Access Statistics for Shuping Shi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Change Detection and the Causal Impact of the Yield Curve 0 0 1 50 0 0 3 134
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 0 0 0 106
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 0 1 1 197
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 1 2 453
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 73 1 1 4 168
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 1 1 1 81 1 2 3 100
Change Detection and the Casual Impact of the Yield Curve 0 1 2 51 0 1 5 109
Common Bubble Detection in Large Dimensional Financial Systems 0 0 2 56 1 1 4 155
Diagnosing Housing Fever with an Econometric Thermometer 1 1 1 14 2 2 3 37
Diagnosing housing fever with an econometric thermometer 1 1 1 17 2 2 3 57
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 0 3 77
Different Strokes for Different Folks: Long Memory and Roughness 0 0 1 19 0 0 1 14
Econometric Analysis of Asset Price Bubbles 1 3 7 102 4 12 26 80
Financial Bubble Implosion 0 0 0 70 1 1 4 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 1 22 43
Gold as a Financial Instrument 0 0 2 42 1 2 8 90
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 1 2 0 0 2 3
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 2 96 0 0 5 236
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 1 1 153
Persistent and Rough Volatility 0 0 1 82 0 2 5 186
Real Time Monitoring of Asset Markets: Bubbles and Crises 3 4 13 142 3 6 23 377
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 1 1 6 30
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 3 40
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 0 0 102
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 0 1 2 284
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 0 1 298
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 0 152
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 22 0 0 1 118
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 1 4 0 0 1 24
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 0 58 2 2 3 59
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 0 1 30
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 0 1 4 168
Testing for Multiple Bubbles 0 1 2 244 2 4 6 789
Testing for Multiple Bubbles 0 1 3 14 0 2 6 59
Testing for Multiple Bubbles 0 0 1 106 0 1 6 354
Testing for Multiple Bubbles 2 2 5 194 6 11 28 524
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 1 2 3 298 2 4 11 477
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 1 2 9 248
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 3 5 77
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 3 330 1 1 12 796
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 2 120 0 0 3 431
Unit Root Test with High-Frequency Data 0 0 0 0 0 0 0 8
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 0 0 1 56
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 0 2 90
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 0 1 13
Weak Identification of Long Memory with Implications for Inference 0 1 1 122 0 10 21 129
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 0 4 15
Total Working Papers 10 18 56 3,402 32 80 265 8,338

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An application of models of speculative behaviour to oil prices 0 0 0 64 0 1 2 190
An empirical investigation of herding in the U.S. stock market 0 0 1 42 0 1 6 140
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 2 5 1 1 7 24
Bubble detection and sector trading in real time 0 0 0 14 0 0 3 53
Change Detection and the Causal Impact of the Yield Curve 0 1 3 21 0 1 6 65
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 1 1 0 1 7 8
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 1 2 119
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 1 10 0 2 5 38
Diagnosing housing fever with an econometric thermometer 1 1 3 8 1 2 8 31
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 16 1 1 5 100
Energy consumption and economic growth in the United States 0 0 3 41 0 1 20 153
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 0 2 3 65
Gold as a financial instrument 0 0 0 5 1 4 12 33
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 3 4 0 1 8 10
Housing networks and driving forces 0 0 0 5 1 1 2 22
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 2 5 1 6 9 42
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 0 0 37
Nonlinearities and tests of asset price bubbles 0 0 0 9 0 0 2 59
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 0 1 132
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 0 39 0 0 1 132
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 1 3 41 0 3 7 136
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 0 2 18 34 1 10 69 137
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 3 8 0 3 11 35
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 2 61 1 5 22 315
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 1 2 22
Volatility Puzzle: Long Memory or Antipersistency 0 2 5 9 0 5 15 25
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 9 0 1 4 53
Total Journal Articles 1 8 51 529 8 54 239 2,176

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 0 0 10
Total Chapters 0 0 0 0 0 0 0 10

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Statistics updated 2025-05-12