CFP 1727 |
Shuping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship," Journal of Financial Econometrics, (Winter 2020), 18(1): 158–180 (See CFDP 2059) |
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CFP 1693 |
Shuping Shi, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship," Journal of Financial Econometrics, (Winter 2020), 18(1): 158–180 (See CFDP 2059) |
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CFP 1692 |
Peter C. B. Phillips, Shuping Shi, "Real time monitoring of asset markets: Bubbles and crises," (2020), Vol. 42: 61-80 (Editor(s): Hrishikesh D. Vinod, C.R. Rao) (See CFDP 2152) |
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CFP 1647 |
Peter C. B. Phillips, Shuping Shi, "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, (June 2019), 1-26 |
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CFP 1611 |
Shuping Shi, Peter C. B. Phillips, Stan Hurn, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, (November 2018), 39(6): 966-987 (See CFDP 2058) |
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CFP 1592 |
Peter C. B. Phillips, Shuping Shi, "Financial Bubble Implosion and Reverse Regression," Econometric Theory, (August 2018), 34(4): 705 - 753 |
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CFP 1499 |
Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," International Economic Review, (November 2015), 56(4): 1079-1134 (See CFDP 1915) |
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CFP 1498 |
Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," International Economic Review, (November 2015), 56(4): 1043-1078 (See CFDP 1914) |
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CFP 1425 |
Peter C. B. Phillips, Shuping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, (June 2014), 76(3): 315-333 (See CFDP 1842) |
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