5
H index
1
i10 index
71
Citations
Sarantis Tsiaplias : Citation Profile
University of Melbourne | RESEARCH PRODUCTION: 32 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2007 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sarantis Tsiaplias. | Is cited by:
| Cites to:
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Main data
Where Sarantis Tsiaplias has published?
| Journals with more than one article published | # docs |
|---|---|
| Australian Economic Review | 11 |
| The Economic Record | 4 |
| International Journal of Forecasting | 3 |
| Journal of Applied Econometrics | 2 |
Recent works citing Sarantis Tsiaplias (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Sparse 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. Full description at Econpapers || Download paper |
| 2023 | House 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. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?. (2024). Koaik, Vojtch ; Paki, Daniel ; Kuerova, Zuzana. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924. Full description at Econpapers || Download paper |
| 2023 | Research 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. Full description at Econpapers || Download paper |
| 2023 | Black mouth, investor attention, and stock return. (2023). Tse, Yiuman ; Liu, Qingfu ; Hong, Ziyang ; Wang, Zilu. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004374. Full description at Econpapers || Download paper |
| 2023 | Measuring 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. Full description at Econpapers || Download paper |
| 2023 | Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous beliefs and the Phillips curve. (2023). Monti, Francesca ; Meeks, Roland. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:41-54. Full description at Econpapers || Download paper |
| 2024 | A systematic literature review of the implications of media on inflation expectations. (2024). Law, Chee-Hong ; Goh, Kim Huat. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2. Full description at Econpapers || Download paper |
| 2023 | Inflation Expectations in CESEE: The Role of Sentiment and Experiences (Katharina Allinger, Fabio Rumler). (2023). Rumler, Fabio ; Allinger, Katharina. In: Working Papers. RePEc:onb:oenbwp:247. Full description at Econpapers || Download paper |
| 2023 | The Effect of Consumer Confidence and Subjective Well-being on Consumers’ Spending Behavior. (2023). Pota, Vit ; Mynaikova, Lenka. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:24:y:2023:i:2:d:10.1007_s10902-022-00603-5. Full description at Econpapers || Download paper |
Works by Sarantis Tsiaplias:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2008 | Forecasting Australian Macroeconomic Variables Using a Large Dataset.(2008) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | The CPI and Other Measures of Australian Inflation In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Review of the Australian Economy 2008-09: Recessions, Retrenchments and Risks In: Australian Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2010 | Review of the Australian Economy 2009-10: On the Road to Recovery In: Australian Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2015 | The Australian Economy in 2014–15: An Economy in Transition In: Australian Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2016 | The Australian Economy in 2015–16: Uncertainties and Challenges In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | The Australian Economy in 2019–20: Slower Growth, Record Low Interest Rates and a Changing Housing Landscape In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2021 | Introduction In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Introduction to the Policy Forum on Inflation Expectations In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Australian Economy in 2021–2022: The Virus Strikes Back In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2022 | Introduction In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2023 | Introduction In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Phillips Curve and the Equilibrium Unemployment Rate In: The Economic Record. [Full Text][Citation analysis] | article | 10 |
| 2009 | Phillips Curve and the Equalibrium Unemployment Rate.(2009) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | Bank and Official Interest Rates: How Do They Interact over Time? In: The Economic Record. [Full Text][Citation analysis] | article | 7 |
| 2010 | Bank and Official Interest Rates: How Do They Interact over Time?.(2010) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2018 | Interest Rates, Local Housing Markets and House Price Over†reactions In: The Economic Record. [Full Text][Citation analysis] | article | 4 |
| 2016 | Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy.(2016) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Retail Investor Trading Intentions: New Evidence from Australia In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2021 | The Welfare Implications of Unobserved Heterogeneity In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Welfare Implications of Unobserved Heterogeneity.(2017) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Factor estimation using MCMC-based Kalman filter methods In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2020 | Time-Varying Consumer Disagreement and Future Inflation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2012 | An 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] | article | 5 |
| 2011 | Predicting economic contractions and expansions with the aid of professional forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2011 | Predicting economic contractions and expansions with the aid of professional forecasts.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2013 | Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2024 | The influence of supermarket prices on consumer inflation expectations In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2007 | A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Macroeconomic Content of Equity Market Factors In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Co-movement and Integration among Developed Equity Markets In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption? In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Can consumer sentiment and its components forecast Australian GDP and consumption?.(2009) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2008 | Phillips Curve and the Equilibrium Rate of Unemployment In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Examining Feedback, Momentum and Overreaction in National Equity Markets In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Latent Variable Approach to Forecasting the Unemployment Rate In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | A latent variable approach to forecasting the unemployment rate.(2012) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Financial Stress Thresholds and Household Equivalence Scales In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Retail investor expectations and trading preferences In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Inflation as a bad, heuristics and aggregate shocks: New evidence on expectation formation In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Household income requirements and financial conditions In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2018 | A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
| 2012 | The macroeconomic content of international equity market factors In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Information flows and stock market volatility In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2021 | Consumer inflation expectations, income changes and economic downturns In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team