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  • Your search results: "Shi, Shuping"
Showing 1 - 20 results of 122 for search '"Shi, Shuping"', query time: 1.42s Narrow search
  • 1
    Cover Image Journal Article
    Volatility estimation and jump detection for drift–diffusion processes
    by Laurent, Sébastien   Shi, Shuping Published in Journal of econometrics (01.08.2020)
    “...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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  • 2
    Cover Image Journal Article
    TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
    by 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
    Cover Image Journal Article
    Energy consumption and economic growth in the United States
    by Arora, Vipin   Shi, Shuping Published in Applied economics (20.08.2016)
    “...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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  • 4
    Cover Image Journal Article
    TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS
    by 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
    Cover Image Journal Article
    Identifying Speculative Bubbles Using an Infinite Hidden Markov Model
    by Shi, Shuping   Song, Yong Published in Journal of financial econometrics (18.08.2014)
    “...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
    Cover Image Journal Article
    Australian Housing Market Booms: Fundamentals or Speculation?
    by Shi, Shuping   Rahman, Arafat   Wang, Ben Zhe Published in The Economic record (01.12.2020)
    “...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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  • 7
    Cover Image Journal Article
    Dating the Timeline of House Price Bubbles in Australian Capital Cities
    by 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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  • 8
    Cover Image Journal Article
    First principles calculation of redox potential for tetravalent actinides in molten LiCl–KCl eutectic based on vertical substitution and relaxation
    by 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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  • 9
    Cover Image Journal Article
    Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour
    by 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
    Cover Image Journal Article
    An application of models of speculative behaviour to oil prices
    by Shi, Shuping   Arora, Vipin Published in Economics letters (01.06.2012)
    “...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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  • 11
    Cover Image Journal Article
    The association between parental marriage satisfaction and adolescent suicidal ideation: The moderating effect of breastfeeding duration
    by 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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  • 12
    Cover Image Journal Article
    Towards the calculations of redox potentials in molten LiCl-KCl eutectic by ensemble averages based on first principles molecular dynamics
    by 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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  • 13
    Cover Image Journal Article
    Nonlinearities and tests of asset price bubbles
    by 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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  • 14
    Cover Image Journal Article
    Detecting Financial Collapse and Ballooning Sovereign Risk
    by 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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  • 15
    Cover Image Journal Article
    Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?
    by 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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  • 16
    Cover Image Journal Article
    Change Detection and the Causal Impact of the Yield Curve
    by 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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  • 17
    Cover Image Journal Article
    Static and dynamic structure of Pu3+ in molten LiCl-KCl eutectic revealed by first-principles molecular dynamics simulations
    by 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
    Cover Image Publication
    Information flow in times of crisis: the case of the European banking and sovereign sectors
    by Dungey, Mardi   Hurn, Stan   Shi, Shuping   Volkov, Vladimir Published in Econometrics (2019)
    “...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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  • 19
    Cover Image Journal Article
    The divergence between core and headline inflation: Implications for consumers’ inflation expectations
    by 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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  • 20
    Cover Image Journal Article
    The buffer effect of physical activity: Why does parental marital satisfaction affect adolescents’ problematic Internet use
    by 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...”
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