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 0 50 5 9 11 145
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 5 6 8 114
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 4 7 9 205
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 2 9 24 24
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 2 6 12 464
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 1 1 74 2 4 7 174
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 4 8 12 110
Change Detection and the Casual Impact of the Yield Curve 0 0 2 52 4 6 8 116
Common Bubble Detection in Large Dimensional Financial Systems 0 0 0 56 8 14 16 170
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 1 4 7 42
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 3 5 9 64
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 2 4 6 83
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 2 3 5 19
Econometric Analysis of Asset Price Bubbles 0 3 8 107 5 13 33 101
Financial Bubble Implosion 0 0 0 70 2 2 3 194
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 5 5 8 50
Gold as a Financial Instrument 0 0 0 42 6 7 17 105
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 1 3 4 7
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 4 7 11 247
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 4 7 159
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 1 24 6 10 15 35
Persistent and Rough Volatility 0 0 3 85 6 9 14 198
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 3 9 147 3 8 22 393
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 4 14 22 51
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 0 2 41
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 5 5 7 109
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 0 3 7 290
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 1 1 23 1 4 6 124
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 1 3 6 158
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 4 8 10 308
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 1 3 27
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 7 21 21 9 32 65 65
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 1 1 59 2 5 9 66
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 1 1 2 32
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 1 5 10 177
Testing for Multiple Bubbles 1 1 4 196 8 34 56 569
Testing for Multiple Bubbles 1 1 3 16 3 7 12 69
Testing for Multiple Bubbles 0 1 1 107 8 11 19 372
Testing for Multiple Bubbles 0 0 2 245 5 10 18 803
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 1 6 13 486
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 5 8 16 262
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 4 6 10 84
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 0 330 17 68 75 870
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 6 9 14 445
Unit Root Test with High-Frequency Data 0 0 0 0 0 1 3 11
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 5 10 12 68
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 7 13 14 104
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 2 3 16
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 4 5 22 141
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 2 3 8 23
Total Working Papers 3 19 91 3,498 186 427 712 8,990

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 1 1
An application of models of speculative behaviour to oil prices 0 0 0 64 7 12 13 202
An empirical investigation of herding in the U.S. stock market 0 0 0 42 6 10 12 151
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 2 3 9 32
Bubble detection and sector trading in real time 0 1 1 15 7 12 13 66
Change Detection and the Causal Impact of the Yield Curve 0 1 2 22 11 15 21 85
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 2 5 6 13
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 1 1 6 4 6 9 127
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 3 5 9 45
Diagnosing housing fever with an econometric thermometer 0 0 2 9 6 6 12 41
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 9 29 34 133
Energy consumption and economic growth in the United States 1 1 4 45 8 12 23 175
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 4 7 12 75
Fractional Gaussian Noise: Spectral Density and Estimation Methods 1 1 1 1 4 7 7 7
Fractional stochastic volatility model 0 0 0 0 2 4 7 7
Gold as a financial instrument 0 2 2 7 7 10 20 49
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 6 8 15 24
Housing networks and driving forces 0 0 0 5 3 4 7 28
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 6 8 16 52
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 2 2 2 39
Nonlinearities and tests of asset price bubbles 0 0 0 9 1 4 6 65
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 9 11 18 19
Quantile analysis for financial bubble detection and surveillance 0 1 1 1 7 10 15 15
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 5 6 10 142
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 4 5 10 142
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 2 5 7 7 11 27 33 33
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 1 4 44 2 6 12 145
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 2 10 19 51 21 41 86 213
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 1 2 5 12 7 12 28 60
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 1 1 4 65 6 9 28 338
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 2 3 6 27
Volatility Puzzle: Long Memory or Antipersistency 0 0 2 9 3 4 15 35
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 16 29 34 86
Total Journal Articles 8 27 58 579 194 333 549 2,672

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 4 7 9 19
Total Chapters 0 0 0 0 4 7 9 19

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Statistics updated 2026-02-12