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 3 4 138
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 1 3 3 109
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 1 2 3 199
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 3 5 18 18
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 2 6 458
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 2 2 7 104
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 1 1 1 74 2 4 5 172
Change Detection and the Casual Impact of the Yield Curve 0 1 2 52 1 2 4 111
Common Bubble Detection in Large Dimensional Financial Systems 0 0 0 56 3 3 5 159
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 0 0 4 38
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 2 4 6 61
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 2 4 80
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 1 3 3 17
Econometric Analysis of Asset Price Bubbles 1 2 6 105 5 8 28 93
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 0 3 45
Gold as a Financial Instrument 0 0 1 42 1 2 15 99
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 1 1 2 5
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 1 96 1 4 6 241
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 2 4 156
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 1 1 24 1 4 10 26
Persistent and Rough Volatility 0 1 4 85 1 2 7 190
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 0 6 144 0 4 16 385
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 4 5 13 41
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 1 3 5 288
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 2 4 4 302
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 1 1 1 23 2 3 5 122
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 2 3 155
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 2 2 26
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 5 8 19 19 15 27 48 48
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 1 1 1 59 2 3 6 63
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 1 2 7 173
Testing for Multiple Bubbles 1 1 1 107 1 5 10 362
Testing for Multiple Bubbles 0 0 3 195 1 7 30 536
Testing for Multiple Bubbles 0 0 2 245 1 2 10 794
Testing for Multiple Bubbles 0 0 3 15 2 4 10 64
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 3 5 11 483
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 1 1 5 79
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 3 8 12 257
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 330 5 7 15 807
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 2 4 7 438
Unit Root Test with High-Frequency Data 0 0 0 0 0 1 2 10
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 2 3 3 93
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 2 3 4 60
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 2 2 3 16
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 4 5 20
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 1 6 23 137
Total Working Papers 10 17 88 3,489 83 177 413 8,646

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 2 2 3 192
An empirical investigation of herding in the U.S. stock market 0 0 0 42 1 2 3 142
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 1 3 8 30
Bubble detection and sector trading in real time 0 0 0 14 2 3 5 56
Change Detection and the Causal Impact of the Yield Curve 0 0 1 21 2 2 8 72
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 0 2 3 121
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 0 5 40
Diagnosing housing fever with an econometric thermometer 0 1 2 9 0 2 6 35
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 1 2 8 105
Energy consumption and economic growth in the United States 0 0 4 44 2 3 18 165
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 1 4 6 69
Fractional stochastic volatility model 0 0 0 0 1 1 4 4
Gold as a financial instrument 1 1 1 6 1 4 16 40
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 1 2 9 17
Housing networks and driving forces 0 0 0 5 1 1 4 25
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 0 2 8 44
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 1 2 3 62
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 1 2 9 9
Quantile analysis for financial bubble detection and surveillance 1 1 1 1 2 7 7 7
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 2 4 136
Specification sensitivities in the Markov-switching unit root test for bubbles 0 1 1 40 1 3 6 138
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 2 4 4 4 8 14 14 14
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 1 2 4 44 3 4 11 142
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 4 8 18 45 10 21 68 182
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 1 1 6 11 4 9 24 52
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 4 64 1 9 26 330
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 1 3 24
Volatility Puzzle: Long Memory or Antipersistency 0 0 3 9 1 4 13 32
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 0 0 6 57
Total Journal Articles 10 20 51 562 48 113 310 2,387

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 1 2 3 13
Total Chapters 0 0 0 0 1 2 3 13

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Statistics updated 2025-12-06