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Sarantis Tsiaplias

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This is information that was supplied by Sarantis Tsiaplias in registering through RePEc. If you are Sarantis Tsiaplias , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sarantis
Middle Name:
Last Name: Tsiaplias
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RePEc Short-ID: pts42

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Affiliation

Melbourne Institute of Applied Economic and Social Research (MIAESR)
Faculty of Business and Economics
University of Melbourne
Location: Melbourne, Australia
Homepage: http://www.melbourneinstitute.com/
Email:
Phone: +61 3 8344 2100
Fax: +61 3 8344 2111
Postal: The University of Melbourne, Victoria 3010
Handle: RePEc:edi:mimelau (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. 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.
  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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.

Articles

  1. 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.
  2. 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.
  3. 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, 06.
  4. Sarantis Tsiaplias, 2012. "The macroeconomic content of international equity market factors," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1709-1721, November.
  5. 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.
  6. 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, 04.
  7. 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.
  8. 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.
  9. 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, 03.
  10. 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.
  11. 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.
  12. 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, 03.
  13. Tsiaplias, Sarantis, 2008. "Factor estimation using MCMC-based Kalman filter methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 344-353, December.
  14. Sarantis Tsiaplias, 2008. "The CPI and Other Measures of Australian Inflation," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 41(1), pages 105-113, 03.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-04-24
  2. NEP-CBA: Central Banking (5) 2008-04-15 2008-10-28 2010-01-10 2010-04-24 2011-08-09. Author is listed
  3. NEP-ECM: Econometrics (2) 2008-01-05 2008-04-15
  4. NEP-ETS: Econometric Time Series (2) 2008-01-05 2008-04-15
  5. NEP-FMK: Financial Markets (1) 2009-07-17
  6. NEP-FOR: Forecasting (4) 2008-04-15 2008-04-15 2009-07-28 2011-08-09. Author is listed
  7. NEP-LAB: Labour Economics (3) 2008-10-28 2009-07-28 2010-01-10. Author is listed
  8. NEP-MAC: Macroeconomics (3) 2008-04-15 2008-10-28 2010-01-10. Author is listed
  9. NEP-MON: Monetary Economics (1) 2010-04-24
  10. NEP-MST: Market Microstructure (1) 2011-08-09

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