Shuping Shi

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu · International Economic Review · 2015 · 1.1K citations

Social Sciences, Economics, Finance +16

Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles

Peter C.B. Phillips, Shuping Shi, Jun Yu · ePrints Soton (University of Southampton) · 2015 · 480 citations

Social Sciences, Economics, Finance +16

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship*

Shuping Shi, Stan Hurn, Peter C.B. Phillips · Journal of Financial Econometrics · 2019 · 282 citations

Computing, Economics, Causal Inference +16

Change Detection and the Causal Impact of the Yield Curve

Shuping Shi, Peter C.B. Phillips, Stan Hurn · Journal of Time Series Analysis · 2018 · 270 citations · Full text

Social Sciences, Economics, Finance +15

Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu · Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University) · 2013 · 259 citations

Social Sciences, Economics, Finance +15