Sarantis Tsiaplias
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Person:961116
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank Journal of Business and Economic Statistics | 2024-10-23 | Paper |
| A multivariate GARCH model incorporating the direct and indirect transmission of shocks Econometric Reviews | 2022-05-31 | Paper |
| Time-varying consumer disagreement and future inflation Journal of Economic Dynamics and Control | 2020-06-25 | Paper |
| A latent variable approach to forecasting the unemployment rate Journal of Forecasting | 2018-10-11 | Paper |
| An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks Economics Letters | 2012-12-27 | Paper |
| Factor estimation using MCMC-based Kalman filter methods Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Research outcomes over time
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