tsiaplias & Chew Lian Chua, 2008. "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series wp2008n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  13. G. C. Lim & R. Dixon & Sarantis Tsiaplias, 2008. "Phillips Curve and the Equilibrium Rate of Unemployment," Melbourne Institute Working Paper Series wp2008n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  14. Chew Lian Chua & Sarantis Tsiaplias, 2008. "Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?," Melbourne Institute Working Paper Series wp2008n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  15. Sarantis Tsiaplias, 2007. "The Macroeconomic Content of Equity Market Factors," Melbourne Institute Working Paper Series wp2007n23, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  16. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  17. Sarantis Tsiaplias, 2007. "Co-movement and Integration among Developed Equity Markets," Melbourne Institute Working Paper Series wp2007n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

Articles

  1. Chua, Chew Lian & Tsiaplias, Sarantis, 2024. "The influence of supermarket prices on consumer inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 414-433.
  2. Chew Lian Chua & Sarantis Tsiaplias & Ruining Zhou, 2024. "Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2212-2227, September.
  3. Sarantis Tsiaplias, 2023. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(3), pages 355-356, September.
  4. Sarantis Tsiaplias & Qi Zeng & Guay C. Lim, 2023. "Retail Investor Trading Intentions: New Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 99(327), pages 512-535, December.
  5. Sarantis Tsiaplias & Jiao Wang, 2023. "The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(1), pages 5-19, March.
  6. Sarantis Tsiaplias, 2022. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(3), pages 373-374, September.
  7. Viet H. Nguyen & Tim Robinson & Sarantis Tsiaplias, 2022. "The Australian Economy in 2021–2022: The Virus Strikes Back," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 5-24, March.
  8. Sarantis Tsiaplias, 2022. "Introduction to the Policy Forum on Inflation Expectations," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 122-124, March.
  9. Sarantis Tsiaplias, 2021. "Consumer inflation expectations, income changes and economic downturns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 784-807, September.
  10. Sarantis Tsiaplias, 2021. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 359-361, September.
  11. Sarantis Tsiaplias, 2021. "The Welfare Implications of Unobserved Heterogeneity," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(4), pages 1029-1051, December.
  12. Guay Lim & Viet Nguyen & Tim Robinson & Sarantis Tsiaplias & Jiao Wang, 2021. "The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(1), pages 5-18, March.
  13. Sarantis Tsiaplias & Jiao Wang, 2020. "The Australian Economy in 2019–20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(1), pages 5-21, March.
  14. Tsiaplias, Sarantis, 2020. "Time-Varying Consumer Disagreement and Future Inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  15. Chew Lian Chua & Sarantis Tsiaplias, 2019. "Information flows and stock market volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(1), pages 129-148, January.
  16. G. C. Lim & Sarantis Tsiaplias, 2019. "Household income requirements and financial conditions," Empirical Economics, Springer, vol. 57(5), pages 1705-1730, November.
  17. G.C. Lim & Sarantis Tsiaplias, 2018. "Interest Rates, Local Housing Markets and House Price Over†reactions," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
  18. Chew Lian Chua & Sarantis Tsiaplias, 2018. "A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 267-277, April.
  19. Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen, 2016. "The Australian Economy in 2015–16: Uncertainties and Challenges," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 49(1), pages 5-19, March.
  20. Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen, 2015. "The Australian Economy in 2014–15: An Economy in Transition," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 48(1), pages 1-14, March.
  21. Sarantis Tsiaplias & Chew Lian Chua, 2013. "A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 244-271, February.
  22. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2013. "Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 442-455.
  23. G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013. "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
  24. Sarantis Tsiaplias, 2012. "The macroeconomic content of international equity market factors," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1709-1721, November.
  25. Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012. "A latent variable approach to forecasting the unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
  26. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012. "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, vol. 117(2), pages 452-454.
  27. Chua, Chew Lian & Tsiaplias, Sarantis, 2011. "Predicting economic contractions and expansions with the aid of professional forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 438-451, April.
  28. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
  29. Sarantis Tsiaplias & Chew Lian Chua, 2010. "Forecasting Australian Macroeconomic Variables Using A Large Dataset," Australian Economic Papers, Wiley Blackwell, vol. 49(1), pages 44-59, March.
  30. G.C. Lim & Robert Dixon & Sarantis Tsiaplias, 2009. "Phillips Curve and the Equilibrium Unemployment Rate," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 371-382, December.
  31. Chew Lian Chua & Sarantis Tsiaplias, 2009. "Can consumer sentiment and its components forecast Australian GDP and consumption?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(8), pages 698-711.
  32. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.
  33. Tsiaplias, Sarantis, 2008. "Factor estimation using MCMC-based Kalman filter methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 344-353, December.
    RePEc:bla:ausecr:v:41:y:2008:i:1:p:105-113 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Sarantis Tsiaplias, 2017. "The Welfare Implications of Unobserved Heterogeneity," Melbourne Institute Working Paper Series wp2017n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. G. C. Lim & Sarantis Tsiaplias, 2019. "Household income requirements and financial conditions," Empirical Economics, Springer, vol. 57(5), pages 1705-1730, November.

