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 3 10 14 148
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 2 7 10 116
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 7 9 206
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 0 6 24 24
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 0 6 12 464
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 2 4 9 176
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 2 8 13 112
Change Detection and the Casual Impact of the Yield Curve 0 0 2 52 3 8 11 119
Common Bubble Detection in Large Dimensional Financial Systems 0 0 0 56 1 12 17 171
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 3 6 12 67
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 5 9 12 47
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 4 7 84
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 2 4 7 21
Econometric Analysis of Asset Price Bubbles 2 4 9 109 5 13 32 106
Financial Bubble Implosion 0 0 0 70 1 3 4 195
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 1 6 8 51
Gold as a Financial Instrument 0 0 0 42 5 11 21 110
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 0 2 4 7
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 1 7 12 248
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 4 8 160
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 0 1 24 3 12 17 38
Persistent and Rough Volatility 0 0 3 85 0 8 13 198
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 4 9 148 1 9 21 394
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 0 10 22 51
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 1 1 3 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 1 3 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 1 7 11 309
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 1 3 7 125
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 3 6 158
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 1 2 4 28
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 3 22 22 2 19 67 67
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 1 59 3 6 12 69
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 3 4 5 35
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 3 7 12 180
Testing for Multiple Bubbles 0 1 2 16 1 6 12 70
Testing for Multiple Bubbles 0 0 1 245 3 12 19 806
Testing for Multiple Bubbles 0 0 1 107 1 11 19 373
Testing for Multiple Bubbles 0 1 4 196 4 37 56 573
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 2 299 4 7 16 490
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 5 7 84
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 4 9 19 266
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 1 1 1 331 7 70 82 877
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 2 9 16 447
Unit Root Test with High-Frequency Data 0 0 0 0 3 4 6 14
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 0 8 12 68
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 3 14 17 107
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 1 122 0 4 13 141
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 1 4 9 24
Total Working Papers 6 15 92 3,504 92 436 766 9,082

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 1 1 1
An application of models of speculative behaviour to oil prices 0 0 0 64 3 13 15 205
An empirical investigation of herding in the U.S. stock market 0 0 0 42 1 10 13 152
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 0 2 9 32
Bubble detection and sector trading in real time 0 1 1 15 2 12 15 68
Change Detection and the Causal Impact of the Yield Curve 2 3 3 24 6 19 26 91
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 1 6 7 14
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 1 1 6 1 7 10 128
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 2 7 10 47
Diagnosing housing fever with an econometric thermometer 0 0 2 9 4 10 15 45
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 4 32 38 137
Energy consumption and economic growth in the United States 0 1 4 45 2 12 25 177
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 3 9 13 78
Fractional Gaussian Noise: Spectral Density and Estimation Methods 1 2 2 2 2 9 9 9
Fractional stochastic volatility model 0 0 0 0 3 6 8 10
Gold as a financial instrument 0 1 2 7 4 13 22 53
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 1 8 15 25
Housing networks and driving forces 0 0 0 5 4 7 11 32
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 0 8 11 52
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 1 3 3 40
Nonlinearities and tests of asset price bubbles 0 0 0 9 0 3 6 65
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 4 14 20 23
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 1 9 16 16
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 2 8 12 144
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 0 4 10 142
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 3 6 10 10 12 31 45 45
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 4 44 1 4 11 146
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 6 12 24 57 20 51 101 233
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 4 12 3 11 30 63
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 4 65 1 9 28 339
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 1 4 7 28
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 0 0 0 0
Volatility Puzzle: Long Memory or Antipersistency 0 0 1 9 1 4 13 36
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 1 30 34 87
Total Journal Articles 12 29 66 591 91 376 609 2,763

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 6 9 19
Total Chapters 0 0 0 0 0 6 9 19

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Statistics updated 2026-03-04