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 0 18 153
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 0 0 13 210
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 2 2 29 1 3 17 29
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 0 16 469
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 81 0 2 16 118
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 0 2 13 181
Change Detection and the Casual Impact of the Yield Curve 0 0 1 52 1 2 18 127
Common Bubble Detection in Large Dimensional Financial Systems 0 0 1 57 0 1 21 177
Diagnosing Housing Fever with an Econometric Thermometer 1 1 1 15 2 3 14 51
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 17 1 1 14 71
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 0 7 85
Different Strokes for Different Folks: Long Memory and Roughness 0 1 1 20 0 3 11 25
Econometric Analysis of Asset Price Bubbles 0 1 8 111 2 5 30 114
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 1 7 52
Gold as a Financial Instrument 0 0 0 42 1 2 25 121
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 1 1 3 2 3 8 11
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 0 2 19 256
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 0 10 163
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 2 25 1 3 25 47
Persistent and Rough Volatility 0 0 2 86 1 2 17 205
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 2 10 154 2 4 28 408
Real-Time Market Monitoring Finds Signs of Brewing U.S. Housing Bubble 0 0 0 0 2 2 2 2
Realized drift 0 0 0 0 0 1 3 3
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 0 1 25 59
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 1 2 9 293
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 5 158
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 1 2 10 128
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 0 14 312
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 1 1 1 5 1 1 6 30
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 3 19 29 3 21 94 112
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 1 8 38
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 0 0 14 183
Testing for Multiple Bubbles 0 1 2 247 1 4 28 818
Testing for Multiple Bubbles 0 1 3 18 0 2 16 76
Testing for Multiple Bubbles 0 1 2 197 0 11 63 589
Testing for Multiple Bubbles 0 0 2 108 0 2 24 379
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 2 300 0 5 24 501
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 1 1 1 118 1 2 23 272
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 1 15 93
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 4 334 0 2 93 893
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 2 5 25 458
Unit Root Test with High-Frequency Data 0 0 0 0 0 1 8 16
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 1 20 110
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 2 3 18 74
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 3 8 21
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 2 15 38 168
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 0 14 30
Total Working Papers 4 17 70 3,540 30 131 1,002 9,438

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 1 5 29 169
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 2 3 8 1 4 12 39
Bubble detection and sector trading in real time 1 1 2 16 2 2 21 74
Change Detection and the Causal Impact of the Yield Curve 0 0 3 24 1 6 34 103
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 2 3 0 1 10 18
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 0 2 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 2 16 48
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 0 1 39 141
Energy consumption and economic growth in the United States 0 0 2 45 0 1 22 181
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 1 26 1 2 17 82
Fractional Gaussian Noise: Spectral Density and Estimation Methods 1 3 9 9 5 9 28 28
Fractional stochastic volatility model 0 1 1 1 2 4 14 17
Gold as a financial instrument 0 1 3 8 0 1 26 61
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 0 1 16 28
Housing networks and driving forces 0 0 0 5 0 1 10 34
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 2 3 18 60
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 2 7 44
Nonlinearities and tests of asset price bubbles 0 0 0 9 2 2 9 69
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 1 1 1 0 2 23 30
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 1 2 19 19
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 1 1 35 0 2 15 149
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 0 0 13 146
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 0 14 14 1 12 75 75
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 2 44 0 3 12 150
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 0 1 23 59 2 18 130 284
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 6 14 8 15 53 93
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 2 65 1 4 26 347
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 1 1 8 31
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 0 2 7 7
Volatility Puzzle: Long Memory or Antipersistency 0 0 1 10 0 2 21 47
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 10 0 2 42 97
Total Journal Articles 2 12 82 619 31 118 822 3,070

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

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Statistics updated 2026-08-07