  2. Guay Lim & Sarantis Tsiaplias, 2016. "Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy," Melbourne Institute Working Paper Series wp2016n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Calvin He & Gianni La Cava, 2020. "The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets," RBA Research Discussion Papers rdp2020-02, Reserve Bank of Australia.
    2. Christopher G Gibbs & Jonathan Hambur & Gabriela Nodari, 2018. "DSGE Reno: Adding a Housing Block to a Small Open Economy Model," RBA Research Discussion Papers rdp2018-04, Reserve Bank of Australia.
    3. Dieckelmann, Daniel & Hempell, Hannah S. & Jarmulska, Barbara & Lang, Jan Hannes & Rusnák, Marek, 2023. "House prices and ultra-low interest rates: exploring the non-linear nexus," Working Paper Series 2789, European Central Bank.
    4. Christopher G. Gibbs & Jonathan Hambur & Gabriela Nodari, 2021. "Housing and Commodity Investment Booms in a Small Open Economy," The Economic Record, The Economic Society of Australia, vol. 97(317), pages 212-242, June.
    5. Sarantis Tsiaplias & Jiao Wang, 2023. "The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(1), pages 5-19, March.

  3. G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010. "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A., 2020. "Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 46-68.
    2. Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019. "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, vol. 57(4), pages 1255-1289, October.
    3. Valadkhani, Abbas, 2013. "The pricing behaviour of Australian banks and building societies in the residential mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 133-151.
    4. Valadkhani, Abbas & Worthington, Andrew, 2014. "Asymmetric behavior of Australia's Big-4 banks in the mortgage market," Economic Modelling, Elsevier, vol. 43(C), pages 57-66.
    5. Mervyn K. Lewis, 2011. "Monetary Policies During the Financial Crisis: An Appraisal," Chapters, in: Steven Kates (ed.), The Global Financial Crisis, chapter 8, Edward Elgar Publishing.
    6. Valadkhani, Abbas, 2014. "Analysing interest rate mark-ups in the Australian mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 343-361.
    7. Lou, Weifang & Yin, Xiangkang, 2014. "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 336-363.

  4. C. L. Chua & G. C. Lim & Sarantis Tsiaplias, 2009. "A Latent Variable Approach to Forecasting the Unemployment Rate," Melbourne Institute Working Paper Series wp2009n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
    2. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 471-487, September.

  5. G.C. Lim & R. Dixon & S. Tsiaplias, 2009. "Phillips Curve and the Equalibrium Unemployment Rate," Department of Economics - Working Papers Series 1070, The University of Melbourne.

    Cited by:

    1. Mallick, Debdulal, 2019. "Policy regimes and the shape of the Phillips curve in Australia," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1077-1094.
    2. David Norman & Anthony Richards, 2012. "The Forecasting Performance of Single Equation Models of Inflation," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 64-78, March.
    3. Kajuth, Florian, 2010. "NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off," Discussion Paper Series 1: Economic Studies 2010,19, Deutsche Bundesbank.
    4. Jared Bullen & Jacinta Greenwell & Michael Kouparitsas & David Muller & John O’Leary & Rhett Wilcox, 2014. "Treasury's medium-term economic projection methodology," Treasury Working Papers 2014-02, The Treasury, Australian Government, revised May 2014.
    5. Mallick, Debdulal, 2014. "A Spectral Representation of the Phillips Curve in Australia," MPRA Paper 59794, University Library of Munich, Germany.
    6. Chew Lian Chua & Tim Robinson, 2018. "Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 11-32, June.
    7. Tim Robinson & Viet H. Nguyen & Jiao Wang, 2017. "The Australian Economy in 2016–17: Looking Beyond the Apartment Construction Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(1), pages 5-20, March.
    8. James Bishop & Emma Greenland, 2021. "Is the Phillips Curve Still a Curve? Evidence from the Regions," RBA Research Discussion Papers rdp2021-09, Reserve Bank of Australia.
    9. Geoff Weir, 2018. "Wage Growth Puzzles and Technology," RBA Research Discussion Papers rdp2018-10, Reserve Bank of Australia.

