| Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500 PCB Phillips, S Shi, J Yu International Economic Review 56 (4), 1043-1078, 2015 | 1656* | 2015 |
| Testing for multiple bubbles: Limit theory of real‐time detectors PCB Phillips, S Shi, J Yu International Economic Review 56 (4), 1079-1134, 2015 | 537 | 2015 |
| Causal change detection in possibly integrated systems: revisiting the money–income relationship S Shi, S Hurn, PCB Phillips Journal of Financial Econometrics 18 (1), 158-180, 2020 | 272 | 2020 |
| Change detection and the causal impact of the yield curve S Shi, PCB Phillips, S Hurn Journal of Time Series Analysis 39 (6), 966-987, 2018 | 249 | 2018 |
| Specification sensitivity in right‐tailed unit root testing for explosive behaviour PCB Phillips, S Shi, J Yu Oxford Bulletin of Economics and Statistics 76 (3), 315-333, 2014 | 229 | 2014 |
| Financial bubble implosion and reverse regression PCB Phillips, SP Shi Econometric Theory 34 (4), 705-753, 2018 | 193* | 2018 |
| Real time monitoring of asset markets: Bubbles and crises PCB Phillips, S Shi Handbook of statistics 42, 61-80, 2020 | 155 | 2020 |
| Energy consumption and economic growth in the United States V Arora, S Shi Applied Economics 48 (39), 3763-3773, 2016 | 111 | 2016 |
| Speculative bubbles or market fundamentals? An investigation of US regional housing markets S Shi Economic Modelling 66, 101-111, 2017 | 94 | 2017 |
| Dating the timeline of house price bubbles in Australian capital cities S Shi, A Valadkhani, R Smyth, F Vahid Economic Record 92 (299), 590-605, 2016 | 91 | 2016 |
| An empirical investigation of herding in the US stock market A Clements, S Hurn, S Shi Economic Modelling 67, 184-192, 2017 | 83 | 2017 |
| Detecting financial collapse and ballooning sovereign risk PCB Phillips, S Shi Oxford Bulletin of Economics and Statistics 81 (6), 1336-1361, 2019 | 77 | 2019 |
| An application of models of speculative behaviour to oil prices S Shi, V Arora Economics letters 115 (3), 469-472, 2012 | 71 | 2012 |
| Specification sensitivities in the Markov-switching unit root test for bubbles SP Shi Empirical Economics 45, 697-713, 2013 | 70* | 2013 |
| Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? Y Deng, E Girardin, R Joyeux, S Shi Pacific Economic Review 22 (3), 276-292, 2017 | 63 | 2017 |
| Identifying speculative bubbles using an infinite hidden Markov model S Shi, Y Song Journal of Financial Econometrics 14 (1), 159-184, 2015 | 56 | 2015 |
| The divergence between core and headline inflation: Implications for consumers’ inflation expectations V Arora, P Gomis-Porqueras, S Shi Journal of Macroeconomics 38, 497-504, 2013 | 37* | 2013 |
| Diagnosing housing fever with an econometric thermometer S Shi, PCB Phillips Journal of Economic Surveys 37 (1), 159-186, 2023 | 35 | 2023 |
| Volatility estimation and jump detection for drift–diffusion processes S Laurent, S Shi Journal of Econometrics, 2020 | 32 | 2020 |
| Bubble detection and sector trading in real time G Milunovich, S Shi, D Tan Quantitative Finance 19 (2), 247-263, 2019 | 31 | 2019 |
Peter C. B. PhillipsYale UniversityE-mail confirmado em yale.edu