Sarantis Tsiaplias : Citation Profile

Are you Sarantis Tsiaplias?

University of Melbourne

5

H index

1

i10 index

64

Citations

RESEARCH PRODUCTION:

28

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 4
   Journals where Sarantis Tsiaplias has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 9 (12.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts42
   Updated: 2023-05-27    RAS profile: 2022-04-27    
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Relations with other researchers

Works with:

Lim, Guay (4)

Robinson, Tim (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sarantis Tsiaplias.

Is cited by:

Suardi, Sandy (4)

Darné, Olivier (4)

Valadkhani, Abbas (3)

Mallick, Debdulal (3)

Sermpinis, Georgios (2)

Roca, Eduardo (2)

Santagiustina, Carlo (2)

Nguyen, Viet Hoang (2)

Gibbs, Christopher (2)

Robinson, Tim (2)

Pellegrino, Giovanni (1)

Cites to:

Shleifer, Andrei (15)

Kaplan, Greg (13)

Summers, Lawrence (12)

Bollerslev, Tim (11)

Gorodnichenko, Yuriy (11)

Engle, Robert (11)

Waldmann, Robert (10)

Weber, Michael (10)

Mankiw, N. Gregory (10)

Gyourko, Joseph (9)

Taylor, John (9)

Main data

Where Sarantis Tsiaplias has published?

Journals with more than one article published# docs
Australian Economic Review9
International Journal of Forecasting3
The Economic Record3
Journal of Applied Econometrics2

Recent works citing Sarantis Tsiaplias (2022 and 2021)

YearTitle of citing document
2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2021On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691.

Full description at Econpapers || Download paper

2021Economic Wellbeing. (2021). Wilkins, Roger. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:4:p:469-481.

Full description at Econpapers || Download paper

2022Inflation Expectations in Australia. (2022). Brassil, Anthony ; Beckers, Benjamin. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:1:p:125-135.

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2022Introduction. (2022). Tsiaplias, Sarantis. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:3:p:373-374.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2021Housing and Commodity Investment Booms in a Small Open Economy. (2021). Gibbs, Christopher ; Nodari, Gabriela ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:212-242.

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2021What model for the target rate. (2021). Feunou, Bruno ; Bruno, Feunou ; Jianjian, Jin ; Jean-Sebastien, Fontaine. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1.

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2023House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789.

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2021On the “mementum” of meme stocks. (2021). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002986.

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2022The dynamic interrelations of oil-equity implied volatility indexes under low and high volatility-of-volatility risk. (2022). Li, Leon. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006009.

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2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

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2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2022Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia. (2022). Nguyen, Viet H ; Botha, Ferdi. In: Social Science & Medicine. RePEc:eee:socmed:v:292:y:2022:i:c:s0277953621008686.

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2021Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03284089.

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2021Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia. (2021). Nguyen, Viet H ; Botha, Ferdi. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2021n15.

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2021Is the Phillips Curve Still a Curve? Evidence from the Regions. (2021). Greenland, Emma ; Bishop, James. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-09.

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2021Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Yan, Kai ; Zhang, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

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2022Using a consumer choice model to explain the effect of the newly developed oxford COVID-19 government stringency measure on hotel occupancy rates. (2022). Gani, Azmat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-022-01323-x.

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Works by Sarantis Tsiaplias:

YearTitleTypeCited
2010FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET In: Australian Economic Papers.
[Full Text][Citation analysis]		article1
2008Forecasting Australian Macroeconomic Variables Using a Large Dataset.(2008) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Review of the Australian Economy 2008–09: Recessions, Retrenchments and Risks In: Australian Economic Review.
[Full Text][Citation analysis]		article3
2010Review of the Australian Economy 2009–10: On the Road to Recovery In: Australian Economic Review.
[Full Text][Citation analysis]		article1
2015The Australian Economy in 2014–15: An Economy in Transition In: Australian Economic Review.
[Full Text][Citation analysis]		article1
2016The Australian Economy in 2015–16: Uncertainties and Challenges In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2020The Australian Economy in 2019–20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2021The Australian Economy in 2020–21: The COVID?19 Pandemic and Prospects for Economic Recovery In: Australian Economic Review.
[Full Text][Citation analysis]		article1
2021Introduction In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2022Introduction to the Policy Forum on Inflation Expectations In: Australian Economic Review.
[Full Text][Citation analysis]		article1
2022The Australian Economy in 2021–2022: The Virus Strikes Back In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2009Phillips Curve and the Equilibrium Unemployment Rate In: The Economic Record.
[Full Text][Citation analysis]		article10
2009Phillips Curve and the Equalibrium Unemployment Rate.(2009) In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2013Bank and Official Interest Rates: How Do They Interact over Time? In: The Economic Record.
[Full Text][Citation analysis]		article7
2010Bank and Official Interest Rates: How Do They Interact over Time?.(2010) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Interest Rates, Local Housing Markets and House Price Over†reactions In: The Economic Record.
[Full Text][Citation analysis]		article1
2021The Welfare Implications of Unobserved Heterogeneity In: Review of Income and Wealth.
[Full Text][Citation analysis]		article0
2017The Welfare Implications of Unobserved Heterogeneity.(2017) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Factor estimation using MCMC-based Kalman filter methods In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2020Time-Varying Consumer Disagreement and Future Inflation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2012An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks In: Economics Letters.
[Full Text][Citation analysis]		article5
2011Predicting economic contractions and expansions with the aid of professional forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2011Predicting economic contractions and expansions with the aid of professional forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2013Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2007A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2007The Macroeconomic Content of Equity Market Factors In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2007Co-movement and Integration among Developed Equity Markets In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2008Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper7
2009Can consumer sentiment and its components forecast Australian GDP and consumption?.(2009) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2008Phillips Curve and the Equilibrium Rate of Unemployment In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Examining Feedback, Momentum and Overreaction in National Equity Markets In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2009A Latent Variable Approach to Forecasting the Unemployment Rate In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper2
2012A latent variable approach to forecasting the unemployment rate.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 2		article
2011Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2014A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Financial Stress Thresholds and Household Equivalence Scales In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2016Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper3
2021Retail investor expectations and trading preferences In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Household income requirements and financial conditions In: Empirical Economics.
[Full Text][Citation analysis]		article1
2013A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks In: Econometric Reviews.
[Full Text][Citation analysis]		article3
2018A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article6
2012The macroeconomic content of international equity market factors In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2019Information flows and stock market volatility In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
2021Consumer inflation expectations, income changes and economic downturns In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1

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