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 3 5 44 1 6 17 114
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 1 1 7 101
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 2 66 0 1 6 184
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 1 6 211 0 6 21 420
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 2 4 72 0 4 8 76
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 2 10 45 6 18 37 102
Change Detection and the Casual Impact of the Yield Curve 0 1 3 42 1 3 13 84
Common Bubble Detection in Large Dimensional Financial Systems 1 7 36 36 4 26 81 81
Diagnosing Housing Fever with an Econometric Thermometer 0 0 7 7 0 3 17 17
Diagnosing housing fever with an econometric thermometer 0 0 5 5 0 1 21 21
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 0 2 7 23 49
Financial Bubble Implosion 0 0 3 64 0 1 9 175
Gold as a Financial Instrument 1 4 31 31 2 6 37 37
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 5 92 0 2 10 219
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 87 0 0 2 145
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 8 19 81 4 25 62 229
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 1 0 0 0 29
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 0 1 93
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 1 1 116 11 21 27 262
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 46 0 4 10 137
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 1 2 75 0 6 18 282
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 21 0 1 4 110
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 3 0 0 0 21
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 2 56 1 5 10 48
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 2 9 27
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 57 0 0 6 155
Testing for Multiple Bubbles 0 0 0 5 0 0 0 26
Testing for Multiple Bubbles 3 5 5 230 6 10 28 734
Testing for Multiple Bubbles 1 3 7 100 3 7 25 312
Testing for Multiple Bubbles 1 1 5 172 3 8 24 407
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 1 278 2 6 18 423
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 1 114 1 5 10 222
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 35 0 0 0 66
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 2 7 24 303 11 34 106 678
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 2 3 5 113 21 50 70 370
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 1 7 0 2 8 42
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 1 3 41 2 7 17 80
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 2 9 9
Total Working Papers 13 51 193 2,725 82 280 771 6,587


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 1 3 56 1 2 11 145
An empirical investigation of herding in the U.S. stock market 0 3 4 26 4 11 22 79
Bubble detection and sector trading in real time 2 3 4 4 4 8 12 20
Change Detection and the Causal Impact of the Yield Curve 1 4 5 11 1 7 21 43
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 1 1 3 3 7 16 41
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 1 0 1 6 16
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 1 4 9 1 5 19 63
Energy consumption and economic growth in the United States 1 1 2 27 1 3 17 91
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 2 4 7 21 2 8 17 39
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 1 0 2 8 25
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 6 0 0 5 34
Nonlinearities and tests of asset price bubbles 0 0 2 7 1 2 10 54
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 1 27 0 1 6 107
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 33 0 0 10 91
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 1 3 8 18 1 10 28 68
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 1 51 1 1 11 240
Volatility estimation and jump detection for drift–diffusion processes 1 2 5 5 1 4 19 19
Total Journal Articles 8 23 48 306 21 72 238 1,175


Statistics updated 2021-06-03