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 1 1 1 51 1 1 19 154
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 0 1 17 123
A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 0 0 1 2 2
An Application of Models of Speculative Behaviour to Oil Prices 0 0 0 67 1 1 14 211
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 1 2 29 2 4 18 31
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 2 2 15 471
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 81 2 3 18 120
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 0 1 13 181
Change Detection and the Casual Impact of the Yield Curve 0 0 1 52 1 3 19 128
Common Bubble Detection in Large Dimensional Financial Systems 0 0 1 57 1 2 22 178
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 17 1 2 15 72
Diagnosing Housing Fever with an Econometric Thermometer 0 1 1 15 0 3 13 51
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 1 8 86
Different Strokes for Different Folks: Long Memory and Roughness 0 0 1 20 2 2 13 27
Econometric Analysis of Asset Price Bubbles 0 0 8 111 0 2 29 114
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
Gold as a Financial Instrument 0 0 0 42 1 2 25 122
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 3 5 22 259
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 0 0 2 25 1 2 26 48
Persistent and Rough Volatility 0 0 2 86 0 1 17 205
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 3 11 155 2 5 29 410
Real-Time Market Monitoring Finds Signs of Brewing U.S. Housing Bubble 1 1 1 1 1 3 3 3
Realized drift 0 0 0 0 0 0 3 3
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 2 3 25 61
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 3 44
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 2 8 293
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 1 1 6 159
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 0 2 9 128
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 1 1 15 313
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 1 1 5 0 1 6 30
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 1 18 29 1 7 92 113
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 2 60 0 1 12 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 1 1 13 184
Testing for Multiple Bubbles 0 1 2 197 2 4 62 591
Testing for Multiple Bubbles 0 1 2 247 1 4 27 819
Testing for Multiple Bubbles 0 0 2 108 0 1 22 379
Testing for Multiple Bubbles 0 1 3 18 2 3 18 78
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 300 2 5 25 503
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 1 15 93
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 1 1 118 1 3 24 273
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 4 334 0 0 93 893
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 0 121 0 4 24 458
Unit Root Test with High-Frequency Data 0 0 0 0 1 1 8 17
Volatility Estimation and Jump Detection for drift-diffusion Processes 1 1 1 10 1 3 18 75
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 3 3 23 113
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 1 2 8 22
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 2 2 16 32
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 2 13 39 170
Total Working Papers 4 14 72 3,544 46 118 1,015 9,484

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 0 2 5 5
An application of models of speculative behaviour to oil prices 0 0 0 64 0 2 22 212
An empirical investigation of herding in the U.S. stock market 0 0 1 43 0 4 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 2 4 35 105
Common Bubble Detection in Large Dimensional Financial Systems* 1 1 3 4 1 1 11 19
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 0 1 15 134
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 0 8 48
Diagnosing housing fever with an econometric thermometer 0 0 1 9 0 1 15 48
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 17 0 0 38 141
Energy consumption and economic growth in the United States 0 0 1 45 1 1 20 182
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 1 26 3 4 20 85
Fractional Gaussian Noise: Spectral Density and Estimation Methods 0 1 9 9 0 5 28 28
Fractional stochastic volatility model 1 2 2 2 2 5 16 19
Gold as a financial instrument 1 2 4 9 5 6 30 66
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 0 0 13 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 0 2 18 60
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 1 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 0 0 1 1 1 2 24 31
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 1 2 20 20
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 11 146
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 0 14 14 3 10 78 78
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 2 44 1 2 13 151
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 2 23 60 5 12 128 289
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 2 3 6 16 5 16 55 98
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 1 1 3 66 3 5 29 350
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 1 2 9 32
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 0 1 7 7
Volatility Puzzle: Long Memory or Antipersistency 0 0 1 10 1 2 20 48
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 10 0 0 40 97
Total Journal Articles 7 13 84 626 36 98 832 3,106

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

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10