Details about Shu Wang

Access statistics for papers by Shu Wang.

Last updated 2026-10-29. Update your information in the RePEc Author Service.

Short-id: pwa1240

Working Papers

2026

1. Efficient estimation of structural VARs with higher-order moments
   Papers, arXiv.org
2. Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
   See also Journal Article 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 (2025) View citations (3) (2025)
3. Testing strong exogeneity in proxy SVARs with internal synthetic proxies
   Papers, arXiv.org

2024

4. Daily oil price shocks and their uncertainties
   University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics

2020

5. Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US
   University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics
   See also Journal Article Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (11) (2022)

Journal Articles

2026

1. Higher Moments and Efficiency Gains in Recursive Structural Vector Autoregressions
   Oxford Bulletin of Economics and Statistics, 2026, 88, (1), 36-44

2025

2. Central bank announcements and monitoring portfolio risks
   International Review of Economics & Finance, 2025, 103, (C)
3. 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, 2025, 43, (2), 423-438 View citations (3)
   See also Working Paper Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market, LIDAM Reprints ISBA (2026) (2026)

2024

4. Statistical identification in panel structural vector autoregressive models based on independence criteria
   Journal of Applied Econometrics, 2024, 39, (4), 620-639 View citations (3)
5. Unraveling the structural sources of oil production and their impact on CO2 emissions
   Energy Economics, 2024, 132, (C) View citations (7)

2023

6. Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
   Journal of Economic Dynamics and Control, 2023, 151, (C) View citations (10)

2022

7. Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US
   Journal of Economic Dynamics and Control, 2022, 139, (C) View citations (11)
   See also Working Paper Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US, University of Göttingen Working Papers in Economics (2020) (2020)