15
H index
16
i10 index
902
Citations
Macquarie University | 15 H index 16 i10 index 902 Citations RESEARCH PRODUCTION: 25 Articles 42 Papers 1 Chapters RESEARCH ACTIVITY: 13 years (2010 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh404 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shuping Shi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
International Economic Review | 2 |
Economic Modelling | 2 |
The Economic Record | 2 |
Empirical Economics | 2 |
Year | Title of citing document |
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2023 | An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238. Full description at Econpapers || Download paper |
2023 | Financial contagion and identifying speculative frenzies: Unraveling price bubbles in cryptocurrency markets. (2023). Ionescu, Tefan-Andrei ; Crciunescu, Simona-Liliana ; Nica, Ionu ; Delcea, Camelia ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:21-40. Full description at Econpapers || Download paper |
2023 | Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977. Full description at Econpapers || Download paper |
2023 | Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35. Full description at Econpapers || Download paper |
2023 | Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer. (2023). , Peter ; Shi, Shuping. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:3:p:357-362. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937. Full description at Econpapers || Download paper |
2023 | External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80. Full description at Econpapers || Download paper |
2023 | DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301. Full description at Econpapers || Download paper |
2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper |
2023 | Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471. Full description at Econpapers || Download paper |
2023 | Testing factor models when asset bubbles occur: A time-varying perspective. (2023). Li, Yanglin ; Yu, LU. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001232. Full description at Econpapers || Download paper |
2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper |
2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper |
2023 | A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250. Full description at Econpapers || Download paper |
2023 | Stochastic properties of nonlinear locally-nonstationary filters. (2023). Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2082-2095. Full description at Econpapers || Download paper |
2023 | Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366. Full description at Econpapers || Download paper |
2023 | Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245. Full description at Econpapers || Download paper |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper |
2023 | Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x. Full description at Econpapers || Download paper |
2023 | On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327. Full description at Econpapers || Download paper |
2023 | The illusion of the metaverse and meta-economy. (2023). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000765. Full description at Econpapers || Download paper |
2023 | Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539. Full description at Econpapers || Download paper |
2023 | Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818. Full description at Econpapers || Download paper |
2023 | Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745. Full description at Econpapers || Download paper |
2023 | Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. (2023). Prats, Maria A ; Esteve, Vicente. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005098. Full description at Econpapers || Download paper |
2023 | Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979. Full description at Econpapers || Download paper |
2023 | Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372. Full description at Econpapers || Download paper |
2023 | Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438. Full description at Econpapers || Download paper |
2023 | Testing for short explosive bubbles: A case of Brent oil futures price. (2023). Gao, DA ; Feng, Hao ; Wang, Shaoping. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006730. Full description at Econpapers || Download paper |
2023 | Picture For Proof(PFPs): Aesthetics, IP and post launch performance. (2023). Zhao, Xiaoxi ; Su, Duo ; Xie, Yuhao ; Tian, Yingjie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300346x. Full description at Econpapers || Download paper |
2023 | Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298. Full description at Econpapers || Download paper |
2023 | Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399. Full description at Econpapers || Download paper |
2023 | Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate. (2023). Ran, Alexandra-Mdlina ; Chang, Hsu-Ling ; Qin, Meng ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000892. Full description at Econpapers || Download paper |
2023 | Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015. Full description at Econpapers || Download paper |
2023 | Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries. (2023). Azman, Mukhriz Izraf ; Aharon, David Y ; Kallir, Ido. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002842. Full description at Econpapers || Download paper |
2023 | Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?. (2023). Su, Chi-Wei ; Zhong, Huaming ; Wu, Tong ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300418x. Full description at Econpapers || Download paper |
2023 | Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004361. Full description at Econpapers || Download paper |
2023 | Price bubbles in commodity market – A single time series and panel data analysis. (2023). Potrykus, Marcin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:110-117. Full description at Econpapers || Download paper |
2023 | Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289. Full description at Econpapers || Download paper |