  6. Sarantis Tsiaplias & Chew Lian Chua, 2008. "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series wp2008n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. de Silva, Ashton J, 2010. "Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches," MPRA Paper 27411, University Library of Munich, Germany.
    2. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.

  7. G. C. Lim & R. Dixon & Sarantis Tsiaplias, 2008. "Phillips Curve and the Equilibrium Rate of Unemployment," Melbourne Institute Working Paper Series wp2008n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.

  8. Chew Lian Chua & Sarantis Tsiaplias, 2008. "Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?," Melbourne Institute Working Paper Series wp2008n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Javier Rojo-Suárez & Ana Belén Alonso-Conde, 2020. "Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-31, November.
    2. Bahram Adrangi & Joseph Macri, 2011. "Consumer Confidence and Aggregate Consumption Expenditures in the United States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-18, February.
    3. Atsuo Utaka, 2014. "Consumer Confidence and the Japanese Economy -Comparison of Pre- and Post-Bubble Period-," Economics Bulletin, AccessEcon, vol. 34(2), pages 1165-1173.
    4. Lenka Mynaříková & Vít Pošta, 2023. "The Effect of Consumer Confidence and Subjective Well-being on Consumers’ Spending Behavior," Journal of Happiness Studies, Springer, vol. 24(2), pages 429-453, February.
    5. Nguyen, Viet Hoang & Claus, Edda, 2013. "Good news, bad news, consumer sentiment and consumption behavior," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 426-438.
    6. John Khumalo, 2014. "Consumer Spending and Consumer Confidence in South Africa: Cointegration Analysis," Journal of Economics and Behavioral Studies, AMH International, vol. 6(2), pages 95-104.
    7. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.
    8. Botha, Ferdi & Nguyen, Viet H., 2022. "Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia," Social Science & Medicine, Elsevier, vol. 292(C).

  9. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Tsiaplias, Sarantis, 2008. "Factor estimation using MCMC-based Kalman filter methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 344-353, December.
    2. Sarantis Tsiaplias, 2007. "Co-movement and Integration among Developed Equity Markets," Melbourne Institute Working Paper Series wp2007n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    3. Sarantis Tsiaplias, 2007. "The Macroeconomic Content of Equity Market Factors," Melbourne Institute Working Paper Series wp2007n23, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

Articles

  1. Sarantis Tsiaplias & Jiao Wang, 2023. "The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(1), pages 5-19, March.

    Cited by:

    1. Ohikhuare, Obaika M., 2023. "How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war," Resources Policy, Elsevier, vol. 86(PB).

  2. Sarantis Tsiaplias, 2022. "Introduction to the Policy Forum on Inflation Expectations," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 122-124, March.

    Cited by:

    1. Sarantis Tsiaplias, 2022. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(3), pages 373-374, September.

  3. Sarantis Tsiaplias, 2021. "Consumer inflation expectations, income changes and economic downturns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 784-807, September.

    Cited by:

    1. Kučerová, Zuzana & Pakši, Daniel & Koňařík, Vojtěch, 2024. "Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?," Economic Systems, Elsevier, vol. 48(1).
    2. Chee-Hong Law & Kim Huat Goh, 2024. "A systematic literature review of the implications of media on inflation expectations," International Economics and Economic Policy, Springer, vol. 21(2), pages 311-340, May.
    3. Benjamin Beckers & Anthony Brassil, 2022. "Inflation Expectations in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 125-135, March.
    4. Katharina Allinger & Fabio Rumler, 2023. "Inflation Expectations in CESEE: The Role of Sentiment and Experiences (Katharina Allinger, Fabio Rumler)," Working Papers 247, Oesterreichische Nationalbank (Austrian Central Bank).

  4. Sarantis Tsiaplias, 2021. "The Welfare Implications of Unobserved Heterogeneity," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(4), pages 1029-1051, December.
    See citations under working paper version above.
  5. Guay Lim & Viet Nguyen & Tim Robinson & Sarantis Tsiaplias & Jiao Wang, 2021. "The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(1), pages 5-18, March.

    Cited by:

    1. Azmat Gani, 2022. "Using a consumer choice model to explain the effect of the newly developed oxford COVID-19 government stringency measure on hotel occupancy rates," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4313-4333, December.
    2. Viet H. Nguyen & Tim Robinson & Sarantis Tsiaplias, 2022. "The Australian Economy in 2021–2022: The Virus Strikes Back," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 5-24, March.

