Dr Sam Tsiaplias

Sam is a Senior Research Fellow in the Macroeconomics Research Program at the Melbourne Institute of Applied Economic and Social Research.

His research interests are in the areas of applied macroeconomics, housing and household behaviour, 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.

Find out more about Sam Tsiaplias' experience

Sam Tsiaplias' highlights

FEATURED Scholarly Contribution to Database/Website

Australia Votes 2019: The Budget

Sam Tsiaplias' selected work

Developing Macro-Finance Models Of Volatility

Internal Research Grant

2019 Budget: The Verdict Part 1

NEWS ARTICLE

2019 Budget: The Verdict Part 1

Scholarly Contribution to Database/Website

Historial Property Sales Data

Research Contracts

2018 Budget: The big takeaways

NEWS ARTICLE

Striking a balance in the Australian property market

Scholarly Contribution to Database/Website

Projects

Displaying the 3 most recent projects by Sam Tsiaplias.

3

Projects

Project Types

2

Research Contracts

1

Internal Research Grant

Scholarly Works

Displaying the 37 most recent scholarly works by Sam Tsiaplias.

Australia Votes 2019: The Budget

Sarantis Tsiaplias, Mark Triffit

Scholarly Contribution to Database/Website | 2019

The budget is a politically clever array of targeted assistance and spending. Despite not achieving a surplus this year, the proje..

2019 Budget: The Verdict Part 1

Sarantis Tsiaplias, Mark Triffitt, Crystal Legacy, Kelsey Hegarty, Cathy Humphreys

Scholarly Contribution to Database/Website | 2019

From the politics and macro numbers, to infrastructure and domestic violence, University of Melbourne experts dissect the governme..

Striking a balance in the Australian property market

Sarantis Tsiaplias

Scholarly Contribution to Database/Website | 2019

The cost of housing in Australia is a hot button issue and according to Dr Sam Tsiaplias, Senior Research Fellow at the Melbourne ..

Household income requirements and financial conditions

S Tsiaplias, GC Lim

Journal article | 2019 | Empirical Economics

Understanding the income requirements of households is important for examining why households become financially stressed and liqu..

Information flows and stock market volatility

Chew Lian Chua, Sarantis Tsiaplias

Journal article | 2019 | Journal of Applied Econometrics

Interest Rates, Local Housing Markets and House Price Over-reactions

GC Lim, Sarantis Tsiaplias

Journal article | 2018 | Economic Record

A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank

Chew Lian Chua, Sarantis Tsiaplias

Journal article | 2018 | Journal of Business & Economic Statistics

The Australian Economy in 2015-16: Uncertainties and Challenges

T Robinson, S Tsiaplias, VH Nguyen

Journal article | 2016 | Australian Economic Review

The article discusses the uncertainties and challenges of the economic condition of Australia in 2015-2016. It outlines the import..

The Australian Economy in 2014-15: An Economy in Transition

Tim Robinson, Sarantis Tsiaplias, Viet H Nguyen

Journal article | 2015 | Australian Economic Review

Financial Stress Thresholds and Household Equivalence Scales.

S TSIAPLIAS, G Lim

Report | 2015

Pathways to growth: the reform imperative

D Cobb-Clark, B Broadway, M Bubonya, H Buddelmeyer, A Chigavazira, M Hahn, N HERAULT, P Jensen, J Li, G Marks, K Peyton, T Robinson, C Ryan, S Tsiaplias

Journal article | 2014 | Insights

A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank

S TSIAPLIAS, CL Chua

Report | 2014

Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data

Chew Lian Chua, Sandy Suardi, Sarantis Tsiaplias

Journal article | 2013 | International Journal of Forecasting

Bank and Official Interest Rates: How Do They Interact over Time?

GC Lim, Sarantis Tsiaplias, Chew Lian Chua

Journal article | 2013 | The Economic Record

A multivariate GARCH model incorporating the direct and indirect transmission of shocks

SS Tsiaplias, CL Chua

Journal article | 2013 | Econometric Reviews

Theoretical models of contagion and spillovers allow for asset-specific shocks that can be directly transmitted from one asset to ..

A MULTIVARIATE GARCH MODEL INCORPORATING THE DIRECT AND INDIRECT TRANSMISSION OF SHOCKS

Sarantis Tsiaplias, Chew Lian Chua

Report | 2013 | Econometric Reviews

An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks

Chew Lian Chua, Sandy Suardi, Sarantis Tsiaphas

Journal article | 2012 | Economics Letters

A latent variable approach to forecasting the unemployment rate

Chew Lian Chua, GC Lim, Sarantis Tsiaplias

Journal article | 2012 | Journal of Forecasting

The macroeconomic content of international equity market factors

Sarantis Tsiaplias

Journal article | 2012 | Quantitative Finance

Predicting economic contractions and expansions with the aid of professional forecasts

Chew Lian Chua, Sarantis Tsiaplias

Journal article | 2011 | International Journal of Forecasting

Review of the Australian Economy 2009-10: On the Road to Recovery

Guay C Lim, Chew Lian Chua, Edda Claus, Sarantis Tsiaplias

Journal article | 2010 | Australian Economic Review

FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET

Sarantis Tsiaplias, Chew Lian Chua

Report | 2010 | Australian Economic Papers

Forecasting Australian macroeconomic variables using a large dataset

S TSIAPLIAS, CL CHUA

Journal article | 2010 | Australian Economic Papers

Bank and Official Interest Rates: How Do They Interact Over Time?

