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Shu Wang

Personal Details

First Name:Shu
Middle Name:
Last Name:Wang
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In ASCII letters:
RePEc Short-ID:pwa1240
[This author has chosen not to make the email address public]

Affiliation

Institut für Statistik und Ökonometrie
Wirtschaftswissenschaftliche Fakultät
Georg-August-Universität Göttingen

Göttingen, Germany
https://uni-goettingen.de/de/215408.html
RePEc:edi:isgoede (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sascha A. Keweloh & Shu Wang, 2026. "Testing strong exogeneity in proxy SVARs with internal synthetic proxies," Papers 2610.36093, arXiv.org.
  2. Hafner, Christian M. & Herwartz, Helmut & Wang, Shu, 2026. "Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market," LIDAM Reprints ISBA 2026005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  3. Wang, Shu, 2024. "Daily oil price shocks and their uncertainties," University of Göttingen Working Papers in Economics 436, University of Goettingen, Department of Economics.
  4. Sascha A. Keweloh & Shu Wang, 2023. "Efficient estimation of structural VARs with higher-order moments," Papers 2310.08173, arXiv.org, revised Oct 2026.
  5. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.

Articles

  1. Sascha A. Keweloh & Shu Wang, 2026. "Higher Moments and Efficiency Gains in Recursive Structural Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 88(1), pages 36-44, February.
  2. Christian M. Hafner & Helmut Herwartz & Shu Wang, 2025. "Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(2), pages 423-438, April.
  3. Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025. "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, vol. 103(C).
  4. Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024. "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, vol. 132(C).
  5. Helmut Herwartz & Shu Wang, 2024. "Statistical identification in panel structural vector autoregressive models based on independence criteria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 620-639, June.
  6. Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  7. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Hafner, Christian M. & Herwartz, Helmut & Wang, Shu, 2026. "Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market," LIDAM Reprints ISBA 2026005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

    Cited by:

    1. Helmut Lütkepohl & Till Strohsal, 2025. "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin 2110, DIW Berlin, German Institute for Economic Research.
    2. AlOwais, Abdelaziz Abdalla & Suliman, Abubakr, 2026. "Employee Green Behavior as a Unidimensional Construct: Psychometric Evidence from Higher Education Institutions," International Review of Management and Marketing, International Review of Management and Marketing, vol. 16(5), pages 75-87, July.
    3. Jialing Han & Yu-Ning Li, 2025. "Approximate Factor Model with S-vine Copula Structure," Papers 2508.11619, arXiv.org.

Articles

  1. Christian M. Hafner & Helmut Herwartz & Shu Wang, 2025. "Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(2), pages 423-438, April.
    See citations under working paper version above.
  2. Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024. "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, vol. 132(C).

    Cited by:

    1. Wang Jie & Rabnawaz Khan, 2024. "Breaking the CO 2 Gridlock: Can Renewables Lead the Way for the OECD?," Energies, MDPI, vol. 17(17), pages 1-29, September.
    2. Raza, Muhammad Yousaf & Lin, Boqiang, 2025. "Development of crude oil in Pakistan: The role of oil production, macroeconomic factors and environment," Energy, Elsevier, vol. 329(C).
    3. Hussain, Bilal & Batool, Komal & Naqvi, Syed Asif Ali & Nassani, Abdelmohsen A. & Ali, Shafaqat, 2025. "Racing towards environmental sustainability by lowering fossil resources in the energy mix during era of global boiling," Applied Energy, Elsevier, vol. 390(C).
    4. Brais Suárez-Eiroa & David Soto-Oñate & María Loureiro, 2024. "The responsibility of the EU in climate change mitigation: assessing the fairness of its recent targets," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 29(8), pages 1-21, December.
    5. Sven Gruber & Klemen Rola & Darko Goričanec & Danijela Urbancl, 2024. "Fully Integrated Hybrid Solid Oxide Fuel Cell–Rankine Cycle System with Carbon Capture, Utilisation, and Storage for Sustainable Combined Heat and Power Production," Sustainability, MDPI, vol. 16(11), pages 1-29, May.
    6. Wang, Shu, 2024. "Daily oil price shocks and their uncertainties," University of Göttingen Working Papers in Economics 436, University of Goettingen, Department of Economics.
    7. Tissaoui, Kais & Zaghdoudi, Taha, 2025. "Against a background of energy uncertainty and climate change, is there a substitution effect between fossil fuels in OECD countries?," Energy, Elsevier, vol. 320(C).

