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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
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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
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A heterogenous agent foundation for tests of asset price bubbles
Arora, Vipin; Shi, Shuping - 2013
Persistent link: https://www.econbiz.de/10009773729
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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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Nonlinearities and tests of asset price bubbles
Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433
Persistent link: https://www.econbiz.de/10011481717
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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
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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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Testing for explosive behaviour in relative inflation measures : implications for monetary policy
Arora, Vipin; Gomis-Porqueras, Pedro; Shi, Shuping - 2011
Persistent link: https://www.econbiz.de/10009515103
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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