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 4 19 153
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 1 5 17 123
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 67 0 3 13 210
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 1 2 2 29 1 2 17 28
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 3 13 181
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 81 1 4 17 118
Change Detection and the Casual Impact of the Yield Curve 0 0 1 52 1 6 17 126
Common Bubble Detection in Large Dimensional Financial Systems 0 0 1 57 1 2 21 177
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 14 1 2 12 49
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 17 0 1 13 70
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 0 8 85
Different Strokes for Different Folks: Long Memory and Roughness 0 1 1 20 0 4 11 25
Econometric Analysis of Asset Price Bubbles 0 2 8 111 0 5 31 112
Financial Bubble Implosion 0 0 0 70 0 2 7 199
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 1 8 52
Gold as a Financial Instrument 0 0 0 42 0 7 26 120
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 1 1 3 0 1 6 9
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 2 7 19 256
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 2 10 163
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 0 1 2 25 0 6 24 46
Persistent and Rough Volatility 0 0 3 86 0 4 17 204
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 2 9 153 1 5 27 406
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 0 3 3 3
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 1 6 28 59
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 1 2 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 1 8 292
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 1 2 9 127
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 3 14 312
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 5 158
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 1 7 20 29 3 35 96 109
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 2 60 1 2 12 72
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 3 8 38
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 0 2 14 183
Testing for Multiple Bubbles 1 1 2 247 2 9 27 817
Testing for Multiple Bubbles 1 1 3 18 1 5 16 76
Testing for Multiple Bubbles 0 0 2 108 1 5 24 379
Testing for Multiple Bubbles 1 1 2 197 2 15 64 589
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 2 300 3 9 24 501
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 1 4 22 271
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 1 8 15 93
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 4 334 0 10 95 893
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 2 9 23 456
Unit Root Test with High-Frequency Data 0 0 0 0 0 2 8 16
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 3 20 110
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 0 3 16 72
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 1 5 8 21
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 9 18 37 166
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 6 15 30
Total Working Papers 6 21 68 3,536 42 254 997 9,408

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 2 3 5 5
An application of models of speculative behaviour to oil prices 0 0 0 64 2 3 22 212
An empirical investigation of herding in the U.S. stock market 0 1 1 43 3 11 28 168
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 2 3 8 0 5 13 38
Bubble detection and sector trading in real time 0 0 1 15 0 2 19 72
Change Detection and the Causal Impact of the Yield Curve 0 0 3 24 1 11 35 102
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 2 3 0 2 10 18
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 1 5 15 134
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 1 9 48
Diagnosing housing fever with an econometric thermometer 0 0 1 9 1 3 16 48
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 0 2 39 141
Energy consumption and economic growth in the United States 0 0 2 45 0 3 25 181
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 1 1 26 0 2 16 81
Fractional Gaussian Noise: Spectral Density and Estimation Methods 0 5 8 8 0 11 23 23
Fractional stochastic volatility model 1 1 1 1 1 5 12 15
Gold as a financial instrument 1 1 3 8 1 8 28 61
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 0 3 17 28
Housing networks and driving forces 0 0 0 5 0 2 10 34
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 0 2 16 58
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 0 1 8 67
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 1 1 1 1 5 23 30
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 0 2 18 18
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 1 1 35 0 5 17 149
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 0 3 14 146
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 0 3 14 14 6 21 74 74
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 2 44 1 4 13 150
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 1 24 59 5 29 135 282
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 1 1 6 14 3 18 45 85
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 3 65 1 7 28 346
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 0 8 30
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 1 5 7 7
Volatility Puzzle: Long Memory or Antipersistency 0 0 1 10 1 9 21 47
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 10 0 7 43 97
Total Journal Articles 4 18 82 617 31 202 819 3,039

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 1 10 21
Total Chapters 0 0 0 0 0 1 10 21

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Statistics updated 2026-07-10