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 1 1 1 197
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 0 2 452
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 2 73 0 0 7 167
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 80 1 2 3 99
Change Detection and the Casual Impact of the Yield Curve 0 0 1 50 0 1 4 108
Common Bubble Detection in Large Dimensional Financial Systems 0 0 2 56 0 0 4 154
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 13 0 1 1 35
Diagnosing housing fever with an econometric thermometer 0 0 0 16 0 0 2 55
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 1 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 1 6 100 6 9 23 74
Financial Bubble Implosion 0 0 0 70 0 1 3 191
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 1 13 1 1 23 43
Gold as a Financial Instrument 0 1 2 42 1 5 9 89
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 2 2 0 0 3 3
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 1 2 96 0 1 5 236
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 0 0 152
Persistent and Rough Volatility 0 1 1 82 1 2 5 185
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 1 14 139 2 4 25 373
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 0 1 7 29
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 0 2 39
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 0 1 102
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 1 1 2 284
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 22 0 1 1 118
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 78 0 0 1 298
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 0 0 1 57
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 1 2 4 168
Testing for Multiple Bubbles 1 1 2 244 2 3 4 787
Testing for Multiple Bubbles 0 0 1 106 1 2 7 354
Testing for Multiple Bubbles 0 0 3 192 4 11 24 517
Testing for Multiple Bubbles 1 2 3 14 1 4 6 58
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 3 297 1 2 10 474
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 3 3 5 77
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 1 2 9 247
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 2 3 330 0 3 14 795
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 2 120 0 0 6 431
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 45 0 0 2 90
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 0 0 2 56
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 0 0 7 0 0 5 15
Weak Identification of Long Memory with Implications for Inference 0 0 0 121 9 14 24 128
Total Working Papers 5 11 54 3,389 37 78 267 8,295

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 1 1 2 190
An empirical investigation of herding in the U.S. stock market 0 0 1 42 0 0 6 139
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 2 5 0 1 7 23
Bubble detection and sector trading in real time 0 0 0 14 0 2 3 53
Change Detection and the Causal Impact of the Yield Curve 1 1 3 21 1 1 8 65
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 1 1 0 1 7 7
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 0 1 118
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 1 10 1 2 4 37
Diagnosing housing fever with an econometric thermometer 0 0 2 7 1 1 10 30
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 16 0 2 4 99
Energy consumption and economic growth in the United States 0 1 4 41 0 5 22 152
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 2 2 4 65
Gold as a financial instrument 0 0 0 5 2 7 11 31
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 3 4 1 2 8 10
Housing networks and driving forces 0 0 1 5 0 0 2 21
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 2 5 5 5 8 41
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 1 34 0 0 2 132
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 39 0 0 4 132
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 5 40 2 4 12 135
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 6 21 33 5 18 76 132
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 1 3 4 8 1 5 13 33
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 2 61 1 7 18 311
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 0 1 21
Volatility Puzzle: Long Memory or Antipersistency 1 2 4 8 3 4 14 23
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 9 1 2 6 53
Total Journal Articles 4 14 59 525 27 72 255 2,149

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 2025-03-03