  6. Tsiaplias, Sarantis, 2020. "Time-Varying Consumer Disagreement and Future Inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).

    Cited by:

    1. Sarantis Tsiaplias, 2021. "Consumer inflation expectations, income changes and economic downturns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 784-807, September.
    2. Meeks, Roland & Monti, Francesca, 2023. "Heterogeneous beliefs and the Phillips curve," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 41-54.
    3. Chua, Chew Lian & Tsiaplias, Sarantis, 2024. "The influence of supermarket prices on consumer inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 414-433.

  7. Chew Lian Chua & Sarantis Tsiaplias, 2019. "Information flows and stock market volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(1), pages 129-148, January.

    Cited by:

    1. Shamrez Ali, Sundus Waqar, Muhammad Haris, 2019. "The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 59-71, March.
    2. Li, Chenxing & Maheu, John M, 2020. "A Multivariate GARCH-Jump Mixture Model," MPRA Paper 104770, University Library of Munich, Germany.
    3. Nappo, Giovanna & Marchetti, Fabio Massimo & Vagnani, Gianluca, 2023. "Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets," Finance Research Letters, Elsevier, vol. 53(C).
    4. Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023. "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, vol. 90(C).
    5. Wei Zhang & Kai Yan & Dehua Shen, 2021. "Can the Baidu Index predict realized volatility in the Chinese stock market?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-31, December.
    6. Niu, Zibo & Liu, Yuanyuan & Gao, Wang & Zhang, Hongwei, 2021. "The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China," Resources Policy, Elsevier, vol. 73(C).

  8. G. C. Lim & Sarantis Tsiaplias, 2019. "Household income requirements and financial conditions," Empirical Economics, Springer, vol. 57(5), pages 1705-1730, November.

    Cited by:

    1. Roger Wilkins, 2021. "Economic Wellbeing," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(4), pages 469-481, December.

  9. G.C. Lim & Sarantis Tsiaplias, 2018. "Interest Rates, Local Housing Markets and House Price Over†reactions," The Economic Record, The Economic Society of Australia, vol. 94(S1), pages 33-48, June.
    See citations under working paper version above.
  10. Chew Lian Chua & Sarantis Tsiaplias, 2018. "A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 267-277, April.

    Cited by:

    1. Costola, Michele & Iacopini, Matteo, 2023. "Measuring sovereign bond fragmentation in the Eurozone," Finance Research Letters, Elsevier, vol. 51(C).
    2. Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina, 2021. "On the "mementum" of Meme Stocks," Papers 2106.03691, arXiv.org.
    3. George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018. "Time varying cointegration and the UK great ratios," CAMA Working Papers 2018-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini, 2020. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," Papers 2011.04577, arXiv.org, revised Apr 2023.
    5. Li, Leon, 2022. "The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk," Energy Economics, Elsevier, vol. 105(C).

  11. Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen, 2015. "The Australian Economy in 2014–15: An Economy in Transition," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 48(1), pages 1-14, March.

    Cited by:

    1. Arturo Martinez & Francisco Perales, 2017. "The Dynamics of Multidimensional Poverty in Contemporary Australia," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 130(2), pages 479-496, January.

  12. Sarantis Tsiaplias & Chew Lian Chua, 2013. "A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 244-271, February.

    Cited by:

    1. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021. "Oil price shocks, real economic activity and uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 364-392, July.
    2. Rainer Jobst & Daniel Rösch & Harald Scheule & Martin Schmelzle, 2015. "A Simple Econometric Approach for Modeling Stress Event Intensities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 300-320, April.

  13. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2013. "Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 442-455.

    Cited by:

    1. Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021. "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-23, February.
    2. Karol Szafranek & Marek Kwas & Grzegorz Szafrański & Zuzanna Wośko, 2020. "Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach," Energies, MDPI, vol. 13(23), pages 1-23, November.
    3. Jiawen Luo & Qun Zhang, 2024. "Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 151-217, February.

  14. G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua, 2013. "Bank and Official Interest Rates: How Do They Interact over Time?," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 160-174, June.
    See citations under working paper version above.
  15. Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias, 2012. "A latent variable approach to forecasting the unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 229-244, April.
    See citations under working paper version above.
  16. Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012. "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, vol. 117(2), pages 452-454.

