Shu Wang

Research Interests

My research currently focuses on causal inference and identification in structural vector autoregressive (SVAR) models from both the frequentist and bayesian perspectives. I am also interested in other topics in time series analysis, such as integrations and co-integrations, stochastic volatilities et cetera.

Working Papers

• Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US (with H. Herwartz and H. Rohloff)

Work in Progress

• Proxy-SVAR identification of shocks with low relative signal strength and an application to US. monetary policy and asset valuation (with H. Herwartz and H. Rohloff)
• Panel SVAR identification via independent component analysis (with H. Herwartz)

Teaching

• WiSe 2020/21: Applied Econometrics (Master)
• SoSe 2021: Introduction to Time Series Analysis (Master)