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1“...The logarithmic prices of financial assets are conventionally assumed to follow a drift–diffusion process. While the drift term is typically ignored in the...”
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2by Peter C. B. Phillips Shuping Shi Jun Yu Published in International economic review (Philadelphia) (01.11.2015)“...Recent work on econometric detection mechanisms has shown the effectiveness of recursive procedures in identifying and dating financial bubbles in real time...”
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3“...We study the relationship between energy consumption and real GDP in the USA using a multivariate time-varying model [1973Q1-2014Q1]. We show that the...”
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4by Peter C. B. Phillips Shuping Shi Jun Yu Published in International economic review (Philadelphia) (01.11.2015)“...This article provides the limit theory of real-time dating algorithms for bubble detection that were suggested in Phillips, Wu, and Yu (PWY; International...”
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5“...This article proposes an infinite hidden Markov model (iHMM) to detect, date stamp, and estimate speculative bubbles. Three features make this new approach...”
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6“...This paper investigates the presence of housing bubbles in Australia at the national, capital city and local government area (LGA) levels. We control for...”
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7by Shi, Shuping Valadkhani, Abbas Smyth, Russell Vahid, Farshid Published in The Economic record (01.12.2016)“...House prices in some Australian capital cities have recently been on the rise to the extent that some describe this as an emerging bubble, but this claim...”
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8by Zhang, Yu Song, Jia Li, Xuejiao Yan, Liuming Shi, Shuping Jiang, Tao Peng, Shuming Published in Electrochimica acta (10.01.2019)“...The pyroprocessing technology of spent fuel is promise because of its advantages compared with the wet-processing technology; however, the development of...”
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9by Phillips, Peter C. B Shi, Shuping Yu, Jun Published in Oxford bulletin of economics and statistics (01.06.2014)“...This article aims to provide some empirical guidelines for the practical implementation of right‐tailed unit root tests, focusing on the recursive right‐tailed...”
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10“...We estimate three different models of speculative behaviour using oil price data. Our findings provide support for the claim by Phillips and Yu (2011) and...”
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11by Chen, Jianwen Zheng, Xintong Li, Congcong Xiong, Qing Yu, Quanlei Shi, Shuping Hu, Yiqiu Published in Children and youth services review (01.11.2020)“...•Parental marital satisfaction (PMS) correlates with youth suicidal ideation (YSI).•Breastfeeding attenuates the effect of PMS on YSI.•The effect of PMS on YSI...”
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12by Song, Jia Li, Xuejiao Shi, Shuping Yan, Liuming Jiang, Tao Peng, Shuming Published in Electrochimica acta (10.09.2017)“...•Redox potentials of metallic cations in molten LiCl-KCl eutectic are calculated.•First principles molecular dynamics approach for redox potentials is...”
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13by Arora, Vipin Arora, Vipin Shi, Shuping Shi, Shuping Published in Empirical economics (01.06.2016)“...We find that incorporating nonlinearities into tests of asset price bubbles has important consequences for the results. We show this by comparing four tests...”
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14by Phillips, Peter C. B Shi, Shuping Published in Oxford bulletin of economics and statistics (01.12.2019)“...This paper proposes a new model for capturing discontinuities in the underlying financial environment that can lead to abrupt falls, but not necessarily...”
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15by Deng, Yongheng Girardin, Eric Joyeux, Roselyne Shi, Shuping Published in Pacific economic review (Oxford, England) (01.08.2017)“...The speculative nature of both stock and housing markets in China has attracted the attention of observers. However, while stock market data are easily...”
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16by Shi, Shuping Phillips, Peter C. B Hurn, Stan Published in Journal of time series analysis (01.11.2018)“...Causal relationships in econometrics are typically based on the concept of predictability and are established by testing Granger causality. Such relationships...”
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17by Shi, Shuping Li, Xuejiao Song, Jia Yan, Liuming Jiang, Tao Peng, Shuming Published in Molecular simulation (02.11.2018)“...The local coordination structure, as well as its structural dynamics, of molten LiCl-KCl-PuCl 3 mixture is revealed by first-principles molecular dynamics...”
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18“...Crises in the banking and sovereign debt sectors give rise to heightened financial fragility. Of particular concern is the development of self-fulfilling...”
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19by Arora, Vipin Gomis-Porqueras, Pedro Shi, Shuping Published in Journal of macroeconomics (01.12.2013)“...We show that US consumer inflation expectations are formed using a variant of adaptive expectations proposed by Mankiw et al. (2004). In particular,...”
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20by Zheng, Xintong Chen, Jianwen Guo, Yafei Xiong, Qing Hu, Yiqiu Shi, Shuping li, Congcong Yu, Quanlei Published in Addictive behaviors reports (01.06.2020)“...•Marital satisfaction negatively predicted adolescents' problematic internet use (PIU).•Depression mediated the relationship between marital satisfaction and...”