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 1 9 15 149
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 2 9 12 118
A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 0 0 0 0 0
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 1 6 10 207
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 2 4 26 26
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 2 11 464
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 2 6 11 178
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 2 8 15 114
Change Detection and the Casual Impact of the Yield Curve 0 0 1 52 1 8 11 120
Common Bubble Detection in Large Dimensional Financial Systems 1 1 1 57 4 13 21 175
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 2 8 14 69
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 0 6 12 47
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 4 8 85
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 0 4 7 21
Econometric Analysis of Asset Price Bubbles 0 2 8 109 1 11 31 107
Financial Bubble Implosion 0 0 0 70 2 5 6 197
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 6 8 51
Gold as a Financial Instrument 0 0 0 42 3 14 24 113
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 1 2 5 8
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 1 6 13 249
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 3 9 161
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 1 24 2 11 19 40
Persistent and Rough Volatility 1 1 4 86 2 8 14 200
Real Time Monitoring of Asset Markets: Bubbles and Crises 3 4 12 151 7 11 27 401
Realized drift 0 0 0 0 0 0 0 0
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 2 6 24 53
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 2 42
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 5 7 109
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 0 1 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 1 6 158
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 5 11 309
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 0 2 7 125
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 1 4 28
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 2 22 22 7 18 74 74
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 1 1 2 60 1 6 13 70
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 4 5 35
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 1 5 13 181
Testing for Multiple Bubbles 1 1 2 108 1 10 20 374
Testing for Multiple Bubbles 1 2 3 17 1 5 12 71
Testing for Multiple Bubbles 0 1 4 196 1 13 56 574
Testing for Multiple Bubbles 1 1 2 246 2 10 21 808
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 2 299 2 7 17 492
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 1 10 20 267
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 1 5 8 85
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 2 3 3 333 6 30 88 883
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 0 8 16 447
Unit Root Test with High-Frequency Data 0 0 0 0 0 3 6 14
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 10 17 107
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 1 6 13 69
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 0 3 16
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 3 9 24
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 7 11 19 148
Total Working Papers 11 20 100 3,515 72 350 827 9,154

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 2 2 2
An application of models of speculative behaviour to oil prices 0 0 0 64 4 14 19 209
An empirical investigation of herding in the U.S. stock market 0 0 0 42 5 12 17 157
Australian Housing Market Booms: Fundamentals or Speculation?☆ 1 1 1 6 1 3 10 33
Bubble detection and sector trading in real time 0 0 1 15 2 11 17 70
Change Detection and the Causal Impact of the Yield Curve 0 2 3 24 0 17 26 91
Common Bubble Detection in Large Dimensional Financial Systems* 2 2 2 3 2 5 8 16
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 1 6 10 129
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 5 9 47
Diagnosing housing fever with an econometric thermometer 0 0 2 9 0 10 15 45
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 2 15 40 139
Energy consumption and economic growth in the United States 0 1 4 45 1 11 25 178
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 1 8 14 79
Fractional Gaussian Noise: Spectral Density and Estimation Methods 1 3 3 3 3 9 12 12
Fractional stochastic volatility model 0 0 0 0 0 5 8 10
Gold as a financial instrument 0 0 2 7 0 11 21 53
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 0 7 15 25
Housing networks and driving forces 0 0 0 5 0 7 11 32
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 4 10 15 56
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 2 5 5 42
Nonlinearities and tests of asset price bubbles 0 0 0 9 1 2 7 66
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 2 15 21 25
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 0 8 16 16
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 7 12 144
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 1 5 11 143
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 6 11 11 8 31 53 53
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 3 44 0 3 10 146
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 9 24 58 20 61 117 253
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 1 2 5 13 4 14 32 67
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 4 65 0 7 25 339
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 2 5 8 30
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 2 2 2 2
Volatility Puzzle: Long Memory or Antipersistency 1 1 1 10 2 6 13 38
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 3 20 37 90
Total Journal Articles 8 28 71 599 74 359 663 2,837

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 5 10 20
Total Chapters 0 0 0 0 1 5 10 20

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Statistics updated 2026-04-09