Shuping Shi

Shuping Shi is a Professor in the Department of Economics at Macquarie University, affiliated with the Centre for Risk Analytics and Housing and Urban Research Centre. Her research focuses on financial econometrics with applications to real estate markets and bubble detection.

Key research areas include:

• Development of PSY bubble monitoring technique used by central banks
• High-frequency data analysis for financial markets
• Risk assessment in global housing markets
• Causal change detection in economic systems

Publications demonstrate strong focus on empirical finance methodologies, particularly volatility modeling, unit root testing, and bubble detection algorithms. Recent work advances statistical methods for real-time market monitoring.

She has secured over $1 million in external funding including Australian Research Council grants: Discovery Early Career Researcher Award (2019-2021) and Discovery Project Awards (2015-2018, 2019-2021). Her bubble detection techniques have been adopted by institutions including Federal Reserve Bank of Dallas and Hong Kong Monetary Authority.