Sarantis Tsiaplias

Names

Identifer

Contact

Affiliations

• University of Melbourne / Faculty of Business and Economics / Melbourne Institute of Applied Economic and Social Research (MIAESR)
  • EDIRC entry
  • location:

Research profile

author of:

• Forecasting Australian Macroeconomic Variables Using A Large Dataset (RePEc:bla:ausecp:v:49:y:2010:i:1:p:44-59)
  by Sarantis Tsiaplias & Chew Lian Chua
• Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks (RePEc:bla:ausecr:v:42:y:2009:i:1:p:1-11)
  by Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias
• Review of the Australian Economy 2009–10: On the Road to Recovery (RePEc:bla:ausecr:v:43:y:2010:i:1:p:1-11)
  by Guay C. Lim & Chew Lian Chua & Edda Claus & Sarantis Tsiaplias
• The Australian Economy in 2014–15: An Economy in Transition (RePEc:bla:ausecr:v:48:y:2015:i:1:p:1-14)
  by Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen
• The Australian Economy in 2015–16: Uncertainties and Challenges (RePEc:bla:ausecr:v:49:y:2016:i:1:p:5-19)
  by Tim Robinson & Sarantis Tsiaplias & Viet H. Nguyen
• The Australian Economy in 2019–20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape (RePEc:bla:ausecr:v:53:y:2020:i:1:p:5-21)
  by Sarantis Tsiaplias & Jiao Wang
• The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery (RePEc:bla:ausecr:v:54:y:2021:i:1:p:5-18)
  by Guay Lim & Viet Nguyen & Tim Robinson & Sarantis Tsiaplias & Jiao Wang
• Introduction (RePEc:bla:ausecr:v:54:y:2021:i:3:p:359-361)
  by Sarantis Tsiaplias
• Introduction to the Policy Forum on Inflation Expectations (RePEc:bla:ausecr:v:55:y:2022:i:1:p:122-124)
  by Sarantis Tsiaplias
• The Australian Economy in 2021–2022: The Virus Strikes Back (RePEc:bla:ausecr:v:55:y:2022:i:1:p:5-24)
  by Viet H. Nguyen & Tim Robinson & Sarantis Tsiaplias
• Introduction (RePEc:bla:ausecr:v:55:y:2022:i:3:p:373-374)
  by Sarantis Tsiaplias
• The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World (RePEc:bla:ausecr:v:56:y:2023:i:1:p:5-19)
  by Sarantis Tsiaplias & Jiao Wang
• Introduction (RePEc:bla:ausecr:v:56:y:2023:i:3:p:355-356)
  by Sarantis Tsiaplias
• Phillips Curve and the Equilibrium Unemployment Rate (RePEc:bla:ecorec:v:85:y:2009:i:271:p:371-382)
  by G.C. Lim & Robert Dixon & Sarantis Tsiaplias
• Bank and Official Interest Rates: How Do They Interact over Time? (RePEc:bla:ecorec:v:89:y:2013:i:285:p:160-174)
  by G. C. Lim & Sarantis Tsiaplias & Chew Lian Chua
• Interest Rates, Local Housing Markets and House Price Over†reactions (RePEc:bla:ecorec:v:94:y:2018:i:s1:p:33-48)
  by G.C. Lim & Sarantis Tsiaplias
• Retail Investor Trading Intentions: New Evidence from Australia (RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535)
  by Sarantis Tsiaplias & Qi Zeng & Guay C. Lim
• The Welfare Implications of Unobserved Heterogeneity (RePEc:bla:revinw:v:67:y:2021:i:4:p:1029-1051)
  by Sarantis Tsiaplias
• Factor estimation using MCMC-based Kalman filter methods (RePEc:eee:csdana:v:53:y:2008:i:2:p:344-353)
  by Tsiaplias, Sarantis
• Time-Varying Consumer Disagreement and Future Inflation (RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300713)
  by Tsiaplias, Sarantis
• An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks (RePEc:eee:ecolet:v:117:y:2012:i:2:p:452-454)
  by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis
• Predicting economic contractions and expansions with the aid of professional forecasts (RePEc:eee:intfor:v:27:y::i:2:p:438-451)
  by Chua, Chew Lian & Tsiaplias, Sarantis
