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Shuping Shi

  • Title: Doctor
  • Position: Associate Professor - Department of Economics
  • Qualifications: Ph.D. (ANU)

Contact Details


Areas of expertise

Time Series Analysis, Financial Econometrics, Bubbles and Crises

Research Grants and Awards

2015 - 2017 Australian Research Council (ARC) Discovery Grant

Project Title: Change Detection in Causal Relationships and Measurement of Systemic Risk 
(with Stan Hurn, Mardi Dungey, and Peter Phillips)
Amount Awarded: 404,700AUD

2015 Early Career Research Excellence Award 

Faculty of Business and Economics 
Macquarie University


Refereed Journal Articles

Working papers

  • Change Detection and the Causal Impact of the Yield Curve, submitted (with Peter C.B. Phillips and Stan Hurn)
  • Energy Consumption and Economic Growth in the United States, revise and resubmit (with Vipin Arora)
  • Speculative Bubbles or Housing Market Fundamental? submitted
  • Financial Bubble Implosion, revise and resubmit (with Peter C.B. Phillips)
  • Dating the Timeline of House Price Bubbles in Australian Capital Cities, submitted (with Abbas Valadkhani, Russel Smyth, and Farshid Vahid)
  • A New Test for Asset Price Bubbles with an Application to the Oil Price (with Vipin Arora)