Information about:
Sarantis Tsiaplias

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Affiliation

• Melbourne Institute of Applied Economic and Social Research (MIAESR)
  Faculty of Economics and Commerce
  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 (registered authors at this institution)

Working papers

1. 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. [Downloadable!]

2. 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. [Downloadable!]

3. 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. [Downloadable!]

4. 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. [Downloadable!]

5. 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. [Downloadable!]

6. 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. [Downloadable!]

7. 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. [Downloadable!]

8. 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. [Downloadable!]

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, 03. [Downloadable!] (restricted)

2. 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. [Downloadable!] (restricted)

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

1. NEP-CBA: Central Banking (2) 2008-04-15 2008-10-28 Author is listed
2. NEP-ECM: Econometrics (2) 2008-01-05 2008-04-15 Author is listed
3. NEP-ETS: Econometric Time Series (2) 2008-01-05 2008-04-15 Author is listed
4. NEP-FMK: Financial Markets (1) 2009-07-17
5. NEP-FOR: Forecasting (3) 2008-04-15 2008-04-15 2009-07-28 Author is listed
6. NEP-LAB: Labour Economics (2) 2008-10-28 2009-07-28 Author is listed
7. NEP-MAC: Macroeconomics (2) 2008-04-15 2008-10-28 Author is listed

This page was last updated on 2009-10-25.