Dr. Shih Tang Hwu
Role in the Center: Advisor
Area of Speciality: Econometrics and Market Forecasting
Dr. Shih-Tang Hwu is an Assistant Professor of Economics in the College of Letters, Arts, and Social Sciences. He received his M.A. and Ph.D. in Economics from the University of Washington. His research areas include empirical macroeconomics, econometrics methods, and monetary policy. In particular, he studies the dynamics of macroeconomics variables, including GDP growth rate, inflation, and stock return. He proposes new econometric methods to analyze and forecast the aforementioned macroeconomics variables. His research has been published in major refereed journals such as Journal of Money, Credit, and Banking as well as Macroeconomic Dynamics. In addition, Dr. Hwu served as an ad hoc reviewer for several journals including the Journal of Econometrics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, and several other economic publications. Dr. Hwu joined the Center for Customer Insights and Digital Marketing in Fall 2020 to advise the Center’s econometrics and market forecasting needs. He has taught several courses including Econometrics, Economic Forecasting, Game Theory, and other economics courses.
Read more about Dr. Shih-Tang Hwu below!
As a faculty advisor to the CCIDM, Dr. Shih Tang Hwu advises the center on the issues related to the Econometrics Modeling approach to Marketing Science for the center’s educational programs. He offers workshops and research seminars on these topics for the center programs.
- Hwu, Shih-Tang, Tsu-Tan Fu, and Wen-Jen Tsay (2021), “Estimation and Efficiency Evaluation of Stochastic Frontier Models with Interval Dependent Variables,” Journal of Productivity Analysis, 56, 33-44, https://doi.org/10.1007/s11123-021-00609-w.
- Hwu, Shih-Tang, Chang-Jin Kim, and Jeremy Piger (2020), “An N-state Endogenous Markov-switching Model with Applications in Macroeconomics and Finance,” Macroeconomic Dynamics, 24 (8), 1-29, https://doi.org/10.1017/S1365100519000920.
- Hwu, Shih-Tang, and Chang-Jin Kim (2019), “Estimating Trend Inflation Based on Unobserved Components Model: Is It Correlated with the Inflation Gap?” Journal of Money, Credit and Banking, 51 (8), 2305-2319, https://doi.org/10.1111/jmcb.12600.
- Hwu, Shih-Tang and Kim, Chang-Jin. "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework" Studies in Nonlinear Dynamics & Econometrics (2023). https://doi.org/10.1515/snde-2022-0055
- Ad hoc Reviewer for Journal of Econometrics, 2014, 2018
- Ad hoc Reviewer for Journal of Applied Econometrics, 2017
- Ad hoc Reviewer for Journal of Business and Economic Statistics, 2018
- Ad hoc Reviewer for Studies of Nonlinear Dynamics and Econometrics, 2016, 2017
- Ad hoc Reviewer for Econometric Review, 2018
- Ad hoc Reviewer for Econometrics, 2020
