Dr Sam Tsiaplias

Research Fellow
Melbourne Institute of Applied Economic and Social Research
Tel.: +61 3 8344 2145
Fax.: +61 3 8344 2111
Email: ssts@unimelb.edu.au

Sam joined the Melbourne Institute of Applied Economic and Social Research in May 2007 as a Research Fellow within the Applied Macroeconomics area.

Research interests: financial economics, forecasting, Bayesian econometrics, applied macroeconomics.

Papers

1. Tsiaplias, S., 2008, Factor estimation using MCMC-based Kalman filter methods, Computational Statistics and Data Analysis, 53(2), 344-353. (WP)
2. Tsiaplias, S., 2008, The CPI and other Measures of Australian Inflation, Australian Economic Review, 41(1), 105-113.
3. Lim, G.C., Chua, C.L., Claus, E., Tsiaplias, S., 2009, Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks, Australian Economic Review, 42(1), 1-11.
4. Chua, C.L., Tsiaplias, S., 2009, Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?, Journal of Forecasting, forthcoming.
5. Lim, G.C., Dixon, R., Tsiaplias, S., 2009, Phillips Curve and the Equilibrium Rate of Unemployment, Economic Record, forthcoming. (WP.)

Working Papers

2007

1. A Metropolis-in-Gibbs sampler for estimating equity market factors.
2. The macroeconomic content of equity market factors.
3. Co-movement and Integration among Developed Equity Markets.

2008

1. Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption? (with C.L. Chua).
2. Forecasting Australian Macroeconomic Variables Using a Large Dataset. (with C.L. Chua).
3. Phillips Curve (with G.C. Lim, R. Dixon).

Work in Progress

1. Some evidence on financial asset feedback and momentum
2. Forecasting using large datasets
3. Exchange rate forecasting
4. Interest rate linkages