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According to artist Tanja Stark the lyrics appear to be influenced by the insights of Carl Jung, the Shadow being a core archetypal concept in his depth psychology framework. Bowie described himself as Jungian in his relationship to the dream state, acknowledging Jung by name in the lyrics to Drive In Saturday.
Jung wrote “…in spite of its function as a reservoir for human darkness—or perhaps because of this—the shadow is the seat of creativity”. The lyrics to Shadow Man acknowledge this component of the psyche, recognizing its dual capacity, from a Jungian perspective to be “foe” or “friend”. In this framework, the ‘girl up ahead who knows’ in the lyric could represent the role of the anima.
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It's also the 5th anniversary of David Bowie's death on 10th January.