G Lim, S Tsiaplias, MC Chua

Report | 2010

Phillips Curve and the Equilibrium Unemployment Rate

GC LIM, ROBERT DIXON, SARANTIS TSIAPLIAS

Journal article | 2009 | The Economic Record

Phillips Curve and the Equilibrium Unemployment Rate*

GC Lim, Robert Dixon, Sarantis Tsiaplias

Report | 2009 | The Economic Record

Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?

Chew Lian Chua, Sarantis Tsiaplias

Report | 2009 | Journal of Forecasting

Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks

Guay C Lim, Chew Lian Chua, Edda Claus, Sarantis Tsiaplias

Journal article | 2009 | Australian Economic Review

A Latent Variable Approach to Forecasting the Unemployment Rate

M CHUA, G LIM, S TSIAPLIAS

Report | 2009

Phillips Curve and the Equilibrium Unemployment Rate

G LIM, R DIXON, S TSIAPLIAS

Report | 2009

Examining Feedback, Momentum and Overreaction in National Equity Markets

S TSIAPLIAS

Report | 2009

Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?

CL CHUA, S TSIAPLIAS

Journal article | 2009 | Journal of Forecasting

Factor estimation using MCMC-based Kalman filter methods

Sarantis Tsiaplias

Journal article | 2008 | Computational Statistics & Data Analysis

The CPI and other measures of Australian inflation

Sarantis Tsiaphas

Journal article | 2008 | Australian Economic Review

Co-movement and Integration among Developed Equity Markets

S TSIAPLIAS

Report | 2007

A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors

S TSIAPLIAS

Report | 2007

The Macroeconomic Content of Equity Market Factors

S TSIAPLIAS

Report | 2007

37

Scholarly Works

Keyword Analysis

Other Economic Issues

Macroeconomic Issues

Microeconomics

Banking, Finance and Investment

Finance, Property and Business Services

News

Displaying the 6 most recent news articles by Sam Tsiaplias.

2019 Budget: The Verdict Part 1

Crystal Legacy, Sam Tsiaplias, Cathy Humphreys, Kelsey Hegarty

April 2, 2019

2018 Budget: The big takeaways

Sam Tsiaplias, Guyonne Kalb, Roger Wilkins

May 9, 2018

Sleepwalking into a deficit experiment

Sam Tsiaplias

April 11, 2017

Budget explainer: the structural deficit and what it means

Sam Tsiaplias

April 21, 2016

Explainer: bond yields and what they tell us about the economy

Sam Tsiaplias

March 26, 2015

Explainer: too big to fail and the push for 'bail ins'

Sam Tsiaplias

November 10, 2014

6

News Articles

Credentials

Positions

Senior Research Fellow

Melbourne Institute Of Applied Economic And Social Research

Education

PhD (Economics)

University of Melbourne

BACHELOR OF COMMERCE/BACHELOR OF LAWS

Deakin University

Links

ORCID

0000-0001-6728-2418

Dr

Sam Tsiaplias

Senior Research Fellow

Dr

Sam Tsiaplias

Enquiries

Contact Sam

Division

Business And Economics

Dr

Sam Tsiaplias

Enquiries

Contact

Find out more about Sam Tsiaplias' experience

Sam Tsiaplias' highlights

FEATURED Scholarly Contribution to Database/Website

Australia Votes 2019: The Budget

Sam Tsiaplias' selected work

Internal Research Grant

NEWS ARTICLE

Scholarly Contribution to Database/Website

Research Contracts

NEWS ARTICLE

Scholarly Contribution to Database/Website

Projects

Developing Macro-Finance Models Of Volatility

Historial Property Sales Data

Land Administration Data

3

Projects

Project Types

Scholarly Works

Australia Votes 2019: The Budget

2019 Budget: The Verdict Part 1

Striking a balance in the Australian property market

Household income requirements and financial conditions

Information flows and stock market volatility

Interest Rates, Local Housing Markets and House Price Over-reactions

A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank

The Australian Economy in 2015-16: Uncertainties and Challenges

The Australian Economy in 2014-15: An Economy in Transition

Financial Stress Thresholds and Household Equivalence Scales.

Pathways to growth: the reform imperative

A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank

Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data

Bank and Official Interest Rates: How Do They Interact over Time?

A multivariate GARCH model incorporating the direct and indirect transmission of shocks

A MULTIVARIATE GARCH MODEL INCORPORATING THE DIRECT AND INDIRECT TRANSMISSION OF SHOCKS

An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks

A latent variable approach to forecasting the unemployment rate

The macroeconomic content of international equity market factors

Predicting economic contractions and expansions with the aid of professional forecasts

Review of the Australian Economy 2009-10: On the Road to Recovery

FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET

Forecasting Australian macroeconomic variables using a large dataset

Bank and Official Interest Rates: How Do They Interact Over Time?

Phillips Curve and the Equilibrium Unemployment Rate

Phillips Curve and the Equilibrium Unemployment Rate*

Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?

Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks

A Latent Variable Approach to Forecasting the Unemployment Rate

Phillips Curve and the Equilibrium Unemployment Rate

Examining Feedback, Momentum and Overreaction in National Equity Markets

Can Consumer Sentiment and its Components Forecast Australian GDP and Consumption?

Factor estimation using MCMC-based Kalman filter methods

The CPI and other measures of Australian inflation

Co-movement and Integration among Developed Equity Markets

A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors

The Macroeconomic Content of Equity Market Factors

37

Scholarly Works

Keyword Analysis

News

2019 Budget: The Verdict Part 1

2018 Budget: The big takeaways

Sleepwalking into a deficit experiment

Budget explainer: the structural deficit and what it means

Explainer: bond yields and what they tell us about the economy

Explainer: too big to fail and the push for 'bail ins'

6