  3. Helmut Herwartz & Shu Wang, 2024. "Statistical identification in panel structural vector autoregressive models based on independence criteria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 620-639, June.

    Cited by:

    1. Renzi, Antonio & Taragoni, Pietro & Vagnani, Gianluca, 2025. "Dynamic corporate payout smoothing: A structural vector autoregressive model," International Review of Financial Analysis, Elsevier, vol. 107(C).
    2. Costinela Fortea & Valentin Marian Antohi & Rohail Hassan & Jean Vasile Andrei & Vasilii Erokhin, 2026. "Circular Economy, Innovation, and Environmental Sustainability in the European Union: Insights From Panel VAR Analysis," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 33(4), pages 4688-4724, July.
    3. Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2026. "A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns," Papers 2606.08141, arXiv.org.

  4. Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).

    Cited by:

    1. Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025. "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, vol. 103(C).
    2. Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024. "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, vol. 132(C).
    3. Liguo Xue & Yongyuan Ma, 2025. "Understanding the Catalysts of China's Great Moderation During the Post‐Crisis Era: An Industrial Structure Evolution Perspective," Australian Economic Papers, Wiley Blackwell, vol. 64(3), pages 330-344, September.
    4. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2023. "Identification and Inference under Narrative Restrictions," RBA Research Discussion Papers rdp2023-07, Reserve Bank of Australia.
    5. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024. "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin 2100, DIW Berlin, German Institute for Economic Research.
    6. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023. "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin 2037, DIW Berlin, German Institute for Economic Research.
    7. Lukas Berend & Jan Pruser, 2025. "Sharpening Identification in Large Structural VARs Using Narrative Restrictions," Papers 2505.19244, arXiv.org, revised May 2026.
    8. Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised Aug 2025.
    9. Helmut Herwartz & Shu Wang, 2024. "Statistical identification in panel structural vector autoregressive models based on independence criteria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 620-639, June.

  5. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).

    Cited by:

    1. Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2026. "How do credit supply conditions transmit across the globe?," Journal of International Money and Finance, Elsevier, vol. 161(C).
    2. Fierro, Luca Eduardo & Martinoli, Mario, 2025. "An empirical inquiry into the distributional consequences of energy price shocks," Journal of International Money and Finance, Elsevier, vol. 159(C).
    3. Dreger, Christian, 2023. "The impact of demand and supply shocks on inflation. Evidence for the US and the Euro area," MPRA Paper 116316, University Library of Munich, Germany.
    4. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024. "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin 2100, DIW Berlin, German Institute for Economic Research.
    5. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023. "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin 2037, DIW Berlin, German Institute for Economic Research.
    6. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2024. "The impact of monetary policy shocks on net worth and consumption across races in the United States," Economic Systems, Elsevier, vol. 48(1).
    7. Wei, Yanfeng & Qiu, Feng & An, Henry & Zhang, Xindon & Li, Changhong & Guo, Xiaoying, 2024. "Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 394-414.
    8. Helmut Herwartz & Shu Wang, 2024. "Statistical identification in panel structural vector autoregressive models based on independence criteria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 620-639, June.
    9. Herwartz, Helmut & Wang, Shu, 2023. "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2020-11-02 2023-11-13 2024-12-30. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2020-11-02 2023-11-13 2024-12-30. Author is listed
  3. NEP-CBA: Central Banking (1) 2020-11-02. Author is listed
  4. NEP-CIS: Confederation of Independent States (1) 2024-12-30. Author is listed
  5. NEP-ENE: Energy Economics (1) 2024-12-30. Author is listed
  6. NEP-INV: Investment (1) 2024-12-30. Author is listed
  7. NEP-MAC: Macroeconomics (1) 2020-11-02. Author is listed
  8. NEP-MON: Monetary Economics (1) 2020-11-02. Author is listed
  9. NEP-ORE: Operations Research (1) 2020-11-02. Author is listed
  10. NEP-RMG: Risk Management (1) 2024-12-30. Author is listed

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