Sarantis Tsiaplias : Citation Profile


Are you Sarantis Tsiaplias?

University of Melbourne

3

H index

0

i10 index

36

Citations

RESEARCH PRODUCTION:

21

Articles

15

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 3
   Journals where Sarantis Tsiaplias has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts42
   Updated: 2020-07-04    RAS profile: 2020-03-20    
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Relations with other researchers


Works with:

Lim, Guay (4)

Robinson, Tim (2)

Nguyen, Viet Hoang (2)

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

Is cited by:

Mallick, Debdulal (3)

Valadkhani, Abbas (3)

Nguyen, Viet Hoang (2)

Sermpinis, Georgios (2)

Robinson, Tim (2)

Lim, Guay (1)

Millard, Stephen (1)

Price, Simon (1)

Castelnuovo, Efrem (1)

Smirnov, Sergey (1)

Kajuth, Florian (1)

Cites to:

Shleifer, Andrei (13)

Summers, Lawrence (12)

Bollerslev, Tim (11)

Engle, Robert (11)

Waldmann, Robert (10)

Nelson, Charles (9)

Wadhwani, Sushil (9)

Sentana, Enrique (9)

Gyourko, Joseph (9)

Taylor, John (8)

Kim, Chang-Jin (8)

Main data


Where Sarantis Tsiaplias has published?


Journals with more than one article published# docs
Australian Economic Review5
International Journal of Forecasting3
The Economic Record3

Recent works citing Sarantis Tsiaplias (2020 and 2019)


YearTitle of citing document
2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

Full description at Econpapers || Download paper

2019Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0789.

Full description at Econpapers || Download paper

2019Policy regimes and the shape of the Phillips curve in Australia. (2019). Mallick, Debdulal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:6:p:1077-1094.

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2020Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence. (2020). Salisu, Afees ; Roca, Eduardo ; Liu, Benjamin ; Pham, Quynh Chau . In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:46-68.

Full description at Econpapers || Download paper

2019The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan. (2019). Shamrez, Sundus Waqar. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:1:p:59-71.

Full description at Econpapers || Download paper

2017The Dynamics of Multidimensional Poverty in Contemporary Australia. (2017). Martinez, Arturo ; Perales, Francisco. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:130:y:2017:i:2:d:10.1007_s11205-015-1185-1.

Full description at Econpapers || Download paper

Works by Sarantis Tsiaplias:


YearTitleTypeCited
2010FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET In: Australian Economic Papers.
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article1
2008Forecasting Australian Macroeconomic Variables Using a Large Dataset.(2008) In: Melbourne Institute Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2009Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks In: Australian Economic Review.
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article3
2010Review of the Australian Economy 2009–10: On the Road to Recovery In: Australian Economic Review.
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article1
2015The Australian Economy in 2014–15: An Economy in Transition In: Australian Economic Review.
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article1
2016The Australian Economy in 2015–16: Uncertainties and Challenges In: Australian Economic Review.
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article0
2020The Australian Economy in 2019–20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape In: Australian Economic Review.
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article0
2009Phillips Curve and the Equilibrium Unemployment Rate In: The Economic Record.
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article9
2009Phillips Curve and the Equalibrium Unemployment Rate.(2009) In: Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 9
paper
2013Bank and Official Interest Rates: How Do They Interact over Time? In: The Economic Record.
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article6
2010Bank and Official Interest Rates: How Do They Interact over Time?.(2010) In: Melbourne Institute Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2018Interest Rates, Local Housing Markets and House Price Over†reactions In: The Economic Record.
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article0
2008Factor estimation using MCMC-based Kalman filter methods In: Computational Statistics & Data Analysis.
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article1
2012An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks In: Economics Letters.
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article2
2011Predicting economic contractions and expansions with the aid of professional forecasts In: International Journal of Forecasting.
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article2
2011Predicting economic contractions and expansions with the aid of professional forecasts.(2011) In: International Journal of Forecasting.
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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.
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article0
2007A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors In: Melbourne Institute Working Paper Series.
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paper0
2007The Macroeconomic Content of Equity Market Factors In: Melbourne Institute Working Paper Series.
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paper0
2007Co-movement and Integration among Developed Equity Markets In: Melbourne Institute Working Paper Series.
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paper0
2008Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? In: Melbourne Institute Working Paper Series.
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paper4
2009Can consumer sentiment and its components forecast Australian GDP and consumption?.(2009) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 4
article
2008Phillips Curve and the Equilibrium Rate of Unemployment In: Melbourne Institute Working Paper Series.
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paper0
2009Examining Feedback, Momentum and Overreaction in National Equity Markets In: Melbourne Institute Working Paper Series.
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paper0
2009A Latent Variable Approach to Forecasting the Unemployment Rate In: Melbourne Institute Working Paper Series.
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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.
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paper0
2014A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank In: Melbourne Institute Working Paper Series.
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paper0
2015Financial Stress Thresholds and Household Equivalence Scales In: Melbourne Institute Working Paper Series.
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paper0
2016Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy In: Melbourne Institute Working Paper Series.
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paper1
2017The Welfare Implications of Unobserved Heterogeneity In: Melbourne Institute Working Paper Series.
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2019Household income requirements and financial conditions In: Empirical Economics.
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article0
2013A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks In: Econometric Reviews.
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article1
2018A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank In: Journal of Business & Economic Statistics.
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article1
2012The macroeconomic content of international equity market factors In: Quantitative Finance.
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article0
2019Information flows and stock market volatility In: Journal of Applied Econometrics.
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article1

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