Sarantis Tsiaplias : Citation Profile


University of Melbourne

6

H index

1

i10 index

80

Citations

RESEARCH PRODUCTION:

37

Articles

17

Papers

RESEARCH ACTIVITY:

   18 years (2007 - 2025). See details.
   Cites by year: 4
   Journals where Sarantis Tsiaplias has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 13 (13.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts42
   Updated: 2026-01-17    RAS profile: 2025-04-07    
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Relations with other researchers


Works with:

Lim, Guay (4)

Robinson, Tim (3)

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:

Suardi, Sandy (4)

Nguyen, Viet Hoang (4)

Darné, Olivier (4)

Mallick, Debdulal (3)

Valadkhani, Abbas (3)

Rossini, Luca (2)

Gibbs, Christopher (2)

Nodari, Gabriela (2)

Santagiustina, Carlo (2)

Roca, Eduardo (2)

Pfarrhofer, Michael (2)

Cites to:

Gorodnichenko, Yuriy (35)

Coibion, Olivier (33)

Weber, Michael (23)

Shleifer, Andrei (21)

Mankiw, N. Gregory (19)

Kaplan, Greg (17)

Reis, Ricardo (15)

Summers, Lawrence (12)

Engle, Robert (11)

Bollerslev, Tim (11)

Waldmann, Robert (10)

Main data


Where Sarantis Tsiaplias has published?


Journals with more than one article published# docs
Australian Economic Review15
The Economic Record4
International Journal of Forecasting3
Journal of Applied Econometrics2
Journal of Forecasting2

Recent works citing Sarantis Tsiaplias (2025 and 2024)


YearTitle of citing document
2025Do Betting Markets Sense a Goal Coming? Evidence from the German Bundesliga. (2025). Deutscher, Christian ; Winkelmann, David. In: Papers. RePEc:arx:papers:2505.21275.

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2024Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?. (2024). Kucerova, Zuzana ; Kuerova, Zuzana ; Koaik, Vojtch ; Paki, Daniel. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924.

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2024Exaggerating, distracting, or window-dressing? An empirical study on firm greenwashing recognition. (2024). Yuan, Xueying ; Shang, Lixia ; Xu, Jinhua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008754.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2024Inflation expectations and keeping up with the Joneses. (2024). Ghosh, Taniya ; Gorsi, Abhishek. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2024-018.

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2024A systematic literature review of the implications of media on inflation expectations. (2024). Goh, Kim Huat ; Law, Chee-Hong. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2.

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2025Episode of Foreign Direct Investment Reversal—The Role of Macroeconomic Fundamentals in Sub-Saharan Africa. (2025). Aregbeshola, Adewale Rafiu ; Adekunle, Ibrahim Ayoade. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:25:y:2025:i:1:d:10.1007_s10842-025-00447-8.

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2025Gender roles and inflation expectations: D’Acunto et al. revisited. (2025). van Hove, Leo ; Verbraecken, Ronny. In: Review of Economics of the Household. RePEc:kap:reveho:v:23:y:2025:i:2:d:10.1007_s11150-024-09743-4.

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2025Inflation Expectations in Central, Eastern and Southeastern Europe: The Role of Sentiment and Experiences. (2025). Rumler, Fabio ; Allinger, Katharina. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:2:d:10.1057_s41294-024-00247-9.

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2024Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures. (2024). Zhang, Qun ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:151-217.

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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 nother version. Agregated cites: 1
paper
2008The CPI and Other Measures of Australian Inflation In: Australian Economic Review.
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article0
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
2021The Australian Economy in 2020–21: The COVID‐19 Pandemic and Prospects for Economic Recovery In: Australian Economic Review.
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article1
2021Introduction In: Australian Economic Review.
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article0
2022Introduction to the Policy Forum on Inflation Expectations In: Australian Economic Review.
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article0
2022The Australian Economy in 2021–2022: The Virus Strikes Back In: Australian Economic Review.
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article0
2022Introduction In: Australian Economic Review.
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article0
2023The Australian Economy in 2022–23: Inflation and Higher Interest Rates in a Post‐COVID‐19 World In: Australian Economic Review.
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article2
2023Introduction In: Australian Economic Review.
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article0
2024Introduction to the Policy Forum on the Phillips Curve In: Australian Economic Review.
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article0
2025The Australian Economy in 2024–2025: Living and Housing Affordability In: Australian Economic Review.
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article0
2009Phillips Curve and the Equilibrium Unemployment Rate In: The Economic Record.
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article10
2009Phillips Curve and the Equalibrium Unemployment Rate.(2009) In: Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 10
paper
2013Bank and Official Interest Rates: How Do They Interact over Time? In: The Economic Record.
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article7
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 nother version. Agregated cites: 7
paper
2018Interest Rates, Local Housing Markets and House Price Over€ reactions In: The Economic Record.
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article3
2016Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy.(2016) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 3
paper
2023Retail Investor Trading Intentions: New Evidence from Australia In: The Economic Record.
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article0
2021The Welfare Implications of Unobserved Heterogeneity In: Review of Income and Wealth.
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article0
2017The Welfare Implications of Unobserved Heterogeneity.(2017) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2008Factor estimation using MCMC-based Kalman filter methods In: Computational Statistics & Data Analysis.
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article2
2020Time-Varying Consumer Disagreement and Future Inflation In: Journal of Economic Dynamics and Control.
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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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article5
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 nother 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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article3
2024The influence of supermarket prices on consumer inflation expectations In: Journal of Economic Behavior & Organization.
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article2
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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paper8
2009Can consumer sentiment and its components forecast Australian GDP and consumption?.(2009) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 8
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 nother 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
2021Retail investor expectations and trading preferences In: Melbourne Institute Working Paper Series.
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paper0
2024Inflation as a bad, heuristics and aggregate shocks: New evidence on expectation formation In: Melbourne Institute Working Paper Series.
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paper0
2019Household income requirements and financial conditions In: Empirical Economics.
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article1
2013A Multivariate GARCH Model Incorporating the Direct and Indirect Transmission of Shocks In: Econometric Reviews.
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article3
2018A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank In: Journal of Business & Economic Statistics.
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article8
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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article8
2021Consumer inflation expectations, income changes and economic downturns In: Journal of Applied Econometrics.
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article6
2024Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model In: Journal of Forecasting.
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article0

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