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Shu-Ping Shi

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Personal Details

First Name:Shu-Ping
Middle Name:
Last Name:Shi
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RePEc Short-ID:psh404
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Homepage:http://sites.google.com/site/shupingshi/home/
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Location: Sydney, Australia
Homepage: http://www.econ.mq.edu.au/
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Postal: Sydney NSW 2109
Handle: RePEc:edi:edmqqau (more details at EDIRC)
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  1. Peter C.B. Phillips & Shu-Ping Shi, 2014. "Financial Bubble Implosion," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers 09-2011, Singapore Management University, School of Economics.
  7. 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.
  8. 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.
  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. 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.
  11. 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.
  1. 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, 06.
  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. 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.
  4. Shi, Shuping & Arora, Vipin, 2012. "An application of models of speculative behaviour to oil prices," Economics Letters, Elsevier, vol. 115(3), pages 469-472.
18 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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