    Cited by:

    1. Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2021. "Oil price shocks, real economic activity and uncertainty," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 364-392, July.
    2. Cherry Muijsson, 2014. "Assessing Interbank Connectedness Using Transmission Decomposition Techniques: an Application to Eurozone SIFIs," Cambridge Working Papers in Economics 1438, Faculty of Economics, University of Cambridge.
    3. Mobeen Ur Rehman, 2016. "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 121-151, July-Dec.
    4. Zhao, Yihang & Zhou, Zhenxi & Zhang, Kaiwen & Huo, Yaotong & Sun, Dong & Zhao, Huiru & Sun, Jingqi & Guo, Sen, 2023. "Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe," Energy, Elsevier, vol. 263(PF).

  17. Chua, Chew Lian & Tsiaplias, Sarantis, 2011. "Predicting economic contractions and expansions with the aid of professional forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 438-451, April.

    Cited by:

    1. IIZUKA Nobuo, 2013. "Predicting Business Cycle Phases by Professional Forecasters－ Are They Useful ?," ESRI Discussion paper series 305, Economic and Social Research Institute (ESRI).
    2. Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.

  18. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.

    Cited by:

    1. Creina Day, 2011. "China's Fiscal Stimulus and the Recession Australia Never Had: Is a Growth Slowdown Now Inevitable?," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 18(1), pages 23-34.

  19. Sarantis Tsiaplias & Chew Lian Chua, 2010. "Forecasting Australian Macroeconomic Variables Using A Large Dataset," Australian Economic Papers, Wiley Blackwell, vol. 49(1), pages 44-59, March.
    See citations under working paper version above.
  20. G.C. Lim & Robert Dixon & Sarantis Tsiaplias, 2009. "Phillips Curve and the Equilibrium Unemployment Rate," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 371-382, December.
    See citations under working paper version above.
  21. Chew Lian Chua & Sarantis Tsiaplias, 2009. "Can consumer sentiment and its components forecast Australian GDP and consumption?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(8), pages 698-711.
    See citations under working paper version above.
  22. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2009. "Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(1), pages 1-11, March.

    Cited by:

    1. Rolfe, John, 2013. "Predicting the economic and demographic impacts of long distance commuting in the resources sector: A Surat basin case study," Resources Policy, Elsevier, vol. 38(4), pages 723-732.
    2. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.
    3. Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
    4. Windle, Jill & Rolfe, John, 2014. "Assessing the trade-offs of increased mining activity in the Surat Basin, Queensland: preferences of Brisbane residents using nonmarket valuation techniques," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 58(1), January.

  23. Tsiaplias, Sarantis, 2008. "Factor estimation using MCMC-based Kalman filter methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 344-353, December.

    Cited by:

    1. Hautsch, Nikolaus & Yang, Fuyu, 2010. "Bayesian inference in a stochastic volatility Nelson-Siegel Model," SFB 649 Discussion Papers 2010-004, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    2. Javier Rojo-Suárez & Ana Belén Alonso-Conde, 2020. "Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-31, November.
    3. Sarantis Tsiaplias & Chew Lian Chua, 2013. "A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 244-271, February.
    4. Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias, 2010. "Review of the Australian Economy 2009–10: On the Road to Recovery," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 1-11, March.

More information

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Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (5) 2008-04-15 2008-10-28 2010-01-10 2010-04-24 2011-08-09. Author is listed
  2. NEP-FOR: Forecasting (4) 2008-04-15 2008-04-15 2009-07-28 2011-08-09
  3. NEP-MAC: Macroeconomics (4) 2008-04-15 2008-10-28 2010-01-10 2016-03-23
  4. NEP-ECM: Econometrics (3) 2008-01-05 2008-04-15 2015-01-19
  5. NEP-ETS: Econometric Time Series (3) 2008-01-05 2008-04-15 2015-01-19
  6. NEP-LAB: Labour Economics (3) 2008-10-28 2009-07-28 2010-01-10
  7. NEP-MON: Monetary Economics (3) 2010-04-24 2016-03-23 2024-05-20
  8. NEP-FMK: Financial Markets (2) 2009-07-17 2022-02-07
  9. NEP-UPT: Utility Models and Prospect Theory (2) 2018-05-28 2022-02-07
  10. NEP-BAN: Banking (1) 2010-04-24
  11. NEP-CWA: Central and Western Asia (1) 2022-02-07
  12. NEP-DCM: Discrete Choice Models (1) 2018-05-28
  13. NEP-MST: Market Microstructure (1) 2011-08-09
  14. NEP-ORE: Operations Research (1) 2022-02-07
  15. NEP-URE: Urban and Real Estate Economics (1) 2016-03-23

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