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Shuping Shi

Personal Details

First Name:Shuping
Middle Name:
Last Name:Shi
Suffix:
RePEc Short-ID:psh404
http://sites.google.com/site/shupingshi/home/

Affiliation

Department of Economics
Faculty of Business and Economics
Macquarie University

Sydney, Australia
http://www.econ.mq.edu.au/

:

Sydney NSW 2109
RePEc:edi:edmqqau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sébastien Laurent & Shuping Shi, 2018. "Volatility Estimation and Jump Detection for drift-diffusion Processes," Working Papers halshs-01944449, HAL.
  2. Eric Girardin & Roselyne Joyeux & Shuping Shi, 2018. "Stock Market Bubble Migration: From Shanghai to Hong Kong," Post-Print hal-01985939, HAL.
  3. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
  4. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Post-Print hal-01682809, HAL.
  5. Shuping Shi, 2016. "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," CAMA Working Papers 2016-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Shuping Shi & Stan Hurn & Peter C B Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series 113, National Centre for Econometric Research.
  7. Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
  8. Peter C.B. Phillips & Shu-Ping Shi, 2014. "Financial Bubble Implosion," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University.
  9. 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.
  10. 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.
  11. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University.
  12. Shu-Ping Shi & Yong Song, 2012. "Identifying Speculative Bubbles with an Infinite Hidden Markov Model," Working Paper series 26_12, Rimini Centre for Economic Analysis.
  13. 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.
  14. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers 09-2011, Singapore Management University, School of Economics.
  15. Vipin Arora & Pedro Gomis-Porqueras & Shuping Shi, 2011. "Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy," Monash Economics Working Papers 37-11, Monash University, Department of Economics.
  16. Shuping 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.
  17. 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.
  18. 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.
    repec:skb:wpaper:cofie-03-2011 is not listed on IDEAS
    repec:skb:wpaper:cofie-09-2011 is not listed on IDEAS
    repec:skb:wpaper:cofie-04-2013 is not listed on IDEAS
    repec:skb:wpaper:cofie-01-2011 is not listed on IDEAS

Articles

  1. Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov, 2019. "Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors," Econometrics, MDPI, Open Access Journal, vol. 7(1), pages 1-20, January.
  2. George Milunovich & Shuping Shi & David Tan, 2019. "Bubble detection and sector trading in real time," Quantitative Finance, Taylor & Francis Journals, vol. 19(2), pages 247-263, February.
  3. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
  4. Phillips, Peter C.B. & Shi, Shu-Ping, 2018. "Financial Bubble Implosion And Reverse Regression," Econometric Theory, Cambridge University Press, vol. 34(4), pages 705-753, August.
  5. Clements, Adam & Hurn, Stan & Shi, Shuping, 2017. "An empirical investigation of herding in the U.S. stock market," Economic Modelling, Elsevier, vol. 67(C), pages 184-192.
  6. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 276-292, August.
  7. Shi, Shuping, 2017. "Speculative bubbles or market fundamentals? An investigation of US regional housing markets," Economic Modelling, Elsevier, vol. 66(C), pages 101-111.
  8. Vipin Arora & Shuping Shi, 2016. "Energy consumption and economic growth in the United States," Applied Economics, Taylor & Francis Journals, vol. 48(39), pages 3763-3773, August.
  9. Shuping Shi & Abbas Valadkhani & Russell Smyth & Farshid Vahid, 2016. "Dating the Timeline of House Price Bubbles in Australian Capital Cities," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 590-605, December.
  10. Shuping Shi & Yong Song, 2016. "Identifying Speculative Bubbles Using an Infinite Hidden Markov Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(1), pages 159-184.
  11. Vipin Arora & Shuping Shi, 2016. "Nonlinearities and tests of asset price bubbles," Empirical Economics, Springer, vol. 50(4), pages 1421-1433, June.
  12. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.
  13. 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.
  14. 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.
  15. Shi, Shuping & Arora, Vipin, 2012. "An application of models of speculative behaviour to oil prices," Economics Letters, Elsevier, vol. 115(3), pages 469-472.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (15) 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 2019-01-07. Author is listed
  2. NEP-ECM: Econometrics (12) 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 2016-06-09 2016-12-18 2019-01-07. Author is listed
  3. NEP-SEA: South East Asia (11) 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. Author is listed
  4. NEP-RMG: Risk Management (5) 2013-09-06 2013-09-26 2018-12-24 2019-01-07 2019-01-07. Author is listed
  5. NEP-HIS: Business, Economic & Financial History (4) 2013-09-06 2013-09-26 2016-09-04 2016-12-18
  6. NEP-MAC: Macroeconomics (4) 2012-01-10 2016-08-07 2016-09-04 2016-12-18
  7. NEP-FMK: Financial Markets (3) 2013-09-06 2013-09-26 2016-12-18
  8. NEP-MON: Monetary Economics (3) 2012-01-10 2016-09-04 2016-12-18
  9. NEP-CBA: Central Banking (2) 2012-01-10 2012-04-17
  10. NEP-CMP: Computational Economics (2) 2013-09-06 2013-09-28
  11. NEP-FOR: Forecasting (2) 2012-02-20 2012-06-25
  12. NEP-ORE: Operations Research (2) 2010-07-10 2019-01-07
  13. NEP-AGR: Agricultural Economics (1) 2012-01-10
  14. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  15. NEP-URE: Urban & Real Estate Economics (1) 2016-08-07

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