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 2 4 6 140
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 0 2 3 109
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 2 4 5 201
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 4 9 22 22
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 4 6 10 462
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 2 4 9 106
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 1 1 74 0 4 5 172
Change Detection and the Casual Impact of the Yield Curve 0 0 2 52 1 2 4 112
Common Bubble Detection in Large Dimensional Financial Systems 0 0 0 56 3 6 8 162
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 0 4 6 61
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 3 3 6 41
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 3 5 81
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 0 3 3 17
Econometric Analysis of Asset Price Bubbles 2 4 8 107 3 11 29 96
Financial Bubble Implosion 0 0 0 70 0 0 1 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 0 3 45
Gold as a Financial Instrument 0 0 1 42 0 2 15 99
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 1 2 3 6
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 1 96 2 4 8 243
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 2 4 6 158
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 1 1 24 3 5 11 29
Persistent and Rough Volatility 0 0 4 85 2 3 9 192
Real Time Monitoring of Asset Markets: Bubbles and Crises 3 3 9 147 5 8 19 390
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 6 10 18 47
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 0 2 2 104
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 2 4 7 290
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 2 5 6 304
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 1 1 23 1 4 6 123
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 2 4 5 157
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 1 2 3 27
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 9 20 20 8 32 56 56
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 1 1 59 1 3 7 64
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 0 1 31
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 3 5 10 176
Testing for Multiple Bubbles 0 0 3 195 25 32 53 561
Testing for Multiple Bubbles 0 1 1 107 2 6 12 364
Testing for Multiple Bubbles 0 0 2 245 4 6 14 798
Testing for Multiple Bubbles 0 0 3 15 2 6 11 66
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 2 7 12 485
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 1 2 6 80
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 0 8 11 257
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 0 330 46 53 59 853
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 1 4 8 439
Unit Root Test with High-Frequency Data 0 0 0 0 1 2 3 11
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 3 6 7 63
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 4 7 7 97
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 0 4 22 137
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 1 4 6 21
Total Working Papers 6 21 92 3,495 158 313 553 8,804

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 3 5 6 195
An empirical investigation of herding in the U.S. stock market 0 0 0 42 3 5 6 145
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 0 3 8 30
Bubble detection and sector trading in real time 1 1 1 15 3 6 6 59
Change Detection and the Causal Impact of the Yield Curve 1 1 2 22 2 4 10 74
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 3 3 4 11
Dating the Timeline of House Price Bubbles in Australian Capital Cities 1 1 1 6 2 2 5 123
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 2 2 7 42
Diagnosing housing fever with an econometric thermometer 0 1 2 9 0 1 6 35
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 19 21 26 124
Energy consumption and economic growth in the United States 0 0 3 44 2 5 17 167
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 2 4 8 71
Fractional stochastic volatility model 0 0 0 0 1 2 5 5
Gold as a financial instrument 1 2 2 7 2 4 14 42
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 1 2 10 18
Housing networks and driving forces 0 0 0 5 0 1 4 25
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 2 4 10 46
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 2 4 5 64
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 1 3 9 10
Quantile analysis for financial bubble detection and surveillance 0 1 1 1 1 5 8 8
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 1 3 5 137
Specification sensitivities in the Markov-switching unit root test for bubbles 0 1 1 40 0 2 6 138
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 4 5 5 8 19 22 22
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 1 4 44 1 4 10 143
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 4 9 20 49 10 27 72 192
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 5 11 1 9 23 53
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 4 64 2 10 26 332
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 1 2 4 25
Volatility Puzzle: Long Memory or Antipersistency 0 0 2 9 0 4 12 32
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 13 13 18 70
Total Journal Articles 9 23 55 571 88 179 372 2,475

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 2 4 5 15
Total Chapters 0 0 0 0 2 4 5 15

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Statistics updated 2026-01-09