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Speculative bubbles or market fundamentals? : an investigation of US regional housing markets

Shi, Shuping - In: Economic modelling 66 (2017), pp. 101-111

Persistent link: https://www.econbiz.de/10011813669

Change detection and the causal impact of the Yield Curve

Hurn, Stan; Phillips, Peter C. B.; Shi, Shuping - 2015

Persistent link: https://www.econbiz.de/10011343675

A heterogenous agent foundation for tests of asset price bubbles

Arora, Vipin; Shi, Shuping - 2013

Persistent link: https://www.econbiz.de/10009773729

Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500

Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1043-1078

Persistent link: https://www.econbiz.de/10011485252

Change detection and the causal impact of the yield curve

Hurn, Stan; Phillips, Peter C. B.; Shi, Shuping - 2016

Persistent link: https://www.econbiz.de/10011647389

Causal change detection in possibly integrated Systems : revisiting the money-income relationship

Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - 2016

Persistent link: https://www.econbiz.de/10011647390

An empirical investigation of herding in the U.S. stock market

Clements, Adam; Hurn, Stan; Shi, Shuping - In: Economic modelling 67 (2017), pp. 184-192

Persistent link: https://www.econbiz.de/10011813808

Speculative bubbles or market fundamentals? : an investigation of US regional housing markets

Shi, Shuping - 2016

Persistent link: https://www.econbiz.de/10011756196

Energy consumption and economic growth in the United States

Arora, Vipin; Shi, Shuping - In: Applied economics 48 (2016) 37/39, pp. 3763-3773

Persistent link: https://www.econbiz.de/10011621166

Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets

Shi, Shuping - 2017

This paper investigates the existence of speculative bubbles in the US national and 21 regional housing markets over three decades (1978-2015). A new method for real-time monitoring exuberance in housing markets is proposed. By taking changes in the macroeconomic conditions (such as interest...

Persistent link: https://www.econbiz.de/10012968629