2023 | Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x. Full description at Econpapers || Download paper |
2023 | Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200. Full description at Econpapers || Download paper |
2023 | Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859. Full description at Econpapers || Download paper |
2023 | Industrial investments and housing prices in China. (2023). Qiu, Qiqi ; Wan, Junmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:832-852. Full description at Econpapers || Download paper |
2023 | Peer effects in financial economics: A literature survey. (2023). Jarjir, Souad Lajili ; Boubaker, Sabri ; Ali-Rind, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002598. Full description at Econpapers || Download paper |
2023 | Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259. Full description at Econpapers || Download paper |
2023 | An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552. Full description at Econpapers || Download paper |
2023 | External sustainability in Spanish economy: bubbles and crises, 1970–2020. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114887. Full description at Econpapers || Download paper |
2023 | Testing explosive bubbles with time-varying volatility: the case of Spanish public debt. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116980. Full description at Econpapers || Download paper |
2023 | A New Measure for Idiosyncratic Risk Based on Decomposition Method. (2023). Brooks, Robert ; Hooy, Chee-Wooi ; Lee, Meng-Horng. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:43-:d:1030315. Full description at Econpapers || Download paper |
2023 | Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification. (2023). Wen, Zhong-Qin ; Chiang, Shu-Hen ; Lee, Cheng-Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5850-:d:1109353. Full description at Econpapers || Download paper |
2023 | The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review. (2023). Aassouli, Dalal ; Khamis, Munir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6841-:d:1126691. Full description at Econpapers || Download paper |
2023 | Investigating the Relationship Between Financial Development and Income Inequality in Developed and Developing Countries: An Application of Canonical Correlation Analysis. (2023). Zsoy, Iadem Yalmaz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:35-52. Full description at Econpapers || Download paper |
2023 | Does Exchange Rate Pass-Through Change Over Time in Turkiye?. (2023). Çakır, Mustafa ; Kaya, Ahmet Ekrem. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:359-383. Full description at Econpapers || Download paper |
2023 | Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y. Full description at Econpapers || Download paper |
2023 | Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6. Full description at Econpapers || Download paper |
2023 | Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8. Full description at Econpapers || Download paper |
2023 | The effectiveness of ultra-loose monetary policy in a high inflation economy: a time-varying causality analysis for Turkey. (2023). Mert, Mehmet ; Iik, Sayim ; Ulug, Mehmet. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09535-3. Full description at Econpapers || Download paper |
2023 | Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y. Full description at Econpapers || Download paper |
2023 | Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9. Full description at Econpapers || Download paper |
2023 | Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2023 | Wzrost znaczenia z?ota w rezerwach dewizowych banków centralnych gospodarek wschodz?cych. (2023). Skopiec, Dominik ; Kowalewski, Pawe. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:3:p:259-284. Full description at Econpapers || Download paper |
2023 | CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.. Full description at Econpapers || Download paper |
2023 | Impact of the global fear index (covid-19 panic) on the S&P global indices associated with natural resources, agribusiness, energy, metals and mining: Granger Causality and Shannon and Rényi Transfer . (2023). Venegas-Martínez, Francisco ; Venegas-Martinez, Francisco ; Coronado, Semei ; Gualajara, Victor ; Celso-Arellano, Pedro. In: MPRA Paper. RePEc:pra:mprapa:117138. Full description at Econpapers || Download paper |
2023 | How do gold and oil react to the COVID-19 pandemic: A review. (2023). Ho, LY ; Bai, Min. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2876-2902. Full description at Econpapers || Download paper |
2023 | How does real estate market react to the iron ore boom in Australian capital cities?. (2023). Su, Chi-Wei ; Li, Zheng Zheng. In: The Annals of Regional Science. RePEc:spr:anresc:v:71:y:2023:i:2:d:10.1007_s00168-022-01179-x. Full description at Econpapers || Download paper |
2023 | Price bubbles of agricultural commodities: evidence from China’s futures market. (2023). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02254-0. Full description at Econpapers || Download paper |
2023 | Economic analysis using higher-frequency time series: challenges for seasonal adjustment. (2023). Bundesbank, Deutsche ; Ollech, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02287-5. Full description at Econpapers || Download paper |
2023 | Non-linear structures, chaos, and bubbles in U.S. regional housing markets. (2023). Bui, Thuy ; Emekter, Riza ; Jirasakuldech, Benjamas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09598-4. Full description at Econpapers || Download paper |
2023 | An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8. Full description at Econpapers || Download paper |
2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
2023 | Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics. (2023). Koopman, Siem Jan ; Mingoli, Gabriele ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230065. Full description at Econpapers || Download paper |
2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
2023 | Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?. (2023). Shahbaz, Muhammad ; Balcilar, Mehmet ; Akadiri, Seyi ; Mahalik, Mantu Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1939-1964. Full description at Econpapers || Download paper |