• Predicting economic contractions and expansions with the aid of professional forecasts (RePEc:eee:intfor:v:27:y:2011:i:2:p:438-451)
  by Chua, Chew Lian & Tsiaplias, Sarantis
• Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data (RePEc:eee:intfor:v:29:y:2013:i:3:p:442-455)
  by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis
• A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors (RePEc:iae:iaewps:wp2007n18)
  by Sarantis Tsiaplias
• The Macroeconomic Content of Equity Market Factors (RePEc:iae:iaewps:wp2007n23)
  by Sarantis Tsiaplias
• Co-movement and Integration among Developed Equity Markets (RePEc:iae:iaewps:wp2007n25)
  by Sarantis Tsiaplias
• Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? (RePEc:iae:iaewps:wp2008n03)
  by Chew Lian Chua & Sarantis Tsiaplias
• Forecasting Australian Macroeconomic Variables Using a Large Dataset (RePEc:iae:iaewps:wp2008n04)
  by Sarantis Tsiaplias & Chew Lian Chua
• Phillips Curve and the Equilibrium Rate of Unemployment (RePEc:iae:iaewps:wp2008n21)
  by G. C. Lim & R. Dixon & Sarantis Tsiaplias
• Examining Feedback, Momentum and Overreaction in National Equity Markets (RePEc:iae:iaewps:wp2009n18)
  by Sarantis Tsiaplias
• A Latent Variable Approach to Forecasting the Unemployment Rate (RePEc:iae:iaewps:wp2009n19)
  by C. L. Chua & G. C. Lim & Sarantis Tsiaplias
• Bank and Official Interest Rates: How Do They Interact over Time? (RePEc:iae:iaewps:wp2010n04)
  by G. C. Lim & Sarantis Tsiaplias & C. L. Chua
• Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? (RePEc:iae:iaewps:wp2011n01)
  by Chew Lian Chua & Sandy Suardi & Sarantis Tsiaplias
• A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank (RePEc:iae:iaewps:wp2014n27)
  by Chew Lian Chua & Sarantis Tsiaplias
• Financial Stress Thresholds and Household Equivalence Scales (RePEc:iae:iaewps:wp2015n05)
  by G. C. Lim & Sarantis Tsiaplias
• Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy (RePEc:iae:iaewps:wp2016n02)
  by Guay Lim & Sarantis Tsiaplias
• The Welfare Implications of Unobserved Heterogeneity (RePEc:iae:iaewps:wp2017n21)
  by Sarantis Tsiaplias
• Retail investor expectations and trading preferences (RePEc:iae:iaewps:wp2021n27)
  by Sarantis Tsiaplias & Qi Zeng & Guay Lim
• Can consumer sentiment and its components forecast Australian GDP and consumption? (RePEc:jof:jforec:v:28:y:2009:i:8:p:698-711)
  by Chew Lian Chua & Sarantis Tsiaplias
• Phillips Curve and the Equalibrium Unemployment Rate (RePEc:mlb:wpaper:1070)
  by G.C. Lim & R. Dixon & S. Tsiaplias
• Household income requirements and financial conditions (RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1512-x)
  by G. C. Lim & Sarantis Tsiaplias
• A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks (RePEc:taf:emetrv:v:32:y:2013:i:2:p:244-271)
  by Sarantis Tsiaplias & Chew Lian Chua
• A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:267-277)
  by Chew Lian Chua & Sarantis Tsiaplias
• The macroeconomic content of international equity market factors (RePEc:taf:quantf:v:12:y:2012:i:11:p:1709-1721)
  by Sarantis Tsiaplias
• Information flows and stock market volatility (RePEc:wly:japmet:v:34:y:2019:i:1:p:129-148)
  by Chew Lian Chua & Sarantis Tsiaplias
• Consumer inflation expectations, income changes and economic downturns (RePEc:wly:japmet:v:36:y:2021:i:6:p:784-807)
  by Sarantis Tsiaplias
• A latent variable approach to forecasting the unemployment rate (RePEc:wly:jforec:v:31:y:2012:i:3:p:229-244)
  by Chew Lian Chua & G. C. Lim & Sarantis Tsiaplias