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 · 1K citations

Empirical Finance, Applied Econometrics, Financial Bubbles +20

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 · 465 citations

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 · 268 citations

Causal Relationships, Economic Fluctuation, Income Distribution +16

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

Peter C.B. Phillips, Shuping Shi, Jun Yu · RePEc: Research Papers in Economics · 2013 · 259 citations

Empirical Finance, Recursive Procedures, Econometric Detection Mechanisms +21

Change Detection and the Causal Impact of the Yield Curve

Shuping Shi, Peter C.B. Phillips, Stan Hurn · Journal of Time Series Analysis · 2018 · 255 citations · Full text

Empirical Finance, Causal Relationships, Applied Econometrics +22