2023 | Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Rojas, Omar ; Nazlioglu, Saban ; Gupta, Rangan ; Coronado, Semei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247. Full description at Econpapers || Download paper |
2023 | Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy. (2023). Dietrich, Alexander M. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:157. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
2018 | Volatility Estimation and Jump Detection for drift-diffusion Processes In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2018 | Volatility Estimation and Jump Detection for drift-diffusion Processes.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications In: Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record. [Full Text][Citation analysis] | article | 29 |
2020 | Australian Housing Market Booms: Fundamentals or Speculation?? In: The Economic Record. [Full Text][Citation analysis] | article | 4 |
2023 | Diagnosing housing fever with an econometric thermometer In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 3 |
2020 | Diagnosing Housing Fever with an Econometric Thermometer.(2020) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Diagnosing housing fever with an econometric thermometer.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 77 |
2016 | Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2015 | Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2014 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 82 |
2012 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2011 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2012 | Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2019 | Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 23 |
2017 | Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? In: Pacific Economic Review. [Full Text][Citation analysis] | article | 28 |
2017 | Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2018 | FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 59 |
2022 | UNIT ROOT TEST WITH HIGH-FREQUENCY DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2022 | Unit Root Test with High-Frequency Data.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 116 |
2011 | Testing for Multiple Bubbles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2012 | Testing for Multiple Bubbles.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2013 | Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 197 |
2013 | Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
2015 | TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500.(2015) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
2013 | Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 65 |
2013 | Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2015 | TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL?TIME DETECTORS.(2015) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2014 | Financial Bubble Implosion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2016 | Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Common Bubble Detection in Large Dimensional Financial Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Econometric Analysis of Asset Price Bubbles In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Weak Identification of Long Memory with Implications for Inference In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Weak Identification of Long Memory with Implications for Inference.(2022) In: Economics and Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
2016 | Speculative bubbles or market fundamentals? An investigation of US regional housing markets.(2016) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2017 | An empirical investigation of herding in the U.S. stock market In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
2012 | An application of models of speculative behaviour to oil prices In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
2011 | AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2022 | Housing networks and driving forces In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2013 | The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 17 |
2011 | Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy.(2011) In: Monash Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2022 | Gold as a financial instrument In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2020 | Gold as a Financial Instrument.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | A Heterogenous Agent Foundation for Tests of Asset Price Bubbles In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2018 | Stock Market Bubble Migration: From Shanghai to Hong Kong In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Stock Market Bubble Migration: From Shanghai to Hong Kong.(2018) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2011 | Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Volatility Puzzle: Long Memory or Antipersistency In: Management Science. [Full Text][Citation analysis] | article | 0 |
2016 | Identifying Speculative Bubbles Using an Infinite Hidden Markov Model In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 12 |
2012 | Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2012 | Identifying Speculative Bubbles with an Infinite Hidden Markov Model.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | Persistent and Rough Volatility In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Different Strokes for Different Folks: Long Memory and Roughness In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Specification sensitivities in the Markov-switching unit root test for bubbles In: Empirical Economics. [Full Text][Citation analysis] | article | 18 |
2016 | Nonlinearities and tests of asset price bubbles In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Energy consumption and economic growth in the United States In: Applied Economics. [Full Text][Citation analysis] | article | 27 |
2019 | Bubble detection and sector trading in real time In: Quantitative Finance. [Full Text][Citation analysis] | article | 9 |
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