Shuping Shi

CFDPs

CFDP 2334 Jia Li, Peter C. B. Phillips, Shuping Shi, Jun Yu, "Weak Identification of Long Memory with Implications for Inference," (June 2022) [41pp, Abstract] [Supplemental material, 9 pp]
CFDP 2331 Shuping Shi, Peter C. B. Phillips, "Econometric Analysis of Asset Price Bubbles," (June 2022) [31pp, Abstract]
CFDP 2251 Ye Chen, Peter C. B. Phillips, Shuping Shi, "Common Bubble Detection in Large Dimensional Financial Systems," (August 2020) [63pp, Abstract]
CFDP 2248 Shuping Shi, Peter C. B. Phillips, "Diagnosing Housing Fever with an Econometric Thermometer," (August 2020) [31pp, Abstract]
CFDP 2152 Peter C. B. Phillips, Shuping Shi, "Real Time Monitoring of Asset Markets: Bubbles and Crises," (November 2018) [24pp, Abstract], (See: CFDP 1692)
CFDP 2059 Shuping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," (December 2016) [58pp, Abstract] (See: CFP 1727)
CFDP 2058 Stan Hurn, Peter C. B. Phillips, Shuping Shi, "Change Detection and the Causal Impact of the Yield Curve," (December 2016) [67pp, Abstract] (See: CFP 1611)
CFDP 1967 Peter C. B. Phillips, Shuping Shi, "Financial Bubble Implosion," (December 2014) [46pp, Abstract]
CFDP 1915 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," (September 2013) [75pp, Abstract] (See: 1499)
CFDP 1914 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," (September 2013) [45pp, Abstract] (See: 1498)

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CFPs

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)
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)
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)
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
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)
CFP 1592 Peter C. B. Phillips, Shuping Shi, "Financial Bubble Implosion and Reverse Regression," Econometric Theory, (August 2018), 34(4): 705 - 753
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)
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)
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)