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 1 1 51 0 1 18 154
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 1 1 17 124
A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 0 0 0 2 2
An Application of Models of Speculative Behaviour to Oil Prices 0 0 0 67 0 1 14 211
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 2 29 0 3 18 31
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 2 4 17 473
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 0 0 13 181
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 81 1 3 19 121
Change Detection and the Casual Impact of the Yield Curve 0 0 0 52 2 4 20 130
Common Bubble Detection in Large Dimensional Financial Systems 0 0 1 57 1 2 23 179
Diagnosing Housing Fever with an Econometric Thermometer 0 1 1 15 1 3 14 52
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 17 1 3 16 73
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 1 8 86
Different Strokes for Different Folks: Long Memory and Roughness 0 0 1 20 0 2 13 27
Econometric Analysis of Asset Price Bubbles 0 0 8 111 1 3 30 115
Financial Bubble Implosion 0 0 0 70 0 0 7 199
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 0 7 52
From Innovation to Speculation: AI and the Magnificent Seven 2 6 6 6 4 5 5 5
Gold as a Financial Instrument 0 0 0 42 1 3 26 123
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 1 3 0 2 7 11
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 1 4 21 260
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 0 9 163
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 1 1 3 26 1 3 25 49
Persistent and Rough Volatility 0 0 1 86 0 1 16 205
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 2 11 155 1 5 29 411
Real-Time Market Monitoring Finds Signs of Brewing U.S. Housing Bubble 0 1 1 1 0 3 3 3
Realized drift 0 0 0 0 1 1 4 4
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 0 2 24 61
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 1 1 4 45
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 0 7 109
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 0 1 7 293
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 1 14 313
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 0 1 9 128
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 1 6 159
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 1 1 5 0 1 5 30
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 0 18 29 2 6 91 115
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 2 60 0 0 11 72
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 0 7 38
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 0 1 13 184
Testing for Multiple Bubbles 0 0 2 197 0 2 62 591
Testing for Multiple Bubbles 0 0 2 108 0 0 21 379
Testing for Multiple Bubbles 0 0 3 18 1 3 19 79
Testing for Multiple Bubbles 0 0 2 247 0 2 27 819
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 300 1 3 26 504
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 0 15 93
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 1 1 118 1 3 25 274
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 4 334 2 2 95 895
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 0 121 1 3 24 459
Unit Root Test with High-Frequency Data 0 0 0 0 0 1 8 17
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 3 23 113
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 1 1 10 0 3 18 75
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 1 8 22
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 4 8 41 174
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 2 15 32
Total Working Papers 3 15 77 3,551 32 109 1,026 9,517

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 0 1 1 6 6
An application of models of speculative behaviour to oil prices 0 0 0 64 0 0 22 212
An empirical investigation of herding in the U.S. stock market 0 0 1 43 0 1 29 169
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 3 8 0 1 12 39
Bubble detection and sector trading in real time 0 1 2 16 0 2 21 74
Change Detection and the Causal Impact of the Yield Curve 0 0 3 24 1 4 36 106
Common Bubble Detection in Large Dimensional Financial Systems* 0 1 3 4 1 2 12 20
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 0 0 13 134
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 1 1 9 49
Diagnosing housing fever with an econometric thermometer 0 0 1 9 0 0 14 48
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 17 1 1 39 142
Energy consumption and economic growth in the United States 0 0 1 45 0 1 20 182
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 1 26 0 4 18 85
Forecasting House Prices: The Role of Market Interconnectedness 0 0 0 0 2 3 3 3
Fractional Gaussian Noise: Spectral Density and Estimation Methods 0 1 9 9 1 6 29 29
Fractional stochastic volatility model 0 1 2 2 1 5 17 20
Gold as a financial instrument 0 1 4 9 0 5 28 66
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 0 0 12 28
Housing networks and driving forces 0 0 0 5 0 0 10 34
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 1 3 19 61
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 1 8 45
Nonlinearities and tests of asset price bubbles 0 0 0 9 0 2 9 69
On the spectral density of fractional Ornstein–Uhlenbeck processes 1 1 2 2 1 2 25 32
Optimal Bandwidth Selection for Forecasting under Parameter Instability 1 2 2 2 3 7 8 8
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 0 2 17 20
Realized drift 0 0 3 3 4 6 12 12
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 1 35 0 0 15 149
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 0 0 10 146
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 0 13 14 3 7 78 81
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 1 44 1 2 13 152
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 2 21 61 6 13 130 295
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 2 6 16 0 13 54 98
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 2 66 5 9 33 355
Time-varying global crude oil price networks: Benchmarks and underlying drivers 0 0 0 0 1 1 1 1
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 2 9 32
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 4 4 11 11
Volatility Puzzle: Long Memory or Antipersistency 0 0 1 10 1 2 21 49
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 10 0 0 40 97
Weak Identification of Long Memory with Implications for Volatility Modeling 0 0 0 0 0 0 0 0
Total Journal Articles 3 13 85 633 39 113 863 3,159

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 10 21
Total Chapters 0 0 0 0 0 0 10 21

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Statistics updated 2026-10-11