Shuping Shi

Shuping Shi is an econometrician with a theoretically grounded and policy-relevant research agenda in financial econometrics and applied economics. 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).

Personal webpage

Recognition & Awards

• Australian Research Council Discovery Early Career Researcher Award (DECRA) - 2020
• Economic Society of Australia's Young Economist Award - 2022
• Stanford's Top 2% Most-Cited Economists - 2024 Listed in worldwide rankings.

Editorial Roles

She is serving as an Associate Editor for Econometric Theory (A*, Q1), Journal of Financial Econometrics (A*, Q1), and the Journal of Time Series Analysis (A, Q1). 

Research

Professor Shi's research spans several foundational areas in econometrics and financial economics. She is internationally recognized for her pioneering work on bubble detection methodology, her leadership in high-frequency econometrics focusing on drift detection and long memory and rough volatility processes, and her well-cited contributions to time-varying Granger causality tests. Her research combines theoretical rigor with practical policy relevance, addressing critical questions in housing and financial market stability, volatility modeling, and causal inference.

She publishes in top-tier academic journals, including the Journal of Econometrics, Review of Financial Studies, Management Science, International Economic Review, Econometric Theory, Journal of Financial Econometrics, and Journal of Banking and Finance. Beyond journals, she has published an edited Cambridge University Press volume, book chapters, software packages, opinion articles, and research websites, including the International Housing Observatory and Housing Fever Lab.

She has delivered many invited talks at leading institutions and conferences worldwide, including as an Invited Lecturer at the 2025 Econometric Society Asian Summer School in Econometrics and Statistics and as an Invited Speaker at ESAM (2024) and SETA (2023).

Professor Shi's outreach includes expert commentary for national and international media (ABC Four Corners, Federal Reserve Economics, Domain, Macquarie Lighthouse, The Conversation) and invited input to Australia's Standing Committee on Tax and Revenue and the Financial Regulator Assessment Authority.

Leadership and Service

• Program Co-Chair of the 2023 Society of Financial Econometrics (SoFiE) Conference
• Inaugural Co-Director of Macquarie's Centre for Emerging Risks
• Inaugural Secretary of the Australian and New Zealand Association of Econometricians (ANZAE)
• Chair of the Local Organizing Committee, Inaugural AE² Conference and the 2025 ANZAE Summer School
• Program Committee Member for IAAE, SoFiE, Econometric Society Meetings (Asian, African & Australasian), and SETA

Research Funding

Professor Shi has secured over AUD 1.5 million in competitive external funding, including an ARC Discovery Early Career Researcher Award and multiple ARC Discovery Projects. She has successfully led multi-institutional research teams and delivered high-quality research outcomes.