Dr Sarantis Tsiaplias

Senior Research Fellow

Melbourne Institute of Applied Economic and Social Research

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Biography

Sam is a Senior Research Fellow in the Macroeconomics Research Program. His research interests are in the areas of applied macroeconomics, housing and household behavior, and financial economics. Sam has also consulted to a large number of government agencies and private sector organisations relating to the Australian energy market, the Australian retail sector, the Victorian criminal justice sphere, the banking sector and the Australian housing market.

Dr Sarantis Tsiaplias' SSRN Author Page

RePEc

Dr Sarantis Tsiaplias' RePEc Author Page

Current Projects

• Household stress
• Housing affordability
• Spillovers in asset markets

Selected Publications

Chua, C. L. and S. Tsiaplias (forthcoming), 'A Bayesian approach to modelling time-varying cointegration and cointegrating rank', Journal of Business and Economic Statistics.

Lim G.C., S. Tsiaplias and C.L. Chua (2013), ‘Bank and official interest rates: How do they interact over time?’ Economic Record, 89(285), 160-174.

Tsiaplias, S. and C.L. Chua (2013), ‘A multivariate GARCH model incorporating the direct and indirect Transmission of Shocks,’ Econometric Reviews, 32(2), 244-271.

Chua, C.L., S. Suardi and S. Tsiaplias (2013), ‘Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data,’ International Journal of Forecasting, 29(3), 442-455.

Tsiaplias, S. (2012), ‘The macroeconomic content of international equity market factors,’ Quantitative Finance, 12(11), 1709-1721.

Chua, C.L., S. Suardi and S. Tsiaplias (2012), ‘An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks.’ Economics Letters, 117, 452-454.

Chua, C.L., G.C. Lim and S. Tsiaplias (2012), ‘A latent variable approach to forecasting the unemployment rate,’ Journal of Forecasting, 31, 229–244.

Chua, C.L. and S. Tsiaplias (2011), ‘Predicting economic contractions and expansions with the aid of professional forecasts,’ International Journal of Forecasting, 27, 438-451.

Lim, G.C., Chua, C.L., Claus, E. and S. Tsiaplias (2010), ‘Review of the Australian economy 2009-10: On the road to recovery,’ Australian Economic Review, 43(1), 1-11.

Tsiaplias, S. and C.L. Chua (2010), ‘Forecasting Australian macroeconomic variables using a large dataset,’ Australian Economic Papers, 49, 44-59.

Chua, C.L. and S. Tsiaplias (2009), ‘Can consumer sentiment and its components forecast Australian GDP and consumption?’ Journal of Forecasting, 28, 698-711.

Tsiaplias, S (2009), ‘Co-movement and integration among developed European equity markets.’ In Andrikopoulos P. (Ed), Contemporary Issues of Economic and Financial Integration: A Collection of Empirical Work, Chapter 8, Athens: ATINER (ISBN: 978-960-6672-57-6).

Lim, G.C., Chua, C.L., Claus, E. and S. Tsiaplias (2009), ‘Review of the Australian economy 2008-09: recessions, retrenchments and risks,’ Australian Economic Review, 42(1), 1-11.

Lim, G.C., Dixon, R. and S. Tsiaplias (2009), ‘Phillips Curve and the Equilibrium Unemployment Rate,’ Economic Record, 85(271), 371-382.

Tsiaplias, S (2008), ‘The CPI and other measures of Australian inflation,’ Australian Economic Review, 41(1), 105-113.

Tsiaplias, S. (2008), ‘Factor estimation using MCMC-based Kalman filter methods,’ Computational Statistics and Data Analysis, 53(2), 344-353.