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 0 5 19 153
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 0 6 16 122
A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 0 0 1 1 1
An Application of Models of Speculative Behaviour to Oil Prices 0 0 0 67 0 4 13 210
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 1 1 1 28 1 3 17 27
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 5 16 469
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 1 4 12 180
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 81 1 5 17 117
Change Detection and the Casual Impact of the Yield Curve 0 0 1 52 0 6 16 125
Common Bubble Detection in Large Dimensional Financial Systems 0 1 1 57 0 5 20 176
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 17 0 3 13 70
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 14 0 1 11 48
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 1 8 85
Different Strokes for Different Folks: Long Memory and Roughness 1 1 1 20 3 4 11 25
Econometric Analysis of Asset Price Bubbles 1 2 8 111 3 6 31 112
Financial Bubble Implosion 0 0 0 70 0 4 7 199
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 1 1 8 52
Gold as a Financial Instrument 0 0 0 42 1 10 28 120
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 1 1 1 3 1 2 6 9
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 0 6 18 254
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 3 10 163
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 1 2 25 2 8 24 46
Persistent and Rough Volatility 0 1 3 86 1 6 17 204
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 4 9 152 1 11 27 405
Real-Time Market Monitoring Finds Signs of Brewing U.S. Housing Bubble 0 0 0 0 0 0 0 0
Realized drift 0 0 0 0 1 3 3 3
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 0 7 28 58
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 3 43
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 0 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 0 1 8 126
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 6 158
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 3 14 312
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 1 5 29
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 2 6 22 28 15 39 98 106
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 1 2 60 0 2 11 71
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 1 3 8 38
Testing for Multiple Bubbles 0 1 1 246 1 9 25 815
Testing for Multiple Bubbles 0 1 2 17 1 5 15 75
Testing for Multiple Bubbles 0 0 1 196 9 14 62 587
Testing for Multiple Bubbles 0 1 2 108 1 5 23 378
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 2 300 2 8 21 498
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 8 15 92
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 0 4 21 270
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 3 4 334 2 16 97 893
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 1 7 22 454
Unit Root Test with High-Frequency Data 0 0 0 0 1 2 8 16
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 1 4 16 72
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 1 3 20 110
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 2 4 7 20
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 6 15 30
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 4 16 28 157
Total Working Papers 7 26 66 3,471 59 281 959 9,183
1 registered items for which data could not be found

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 3 3
An application of models of speculative behaviour to oil prices 0 0 0 64 0 5 20 210
An empirical investigation of herding in the U.S. stock market 0 1 1 43 1 13 25 165
Australian Housing Market Booms: Fundamentals or Speculation?☆ 2 3 3 8 3 6 13 38
Bubble detection and sector trading in real time 0 0 1 15 0 4 19 72
Change Detection and the Causal Impact of the Yield Curve 0 0 3 24 4 10 35 101
Common Bubble Detection in Large Dimensional Financial Systems* 0 2 2 3 1 4 10 18
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 1 5 14 133
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 1 10 48
Diagnosing housing fever with an econometric thermometer 0 0 1 9 1 2 16 47
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 1 4 40 141
Energy consumption and economic growth in the United States 0 0 2 45 1 4 25 181
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 1 1 26 1 3 16 81
Fractional Gaussian Noise: Spectral Density and Estimation Methods 2 6 8 8 4 14 23 23
Fractional stochastic volatility model 0 0 0 0 1 4 11 14
Gold as a financial instrument 0 0 2 7 0 7 27 60
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 1 3 17 28
Housing networks and driving forces 0 0 0 5 1 2 10 34
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 1 6 16 58
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 2 4 7 44
Nonlinearities and tests of asset price bubbles 0 0 0 9 0 2 8 67
On the spectral density of fractional Ornstein–Uhlenbeck processes 1 1 1 1 1 6 22 29
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 1 2 18 18
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 1 1 1 35 2 5 17 149
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 0 4 14 146
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 4 14 14 5 23 68 68
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 2 44 2 3 12 149
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 0 1 24 58 11 44 136 277
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 5 13 4 19 45 82
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 3 65 2 6 28 345
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 2 8 30
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 1 6 6 6
Volatility Puzzle: Long Memory or Antipersistency 0 1 1 10 1 10 20 46
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 10 2 10 43 97
Total Journal Articles 6 22 79 613 56 245 802 3,008

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 2 11 21
Total Chapters 0 0 0 0 0 2 11 21

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Statistics updated 2026-06-04