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 1 2 136
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 1 2 2 108
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 1 1 2 198
Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference 0 0 27 27 2 3 15 15
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 2 5 6 458
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 73 2 2 3 170
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 0 0 5 102
Change Detection and the Casual Impact of the Yield Curve 0 1 2 52 0 1 3 110
Common Bubble Detection in Large Dimensional Financial Systems 0 0 0 56 0 0 3 156
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 0 1 4 38
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 2 2 4 59
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 1 1 4 79
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 2 2 2 16
Econometric Analysis of Asset Price Bubbles 1 1 6 104 3 4 25 88
Financial Bubble Implosion 0 0 0 70 0 0 2 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 0 3 45
Gold as a Financial Instrument 0 0 1 42 1 2 14 98
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 0 1 1 4
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 1 96 1 3 5 240
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 2 3 155
On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes 1 1 1 24 1 3 10 25
Persistent and Rough Volatility 0 1 4 85 0 1 6 189
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 0 8 144 3 5 20 385
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 0 3 10 37
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 0 3 41
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 2 2 2 104
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 1 3 4 287
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 1 2 3 300
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 22 1 2 3 120
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 2 2 3 155
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 1 2 2 26
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 3 4 14 14 9 15 33 33
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 0 58 0 1 5 61
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 1 1 31
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 1 3 6 172
Testing for Multiple Bubbles 0 0 2 245 1 3 9 793
Testing for Multiple Bubbles 0 0 3 195 6 9 29 535
Testing for Multiple Bubbles 0 0 3 15 2 2 8 62
Testing for Multiple Bubbles 0 0 0 106 3 6 10 361
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 2 3 8 480
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 5 5 11 254
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 0 5 78
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 330 2 2 11 802
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 1 1 121 1 3 5 436
Unit Root Test with High-Frequency Data 0 0 0 0 1 2 2 10
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 1 2 2 58
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 1 1 2 91
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 1 1 14
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 3 4 6 20
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 3 6 26 136
Total Working Papers 5 9 81 3,479 72 127 354 8,563

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An application of models of speculative behaviour to oil prices 0 0 0 64 0 0 1 190
An empirical investigation of herding in the U.S. stock market 0 0 0 42 1 1 3 141
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 2 2 7 29
Bubble detection and sector trading in real time 0 0 0 14 1 1 4 54
Change Detection and the Causal Impact of the Yield Curve 0 0 1 21 0 1 6 70
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 0 0 2 8
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 2 3 121
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 0 10 0 0 5 40
Diagnosing housing fever with an econometric thermometer 1 1 3 9 1 3 7 35
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 1 1 17 1 2 7 104
Energy consumption and economic growth in the United States 0 1 4 44 1 4 17 163
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 1 3 5 68
Fractional stochastic volatility model 0 0 0 0 0 0 3 3
Gold as a financial instrument 0 0 0 5 1 4 16 39
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 1 4 0 4 10 16
Housing networks and driving forces 0 0 0 5 0 0 3 24
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 0 5 2 2 8 44
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 0 0 37
Nonlinearities and tests of asset price bubbles 0 0 0 9 1 1 2 61
On the spectral density of fractional Ornstein–Uhlenbeck processes 0 0 0 0 1 1 8 8
Quantile analysis for financial bubble detection and surveillance 0 0 0 0 2 5 5 5
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 2 2 5 136
Specification sensitivities in the Markov-switching unit root test for bubbles 1 1 1 40 1 4 5 137
Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven 1 2 2 2 3 6 6 6
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 1 3 43 0 1 8 139
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 5 16 41 7 18 67 172
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 2 5 10 4 8 20 48
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 4 64 7 8 29 329
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 1 1 3 24
Volatility Puzzle: Long Memory or Antipersistency 0 0 4 9 3 5 13 31
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 0 2 6 57
Total Journal Articles 4 15 46 552 43 91 284 2,339

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 1 2 12
Total Chapters 0 0 0 0 1 1 2 12

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