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 2 4 136
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 1 1 1 107
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 0 0 1 197
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 0 2 13 13
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 3 4 456
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 0 1 5 102
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 73 0 0 1 168
Change Detection and the Casual Impact of the Yield Curve 1 1 3 52 1 1 5 110
Common Bubble Detection in Large Dimensional Financial Systems 0 0 0 56 0 0 3 156
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 0 0 2 57
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 0 1 4 38
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 1 3 78
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 0 0 0 14
Econometric Analysis of Asset Price Bubbles 0 0 6 103 0 4 24 85
Financial Bubble Implosion 0 0 0 70 0 0 2 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 1 3 45
Gold as a Financial Instrument 0 0 1 42 0 3 14 97
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 0 1 2 4
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 1 96 2 2 4 239
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 1 2 154
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 15 23 2 2 13 24
Persistent and Rough Volatility 1 2 4 85 1 2 6 189
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 0 10 144 1 3 19 382
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 1 6 10 37
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 0 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 1 2 3 286
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 1 1 2 299
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 1 153
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 22 0 1 2 119
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 1 1 1 25
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 2 11 11 3 11 24 24
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 0 58 1 1 5 61
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 1 2 31
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 0 2 6 171
Testing for Multiple Bubbles 0 0 2 245 0 2 8 792
Testing for Multiple Bubbles 0 0 0 106 1 3 7 358
Testing for Multiple Bubbles 0 0 3 15 0 0 6 60
Testing for Multiple Bubbles 0 0 4 195 0 4 25 529
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 0 1 7 478
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 0 0 7 249
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 0 5 78
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 330 0 2 10 800
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 1 1 121 1 2 4 435
Unit Root Test with High-Frequency Data 0 0 0 0 0 1 1 9
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 0 1 1 57
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 0 1 90
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 1 2 14
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 2 4 24 133
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 1 2 4 17
Total Working Papers 2 6 97 3,474 22 80 306 8,491

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 0 42 0 0 2 140
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 0 2 5 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 0 3 8 70
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 0 0 2 8
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 2 2 4 121
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 1 5 40
Diagnosing housing fever with an econometric thermometer 0 0 2 8 1 2 7 34
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 1 1 17 0 1 7 103
Energy consumption and economic growth in the United States 0 1 4 44 0 6 19 162
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 2 2 4 67
Fractional stochastic volatility model 0 0 0 0 0 0 3 3
Gold as a financial instrument 0 0 0 5 2 5 15 38
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 1 4 1 5 11 16
Housing networks and driving forces 0 0 0 5 0 0 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 0 1 2 60
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 0 0 7 7
Quantile analysis for financial bubble detection and surveillance 0 0 0 0 3 3 3 3
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 2 3 134
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 0 39 1 4 5 136
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 1 1 1 3 3 3 3
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 1 1 3 43 1 2 8 139
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 3 5 18 40 4 18 66 165
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 2 5 10 1 4 17 44
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 1 2 5 64 1 4 26 322
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 1 2 23
Volatility Puzzle: Long Memory or Antipersistency 0 0 4 9 0 2 13 28
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 0 3 6 57
Total Journal Articles 6 13 48 548 22 76 268 2,296

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

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Statistics updated 2025-10-06