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The divergence between core and headline inflation : implications for consumers' inflation expectations
Arora, Vipin; Gomis-Porqueras, Pedro; Shi, Shuping - In: Journal of macroeconomics 38 (2013) 2, pp. 497-504
Persistent link: https://www.econbiz.de/10010371996
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
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Unit root test with high-frequency data
Laurent, Sébastien; Shi, Shuping - In: Econometric theory 38 (2022) 1, pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
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An application of models of speculative behaviour to oil prices
Shi, Shuping; Arora, Vipin - In: Economics letters 115 (2012) 3, pp. 469-472
Persistent link: https://www.econbiz.de/10009632311
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020
Persistent link: https://www.econbiz.de/10012320631
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Identifying speculative bubbles using an infinite hidden Markov Model
Shi, Shuping; Song, Yong - In: Journal of financial econometrics : official journal of … 14 (2016) 1, pp. 159-184
Persistent link: https://www.econbiz.de/10011588553
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Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.; Shi, Shuping - 2018
Persistent link: https://www.econbiz.de/10011948773
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Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - In: Journal of financial econometrics 18 (2020) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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Bubble detection and sector trading in real time
Milunovich, George; Shi, Shuping; Tan, David - In: Quantitative finance 19 (2019) 2, pp. 247-263
Persistent link: https://www.econbiz.de/10012194651