Rate My Professor Shuping Shi

Macquarie University

#6,918 worldwide#6,804 in Australia

4.4

5 reviews · out of 5

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Ratings & reviews

4.08/20/2025

Makes learning feel rewarding and fun.

4.05/21/2025

Encourages students to think independently.

5.03/31/2025

Brings enthusiasm and expertise to class.

4.02/27/2025

Creates a safe space for learning and growth.

5.02/17/2025

Challenges students to reach their potential.

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About Shuping

Professor Shuping Shi is a Professor in the Department of Economics, Macquarie Business School at Macquarie University. She is an econometrician with a theoretically grounded and policy-relevant research agenda in financial econometrics and applied economics. Shi holds a PhD in Economics from the Australian National University (2011), a Master of Economics by research from Singapore Management University (2007), and a Bachelor of Management in real estate from Zhongnan University of Economics and Law (2005). Her academic career began as a Lecturer in the Research School of Finance, Actuarial Studies and Applied Statistics at the Australian National University (2011–2014), followed by Senior Lecturer (2014–2016), Associate Professor (2016–2019), and Professor (since 2019) in the Department of Economics at Macquarie University.

Shi’s research specializes in bubble detection methodologies, high-frequency econometrics for uncovering mild drifts and long memory processes, rough volatility, time-varying Granger causality tests, housing and financial market stability, causal inference, and volatility modeling. Notable publications include “Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500” and “Testing for Multiple Bubbles: Limit Theory of Real-Time Detectors” (both 2015, International Economic Review, with P.C.B. Phillips and J. Yu), “Financial Bubble Implosion and Reverse Regression” (2018, Econometric Theory, with P.C.B. Phillips), “Realized Drift” (2026, Journal of Econometrics, with S. Laurent and R. Renò), “Volatility Estimation and Jump Detection for Drift-Diffusion Processes” (2020, Journal of Econometrics, with S. Laurent), and she edited Financial Econometrics: Theory and Applications (Cambridge University Press, 2023). Her contributions have earned the Australian Research Council Discovery Early Career Researcher Award (2020), Economic Society of Australia Young Economist Award (2022), Stanford’s Top 2% Most-Cited Economists (2024), Faculty Learning and Teaching Award (2015), and Early Career Research Excellence Award (2014) from Macquarie University’s Faculty of Business and Economics. Shi serves as Associate Editor for Econometric Theory, Journal of Financial Econometrics, and Journal of Time Series Analysis. She has chaired the Local Organizing Committee for the Inaugural AE² Conference and 2025 ANZAE Summer School, served as Program Co-Chair for the 2023 Society of Financial Econometrics Conference, Inaugural Co-Director of Macquarie’s Centre for Emerging Risks, and Inaugural Secretary of the Australian and New Zealand Association of Econometricians. Her research influences policy through the Housing Fever website, adoption by the Federal Reserve Bank of Dallas, and integration into econometric software; she has delivered invited lectures at the Econometric Society Asian Summer School and conferences including ESAM and SETA.