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 4 8 19 153
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 4 8 16 122
A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 0 1 1 1 1
An Application of Models of Speculative Behaviour to Oil Prices 0 0 0 67 3 5 13 210
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 3 27 0 2 19 26
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 5 5 16 469
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 74 1 5 11 179
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 81 2 6 16 116
Change Detection and the Casual Impact of the Yield Curve 0 0 1 52 5 9 16 125
Common Bubble Detection in Large Dimensional Financial Systems 0 1 1 57 1 6 21 176
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 14 1 6 11 48
Diagnosing Housing Fever with an Econometric Thermometer 0 0 0 17 1 6 13 70
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 2 8 85
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 1 3 8 22
Econometric Analysis of Asset Price Bubbles 1 3 8 110 2 8 29 109
Financial Bubble Implosion 0 0 0 70 2 5 7 199
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 1 8 51
Gold as a Financial Instrument 0 0 0 42 6 14 29 119
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 0 1 5 8
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 0 96 5 7 18 254
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 2 4 10 163
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 1 1 2 25 4 9 23 44
Persistent and Rough Volatility 0 1 4 86 3 5 17 203
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 5 10 152 3 11 27 404
Realized drift 0 0 0 0 2 2 2 2
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 5 7 28 58
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 1 2 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 1 7 291
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 1 23 1 2 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 3 4 14 312
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 1 2 5 29
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 4 5 22 26 17 26 88 91
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 1 2 60 1 5 12 71
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 2 5 7 37
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 2 6 15 183
Testing for Multiple Bubbles 0 0 2 196 4 9 54 578
Testing for Multiple Bubbles 0 1 3 17 3 5 15 74
Testing for Multiple Bubbles 0 1 2 246 6 11 25 814
Testing for Multiple Bubbles 0 1 2 108 3 5 23 377
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 1 299 4 10 19 496
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 7 8 15 92
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 3 8 22 270
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 1 4 4 334 8 21 95 891
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 121 6 8 22 453
Unit Root Test with High-Frequency Data 0 0 0 0 1 4 7 15
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 2 3 15 71
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 2 5 19 109
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 2 2 5 18
Weak Identification of Long Memory with Implications for Inference 0 0 0 122 5 12 24 153
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 6 7 15 30
Total Working Papers 8 25 70 3,523 153 317 938 9,307

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 3 3
An application of models of speculative behaviour to oil prices 0 0 0 64 1 8 20 210
An empirical investigation of herding in the U.S. stock market 1 1 1 43 7 13 24 164
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 1 1 6 2 3 11 35
Bubble detection and sector trading in real time 0 0 1 15 2 6 19 72
Change Detection and the Causal Impact of the Yield Curve 0 2 3 24 6 12 32 97
Common Bubble Detection in Large Dimensional Financial Systems* 0 2 2 3 1 4 9 17
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 1 6 3 5 13 132
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 1 3 10 48
Diagnosing housing fever with an econometric thermometer 0 0 1 9 1 5 15 46
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 17 1 7 40 140
Energy consumption and economic growth in the United States 0 0 4 45 2 5 27 180
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 1 1 1 26 1 5 15 80
Fractional Gaussian Noise: Spectral Density and Estimation Methods 3 5 6 6 7 12 19 19
Fractional stochastic volatility model 0 0 0 0 3 6 11 13
Gold as a financial instrument 0 0 2 7 7 11 27 60
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 0 4 2 3 17 27
Housing networks and driving forces 0 0 0 5 1 5 11 33
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 1 5 15 57
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 3 5 42
Nonlinearities and tests of asset price bubbles 0 0 0 9 1 2 8 67
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 3 9 23 28
Quantile analysis for financial bubble detection and surveillance 0 0 1 1 1 2 17 17
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 3 5 15 147
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 1 40 3 4 14 146
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 3 7 14 14 10 30 63 63
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 3 44 1 2 11 147
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 0 7 24 58 13 53 129 266
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 1 5 13 11 18 43 78
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 0 4 65 4 5 28 343
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 3 8 30
Uncovering mild drift in asset prices with intraday high-frequency data 0 0 0 0 3 5 5 5
Volatility Puzzle: Long Memory or Antipersistency 0 1 1 10 7 10 20 45
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 5 9 42 95
Total Journal Articles 8 28 78 607 115 280 769 2,952

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 2 11 21
Total Chapters 0 0 0 0 1 2 11 21

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06