Projects per year
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 Banking and Finance.
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, and Central Bank of Colombia). The total number of citations of her journal articles since 2014 is over 1,000 (Google Scholar as of 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).
Projects
- 5 Finished
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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.
30/04/19 → 31/12/21
Project: Research
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New Bubble Detection Methods for Real Estate and Financial Markets
1/01/17 → 30/06/17
Project: Research
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Thomson Reuters Global Ownership Database
Trueck, S., Yu, F., Adrian, C., Carlton, T., 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.
7/12/15 → 31/12/15
Project: Research
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Change Detection in Causal Relationships and Measurement of Systemic Risk
Shi, S., Hurn, A., Dungey, M. & Phillips, P.
9/06/15 → 31/12/18
Project: Research
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Volatility estimation and jump detection for drift–diffusion processes
Laurent, S. & Shi, S., Aug 2020, In: Journal of Econometrics. 217, 2, p. 259-290 32 p.Research output: Contribution to journal › Article › peer-review
Open Access17 Citations (Scopus) -
Unit root test with high-frequency data
Laurent, S. & Shi, S., Feb 2022, In: Econometric Theory. 38, 1, p. 113-171 59 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)149 Downloads (Pure) -
Testing for multiple bubbles: historical episodes of exuberance and collapse in the S&P 500
Phillips, P. C. B., Shi, S. & Yu, J., 1 Nov 2015, In: International Economic Review. 56, 4, p. 1043-1078 36 p.Research output: Contribution to journal › Article › peer-review
698 Citations (Scopus) -
Testing for multiple bubbles: Limit theory of real-time detectors
Phillips, P. C. B., Shi, S. & Yu, J., 1 Nov 2015, In: International Economic Review. 56, 4, p. 1079-1134 56 p.Research output: Contribution to journal › Article › peer-review
288 Citations (Scopus) -
Causal change detection in possibly integrated systems: revisiting the money–income relationship
Shi, S., Hurn, S. & Phillips, P. C. B., 1 Jan 2020, In: Journal of Financial Econometrics. 18, 1, p. 158–180 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile175 Citations (Scopus)81 Downloads (Pure)