Research output per year
Research output per year
Project Details
| Status | Finished |
|---|---|
| Effective start/end date | 9/06/15 → 31/12/18 |
-
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 AccessFile151 Citations (Scopus)77 Downloads (Pure) -
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 proceeding › Chapter › peer-review
63 Citations (Scopus) -
Change detection and the causal impact of the yield curve
Shi, S., Phillips, P. C. B. & Hurn, S., Nov 2018, In: Journal of Time Series Analysis. 39, 6, p. 966-987 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile151 Citations (Scopus)144 Downloads (Pure)