Shuping Shi
Shuping Shi
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Zitiert von
Zitiert von
Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500
PCB Phillips, S Shi, J Yu
International Economic Review 56 (4), 1043-1078, 2015
Testing for multiple bubbles: Limit theory of real‐time detectors
PCB Phillips, S Shi, J Yu
International Economic Review 56 (4), 1079-1134, 2015
Specification sensitivity in right‐tailed unit root testing for explosive behaviour
PCB Phillips, S Shi, J Yu
Oxford Bulletin of Economics and Statistics 76 (3), 315-333, 2014
Causal change detection in possibly integrated systems: revisiting the money–income relationship
S Shi, S Hurn, PCB Phillips
Journal of Financial Econometrics 18 (1), 158-180, 2020
Change detection and the causal impact of the yield curve
S Shi, PCB Phillips, S Hurn
Journal of Time Series Analysis 39 (6), 966-987, 2018
Financial bubble implosion and reverse regression
PCB Phillips, SP Shi
Econometric Theory 34 (4), 705-753, 2018
Real time monitoring of asset markets: Bubbles and crises
PCB Phillips, S Shi
Handbook of statistics 42, 61-80, 2020
Speculative bubbles or market fundamentals? An investigation of US regional housing markets
S Shi
Economic Modelling 66, 101-111, 2017
Energy consumption and economic growth in the United States
V Arora, S Shi
Applied Economics 48 (39), 3763-3773, 2016
Dating the timeline of house price bubbles in Australian capital cities
S Shi, A Valadkhani, R Smyth, F Vahid
Economic Record 92 (299), 590-605, 2016
An application of models of speculative behaviour to oil prices
S Shi, V Arora
Economics letters 115 (3), 469-472, 2012
Specification sensitivities in the Markov-switching unit root test for bubbles
SP Shi
Empirical Economics 45, 697-713, 2013
An empirical investigation of herding in the US stock market
A Clements, S Hurn, S Shi
Economic Modelling 67, 184-192, 2017
Detecting financial collapse and ballooning sovereign risk
PCB Phillips, S Shi
Oxford Bulletin of Economics and Statistics 81 (6), 1336-1361, 2019
Did Bubbles Migrate from the Stock to the Housing Market in China between 2005 and 2010?
Y Deng, E Girardin, R Joyeux, S Shi
Pacific Economic Review 22 (3), 276-292, 2017
Identifying speculative bubbles using an infinite hidden Markov model
S Shi, Y Song
Journal of Financial Econometrics 14 (1), 159-184, 2015
The divergence between core and headline inflation: Implications for consumers’ inflation expectations
V Arora, P Gomis-Porqueras, S Shi
Journal of Macroeconomics 38, 497-504, 2013
Diagnosing housing fever with an econometric thermometer
S Shi, PCB Phillips
Journal of Economic Surveys 37 (1), 159-186, 2023
Bubble detection and sector trading in real time
G Milunovich, S Shi, D Tan
Quantitative Finance 19 (2), 247-263, 2019
Volatility estimation and jump detection for drift–diffusion processes
S Laurent, S Shi
Journal of Econometrics, 2020
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