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 0 3 134
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 0 1 2 453
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 0 73 0 1 4 168
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 1 1 81 0 1 3 100
Change Detection and the Casual Impact of the Yield Curve 0 1 2 51 0 1 5 109
Common Bubble Detection in Large Dimensional Financial Systems 0 0 2 56 1 2 5 156
Diagnosing Housing Fever with an Econometric Thermometer 0 1 1 14 0 2 3 37
Diagnosing Housing Fever with an Econometric Thermometer 0 1 1 17 0 2 3 57
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 0 1 0 0 3 77
Different Strokes for Different Folks: Long Memory and Roughness 0 0 1 19 0 0 1 14
Econometric Analysis of Asset Price Bubbles 1 3 7 103 1 7 24 81
Financial Bubble Implosion 0 0 0 70 0 1 4 192
Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise 0 0 0 13 1 1 21 44
Gold as a Financial Instrument 0 0 1 42 2 3 9 92
Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer 0 0 1 2 0 0 2 3
Identifying Speculative Bubbles with an Infinite Hidden Markov Model 0 0 2 96 0 0 4 236
Identifying speculative bubbles with an in finite hidden Markov model 0 0 0 90 0 1 1 153
Persistent and Rough Volatility 1 1 2 83 1 2 6 187
Real Time Monitoring of Asset Markets: Bubbles and Crises 1 4 13 143 1 5 22 378
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications 0 0 0 16 0 1 5 30
Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 2 0 1 2 40
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 0 0 2 284
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior 0 0 0 47 0 0 0 152
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 0 0 1 118
SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles 0 0 1 4 0 0 1 24
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 0 0 0 58 1 3 4 60
Stock Market Bubble Migration: From Shanghai to Hong Kong 0 0 0 0 0 0 1 30
Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy 0 0 0 59 0 0 4 168
Testing for Multiple Bubbles 1 1 3 245 1 3 7 790
Testing for Multiple Bubbles 1 3 6 195 1 8 28 525
Testing for Multiple Bubbles 1 1 4 15 1 2 7 60
Testing for Multiple Bubbles 0 0 1 106 1 1 6 355
Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 0 1 3 298 0 3 7 477
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 117 1 2 10 249
Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors 0 0 0 37 0 0 4 77
Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 0 0 3 330 0 1 9 796
Testing for Multiple Bubbles: Limit Theory of Real Time Detectors 0 0 1 120 1 1 3 432
Unit Root Test with High-Frequency Data 0 0 0 0 0 0 0 8
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 9 0 0 0 56
Volatility estimation and jump detection for drift–diffusion processes 0 0 0 0 0 0 1 13
Weak Identification of Long Memory with Implications for Inference 0 1 1 122 0 1 21 129
Weak Identification of Long Memory with Implications for Inference 0 0 0 7 0 0 4 15
Total Working Papers 6 19 58 3,408 14 57 256 8,352

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 1 6 140
Australian Housing Market Booms: Fundamentals or Speculation?☆ 0 0 1 5 1 2 7 25
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 3 21 1 1 6 66
Common Bubble Detection in Large Dimensional Financial Systems* 0 0 1 1 0 1 6 8
Dating the Timeline of House Price Bubbles in Australian Capital Cities 0 0 0 5 0 1 2 119
Detecting Financial Collapse and Ballooning Sovereign Risk 0 0 1 10 0 1 4 38
Diagnosing housing fever with an econometric thermometer 0 1 3 8 0 1 8 31
Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? 0 0 1 16 1 2 6 101
Energy consumption and economic growth in the United States 2 2 4 43 3 4 22 156
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION 0 0 0 25 0 0 3 65
Gold as a financial instrument 0 0 0 5 0 2 10 33
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer 0 0 1 4 1 1 7 11
Housing networks and driving forces 0 0 0 5 2 3 4 24
Identifying Speculative Bubbles Using an Infinite Hidden Markov Model 0 0 1 5 0 1 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 0 2 59
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour 0 0 0 34 0 0 1 132
Specification sensitivities in the Markov-switching unit root test for bubbles 0 0 0 39 0 0 1 132
Speculative bubbles or market fundamentals? An investigation of US regional housing markets 1 2 4 42 1 2 8 137
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 0 1 17 34 4 9 61 141
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS 0 0 3 8 2 4 11 37
The divergence between core and headline inflation: Implications for consumers’ inflation expectations 1 1 3 62 2 6 23 317
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA 0 0 0 7 0 1 2 22
Volatility Puzzle: Long Memory or Antipersistency 0 1 5 9 1 3 16 26
Volatility estimation and jump detection for drift–diffusion processes 1 1 1 10 1 1 4 54
Total Journal Articles 5 9 50 534 20 47 232 2,196

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 0 0 10
Total Chapters 0 0 0 0 0 0 0 10

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Statistics updated 2025-06-06