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 1 1 3 135
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 0 1 197
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 0 2 453
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 1 2 5 102
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 73 0 0 2 168
Change Detection and the Casual Impact of the Yield Curve 0 0 2 51 0 0 5 109
Common Bubble Detection in Large Dimensional Financial Systems 0 0 1 56 0 1 4 156
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 0 0 3 57
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 0 0 3 37
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 1 4 78
Different Strokes for Different Folks: Long Memory and Roughness 0 0 1 19 0 0 1 14
Econometric Analysis of Asset Price Bubbles 0 1 7 103 3 4 26 84
Financial Bubble Implosion 0 0 0 70 0 0 3 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 1 2 3 45
Gold as a Financial Instrument 0 0 1 42 2 6 13 96
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 1 4 237
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 0 1 153
Persistent and Rough Volatility 1 2 3 84 1 2 5 188
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 2 11 144 1 3 19 380
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 3 4 7 34
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 3 41
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 0 2 284
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 22 0 0 1 118
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 1 1 153
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 0 0 24
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 0 58 0 1 4 60
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 4 169
Testing for Multiple Bubbles 0 1 2 245 0 1 6 790
Testing for Multiple Bubbles 0 0 0 106 0 1 4 355
Testing for Multiple Bubbles 0 1 3 15 0 1 6 60
Testing for Multiple Bubbles 0 1 4 195 1 2 22 526
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 0 0 6 477
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 1 5 78
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 0 1 9 249
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 330 2 4 12 800
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 0 120 0 2 2 433
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 0 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 1 1 3 16
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 1 1 21 130
Total Working Papers 1 8 47 3,410 19 46 232 8,384

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 0 2 190
An empirical investigation of herding in the U.S. stock market 0 0 1 42 0 0 5 140
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 2 3 6 27
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 0 2 21 2 4 7 69
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 0 0 5 8
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 0 2 119
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 1 10 1 2 6 40
Diagnosing housing fever with an econometric thermometer 0 0 2 8 0 1 6 32
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 16 0 2 6 102
Energy consumption and economic growth in the United States 0 2 3 43 3 6 22 159
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 0 0 2 65
Gold as a financial instrument 0 0 0 5 2 2 12 35
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 1 4 1 2 8 12
Housing networks and driving forces 0 0 0 5 0 2 3 24
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 1 5 0 0 7 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 1 1 3 60
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 2 2 3 134
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 0 39 1 1 2 133
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 1 2 42 1 2 7 138
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 2 15 36 7 17 63 154
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 0 3 8 0 5 13 40
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 1 2 4 63 3 6 27 321
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 1 1 2 23
Volatility Puzzle: Long Memory or Antipersistency 0 0 5 9 0 1 13 26
Volatility estimation and jump detection for drift–diffusion processes 0 1 1 10 1 2 4 55
Total Journal Articles 2 8 41 537 28 62 239 2,238

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 1 1 11
Total Chapters 0 0 0 0 0 1 1 11

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05