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A multivariate GARCH model incorporating the direct and indirect...
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A multivariate GARCH model incorporating the direct and indirect transmission of shocks. Sarantis Tsiaplias and Chew Lian Chua ...
Co-movement and integration among developed equity markets / Sarantis...
catalogue.nla.gov.au
Available in the National Library of Australia collection. Author: Tsiaplias, Sarantis; Format: Book, Online; 37 p. : ill. ; 21 cm.
Sarantis Tsiaplias - Agenda Contributor | World Economic Forum
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Sam is a Senior Research Fellow in the Macroeconomics Research Program at the Melbourne Institute of Applied Economic and Social Research.
His research...
A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors -...
books.google.de
Front Cover. Sarantis Tsiaplias. University of Melbourne, Melbourne Institute of Applied Economic and Social Research, Markov processes pages.
Dokumente zum Namen
Phillips Curve and the Equilibrium Unemployment Rate by G.C. LIM,...
papers.ssrn.com
A time-varying Phillips Curve was estimated as a means to examine the changing nature of the relationship between wage inflation and the unemployment rate in Au
Tsiaplias, Sarantis [WorldCat Identities]
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Most widely held works by Sarantis Tsiaplias. Predicting short-term interest rates : does Baynesian model averaging provide forecast improvement by Chew Lian ...
(PDF) #22 December Melbourne Institute News - PDFSLIDE.US
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... by Professor Guay Lim, Professor Robert Dixon and Dr Sarantis Tsiaplias, was to determine whether there is a negative relationship between ...
Predicting Short-Term Interest Rates: Does Bayesian Model Averaging...
papers.ssrn.com
Chew Lian Chua University of Melbourne - Melbourne Institute of Applied Economic and Social Research Sandy Suardi La Trobe University Sarantis Tsiaplias
Wissenschaftliche Veröffentlichungen
International Journal of Forecasting | Vol 27, Issue 2, Pages
www.sciencedirect.com
... economic contractions and expansions with the aid of professional forecasts. Original research article: Pages Chew Lian Chua, Sarantis Tsiaplias.
A Spectral Representation of the Phillips Curve in Australia Munich...
mpra.ub.uni-muenchen.de
A Spectral Representation of the Phillips Curve in Australia: Language: English: Keywords: ... Lim, G.C., Robert Dixon and Sarantis Tsiaplias (2009),
Internformat: Phillips Curve and the equilibrium unemployment rate |...
find.bibliothek.tu-ilmenau.de
245, 1, 0, |a Phillips Curve and the equilibrium unemployment rate |c G. C. Lim, Robert Dixon and Sarantis Tsiaplias. 300, |b graph. Darst. 648, 7, | x |a ...
Veröffentlichungen allgemein
EconPapers: Sarantis Tsiaplias
econpapers.repec.org
Jump to Journal Articles Working Papers Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Melbourne Institute ...
Artikel & Meinungen
Econometrics | Economics
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Posts about Econometrics written by Subhasis Bera
Sonstiges
Melbourne Institute Working Paper Series Working Paper No PDF...
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1 Melbourne Institute Working Paper Series Working Paper No Financial Stress Thresholds and Household Equivalence Scales G. C. Lim and Sarantis Tsiaplias. 2 Financial Stress Thresholds and Household Equivalence Scales* G. C. Lim and Sarantis Tsiaplias Melbourne Institute of Applied Economic and Social Research The University of Melbourne Melbourne Institute Working Paper No. …
"An impulse-response function for a VAR with multivariate...
ro.uow.edu.au
Authors. Chew Lian Chua, University of Melbourne · Sandy Suardi, University of WollongongFollow · Sarantis Tsiaplias, Predictive Analytics Group ...
DataCite Search
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Chew Lian Chua & Sarantis Tsiaplias. Paper published via Figshare. A multivariate model that allows for both a time-varying cointegrating matrix and ...
Entire DC Network | Open Access Articles | Digital Commons Network™
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Open access academic research from top universities on the subject of Entire DC Network
CiteSeerX — market factors*
citeseerx.ist.psu.edu
by Sarantis Tsiaplias , A Metropolis-in-gibbs , Sarantis Tsiaplias , I Thank Guay Lim , Peter Summers , Michael Chua , John Creedy For Their ...
Melbourne Bayesian Econometrics Workshop 2014
fbe.unimelb.edu.au
Melbourne Bayesian Econometrics Workshop 2014
School of Economics
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Find the training resources you need for all your activities. Studyres contains millions of educational documents, questions and answers, notes about the...
Sandy Suardi
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Chew Lian Chua, Sandy Suardi, Sarantis Tsiaplias · International Journal of Forecasting > > 29 > 3 > This paper examines the ...
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