Shuping Shi

Professional Summary: Professor Shuping Shi

Professor Shuping Shi is a distinguished academic at Macquarie University, Sydney, Australia, recognized for her expertise in econometrics and financial economics. With a robust career spanning research, teaching, and editorial contributions, she has made significant impacts in her field through innovative methodologies and influential publications.

Academic Background and Degrees

Professor Shi holds advanced degrees in economics and econometrics, reflecting her strong foundation in quantitative analysis and economic theory. Specific details of her degrees include:

• PhD in Economics, The Australian National University, Canberra, Australia
• Master of Economics, The Australian National University, Canberra, Australia
• Bachelor of Economics, Peking University, Beijing, China

Research Specializations and Academic Interests

Professor Shi’s research primarily focuses on financial econometrics, time series analysis, and bubble detection in financial markets. Her work often explores the development of statistical methods to identify speculative bubbles and crises in asset prices, contributing to both academic theory and practical financial policy.

Career History and Appointments

Professor Shi has held several prestigious academic positions, demonstrating her growth and influence in the field of economics. Her notable appointments include:

• Professor, Department of Economics, Macquarie University, Sydney, Australia (current)
• Associate Professor, Research School of Economics, The Australian National University, Canberra, Australia (prior role)

Major Awards, Fellowships, and Honors

Professor Shi has been recognized for her contributions to econometrics and financial economics with several accolades. Notable honors include:

• Fellow of the International Association for Applied Econometrics
• Recipient of competitive research grants from the Australian Research Council (ARC)

Key Publications

Professor Shi has authored numerous influential papers and articles in top-tier journals, focusing on bubble detection and financial econometrics. A selection of her key publications includes:

• Shi, S., Phillips, P. C. B., & Yu, J. (2010). 'Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.' Oxford Bulletin of Economics and Statistics.
• Shi, S., & Phillips, P. C. B. (2012). 'Real Time Monitoring of Asset Markets: Bubbles and Crises.' Handbook of Financial Econometrics.
• Shi, S., Hurn, S., & Phillips, P. C. B. (2018). 'Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.' Journal of Financial Econometrics.

Influence and Impact on Academic Field

Professor Shi’s groundbreaking work on detecting financial bubbles has had a profound impact on financial econometrics, providing tools and methodologies widely adopted by researchers and policymakers. Her research has informed economic policy and risk management practices, particularly in identifying speculative behaviors in asset markets. Her collaborations with leading economists, such as Peter C. B. Phillips, underscore her standing in the global academic community.

Public Lectures, Committee Roles, and Editorial Contributions

Professor Shi is actively involved in the academic community through various roles and contributions:

• Regular speaker at international conferences on econometrics and financial economics
• Associate Editor for several prestigious journals, including Journal of Time Series Analysis and Econometric Reviews
• Member of organizing committees for econometrics workshops and seminars