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 1 50 0 1 3 135
A Heterogenous Agent Foundation for Tests of Asset Price Bubbles 0 0 0 34 0 0 0 106
AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES 0 0 0 67 0 0 1 197
Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance 0 0 0 219 3 3 4 456
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 73 0 0 1 168
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 0 2 5 102
Change Detection and the Casual Impact of the Yield Curve 0 0 2 51 0 0 5 109
Common Bubble Detection in Large Dimensional Financial Systems 0 0 1 56 0 0 4 156
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 14 1 1 4 38
Diagnosing Housing Fever with an Econometric Thermometer 0 0 1 17 0 0 3 57
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 1 3 78
Different Strokes for Different Folks: Long Memory and Roughness 0 0 0 19 0 0 0 14
Econometric Analysis of Asset Price Bubbles 0 0 6 103 1 4 25 85
Financial Bubble Implosion 0 0 0 70 0 0 3 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 0 1 3 45
Gold as a Financial Instrument 0 0 1 42 1 5 14 97
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 0 2 1 1 2 4
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 2 96 0 1 4 237
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 1 1 2 154
Persistent and Rough Volatility 0 1 3 84 0 1 5 188
Real Time Monitoring of Asset Markets: Bubbles and Crises 0 1 10 144 1 3 19 381
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 2 6 9 36
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 3 41
Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 35 0 0 0 102
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 117 1 1 3 285
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 78 0 0 1 298
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 22 1 1 2 119
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 1 1 153
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 0 4 0 0 0 24
Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets 0 0 0 58 0 0 4 60
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 1 1 2 31
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 2 3 6 171
Testing for Multiple Bubbles 0 0 4 195 3 4 25 529
Testing for Multiple Bubbles 0 0 2 245 2 2 8 792
Testing for Multiple Bubbles 0 0 3 15 0 0 6 60
Testing for Multiple Bubbles 0 0 0 106 2 2 6 357
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 298 1 1 7 478
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 1 5 78
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 0 0 7 249
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 2 330 0 4 10 800
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 1 1 1 121 1 2 3 434
Unit Root Test with High-Frequency Data 0 0 0 0 1 1 1 9
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 9 1 1 1 57
Volatility Estimation and Jump Detection for drift-diffusion Processes 0 0 0 45 0 0 2 90
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 1 1 2 14
Weak Identification of Long Memory with Implications for Inference 0 0 1 122 1 2 22 131
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 1 3 16
Total Working Papers 1 3 44 3,411 29 61 249 8,413

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 2 190
An empirical investigation of herding in the U.S. stock market 0 0 1 42 0 0 4 140
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 0 5 0 2 6 27
Bubble detection and sector trading in real time 0 0 0 14 0 0 3 53
Change Detection and the Causal Impact of the Yield Curve 0 0 2 21 1 4 8 70
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 0 1 0 0 3 8
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 0 2 119
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 1 10 0 2 6 40
Diagnosing housing fever with an econometric thermometer 0 0 2 8 1 2 6 33
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 1 1 1 17 1 2 7 103
Energy consumption and economic growth in the United States 1 1 4 44 3 6 22 162
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 0 0 2 65
Gold as a financial instrument 0 0 0 5 1 3 13 36
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 1 4 3 4 11 15
Housing networks and driving forces 0 0 0 5 0 0 3 24
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 1 5 0 0 7 42
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 0 1 3 60
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 2 3 134
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 0 39 2 3 4 135
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 2 42 0 1 7 138
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 1 3 15 37 7 20 67 161
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 2 2 5 10 3 6 16 43
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 0 1 4 63 0 4 27 321
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 1 2 23
Volatility Puzzle: Long Memory or Antipersistency 0 0 5 9 2 2 14 28
Volatility estimation and jump detection for drift–diffusion processes 0 0 1 10 2 3 6 57
Total Journal Articles 5 8 45 542 26 68 254 2,264

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 1 11
Total Chapters 0 0 0 0 0 1 1 11

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Statistics updated 2025-09-05