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Shu-Ping Shi

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This is information that was supplied by Shu-Ping Shi in registering through RePEc. If you are Shu-Ping Shi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Shu-Ping
Middle Name:
Last Name: Shi
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RePEc Short-ID: psh404

Email:
Homepage: http://sites.google.com/site/shupingshi/home/
Postal Address:
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Affiliation

Department of Economics
Faculty of Business and Economics
Macquarie University
Location: Sydney, Australia
Homepage: http://www.econ.mq.edu.au/
Email:
Phone:
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Postal: Sydney NSW 2109
Handle: RePEc:edi:edmqqau (more details at EDIRC)

Works

as in new window

Working papers

  1. Vipin Arora & Shuping Shi, 2013. "A Heterogenous Agent Foundation for Tests of Asset Price Bubbles," CAMA Working Papers 2013-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers CoFie-04-2013, Sim Kee Boon Institute for Financial Economics.
  4. Shu-Ping Shi & Yong Song, 2012. "Identifying Speculative Bubbles with an Infinite Hidden Markov Model," Working Paper Series 26_12, The Rimini Centre for Economic Analysis.
  5. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers 09-2011, Singapore Management University, School of Economics.
  6. Shu-ping Shi & Vipin Arora, 2011. "An Application Of Models Of Speculative Behaviour To Oil Prices," CAMA Working Papers 2011-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Vipin Arora & Pedro Gomis-Porqueras & Shuping Shi, 2011. "Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy," Development Research Unit Working Paper Series 37-11, Monash University, Department of Economics.
  8. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011. "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 172011, Hong Kong Institute for Monetary Research.
  9. Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers 15-2011, Singapore Management University, School of Economics.
  10. Shu-Ping Shi, 2010. "Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance," ANU Working Papers in Economics and Econometrics 2010-524, Australian National University, College of Business and Economics, School of Economics.

Articles

  1. Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping, 2013. "The divergence between core and headline inflation: Implications for consumers’ inflation expectations," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 497-504.
  2. Shu-Ping Shi, 2013. "Specification sensitivities in the Markov-switching unit root test for bubbles," Empirical Economics, Springer, vol. 45(2), pages 697-713, October.
  3. Shi, Shuping & Arora, Vipin, 2012. "An application of models of speculative behaviour to oil prices," Economics Letters, Elsevier, vol. 115(3), pages 469-472.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2012-01-10
  2. NEP-CBA: Central Banking (2) 2012-01-10 2012-04-17
  3. NEP-CMP: Computational Economics (3) 2013-09-06 2013-09-28 2013-10-05
  4. NEP-ECM: Econometrics (9) 2010-07-10 2011-07-21 2011-09-05 2011-09-05 2012-01-18 2012-02-20 2013-09-06 2013-09-06 2013-09-26. Author is listed
  5. NEP-ETS: Econometric Time Series (14) 2010-07-10 2011-07-21 2011-09-05 2011-09-05 2012-01-18 2012-01-18 2012-02-20 2012-04-17 2012-04-17 2012-06-25 2013-09-06 2013-09-06 2013-09-26 2013-09-28. Author is listed
  6. NEP-FMK: Financial Markets (2) 2013-09-06 2013-09-26
  7. NEP-FOR: Forecasting (2) 2012-02-20 2012-06-25
  8. NEP-HIS: Business, Economic & Financial History (2) 2013-09-06 2013-09-26
  9. NEP-MAC: Macroeconomics (1) 2012-01-10
  10. NEP-MON: Monetary Economics (1) 2012-01-10
  11. NEP-ORE: Operations Research (2) 2010-07-10 2013-10-05
  12. NEP-RMG: Risk Management (2) 2013-09-06 2013-09-26
  13. NEP-SEA: South East Asia (12) 2011-07-21 2011-09-05 2011-09-05 2012-01-18 2012-01-18 2012-04-17 2012-04-17 2013-09-06 2013-09-06 2013-09-26 2013-09-28 2013-10-05. Author is listed

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