Sam Tsiaplias

Time-Varying Consumer Disagreement and Future Inflation

S Tsiaplias

Journal article  |  2020  |  Journal of Economic Dynamics and Control

The inflation expectations of over 285 thousand consumers are used to develop ‘model-free’ estimates of the monthly cross-sectiona..

Does location help explain why some people are vulnerable to financial stress?

Guay Lim, Viet Nguyen, Timothy Robinson, Sam Tsiaplias

Report  |  2020

The Australian labour market has been severely impacted by the COVID-19 pandemic, with many workers experiencing loss of employmen..

How to reduce household financial stress during COVID-19?

Sarantis Tsiaplias

Report  |  2020

The Australian Economy in 2019-20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape

Sarantis Tsiaplias, Jiao Wang

Journal article  |  2020  |  Australian Economic Review

Economic activity in Australia slowed considerably in 2018–19, with domestic demand growth halving and unemployment rising. Consis..

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..

Information flows and stock market volatility

S Tsiaplias, CL Chua

Journal article  |  2019  |  Journal of Applied Econometrics

This study examines how news is distributed across stocks. A model is developed that categorizes a stock's latent news into normal..

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..

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  |  The 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  |  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