20122020

Research output per year

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Personal profile

Biography

Personal webpage: https://sites.google.com/site/shupingshi/home/

Biography

Shuping Shi is a Professor at Macquarie University. She joined Macquarie University as a Senior Lecturer in 2014, and her previous position was with the Australian National University as a Lecturer (2011 – 2014).

Shi is an econometrician with a theoretically grounded and policy-relevant research agenda in the field of Financial Econometrics and Applied Economics. She has published in top-tier academic journals, including the Journal of Econometrics, International Economic Review, Econometric Theory, Journal of Financial Econometrics, and Journal of Time Series Analysis. She is also one of the developers of the PSY technique, a real-time bubble monitoring technique used by many institutions (e.g., the Federal Reserve Bank of Dallas, Clinton Group, Hong Kong Monetary Authority, De Nederlandsche Bank, Central Bank of Colombia). The total number of citations of her journal articles since 2014 is over 1,000 (Google scholar as at June 2019).

Shi has attracted a number of significant external fundings (over $1 million) over the past 5 years, including the Australian Research Council Discovery Early Career Researcher Award (2019-2021) and two Australian Research Council Discovery Project Awards (2015-2018 and 2019-2021).

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Projects

Measuring Uncertainty in Global Housing Markets and its Risk to Australia

Joyeux, R., Milunovich, G., Shi, S., Wang, B., Deng, Y., Wu, J. & Girardin, E.

30/04/1931/12/21

Project: Research

Change Detection in Causal Relationships and Measurement of Systemic Risk

Shi, S., Hurn, A., Dungey, M. & Phillips, P.

9/06/15 → …

Project: Research

Thomson Reuters Global Ownership Database

Trueck, S., Yu, F., Adrian, C., Carlton, A., Chand, P., Chen, C., Cummings, J., Evans, E., De Mello, L., He, C., Hellmann, A., Jameson, K., Kalotay, E., Loudon, G., Lu, M., Mala, R., Magee, S., Milunovich, G., Pan, P., Patel, C., Sheedy, E., Shi, S., Siu, K. & Wright, S.

7/12/1531/12/15

Project: Research

Research Outputs

Australian housing market booms: fundamentals or speculation?

Shi, S., Rahman, A. & Wang, B. Z., 15 Jun 2020, In : Economic Record. 21 p.

Research output: Contribution to journalArticle

  • Causal change detection in possibly integrated systems: revisiting the money–income relationship

    Shi, S., Hurn, S. & Phillips, P. C. B., 2020, In : Journal of Financial Econometrics. 18, 1, p. 158–180 23 p.

    Research output: Contribution to journalArticle

  • Real time monitoring of asset markets: Bubbles and crises

    Phillips, P. C. B. & Shi, S., 2020, Financial, macro and micro econometrics using R. Vinod, H. D. & Rao, C. R. (eds.). Amsterdam, Netherlands: Elsevier, p. 61-80 20 p. (Handbook of Statistics; vol. 42).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • 1 Citation (Scopus)

    Bubble detection and sector trading in real time

    Milunovich, G., Shi, S. & Tan, D., 1 Feb 2019, In : Quantitative Finance. 19, 2, p. 247-263 17 p.

    Research output: Contribution to journalArticle

    Open Access
    File
  • 1 Citation (Scopus)
    18 Downloads (Pure)

    Detecting financial collapse and ballooning sovereign risk

    Phillips, P. C. B. & Shi, S., Dec 2019, In : Oxford Bulletin of Economics and Statistics. 81, 6, p. 1336-1361 26 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)