Profile

Xuguang Sheng

Assistant Professor
Department of Economics

  • Xuguang (a.k.a. Simon) Sheng is an Assistant Professor of Economics at American University. His research interests include econometric theory, applied econometrics, empirical macroeconomics, economic and financial forecasting. He has published in Journal of Econometrics, Journal of Applied Econometrics, Journal of Accounting and Economics and Oxford Handbook on Economic Forecasting.

  • Degrees

    PhD, Economics, University at Albany, SUNY
    BA, Economics, Renmin University of China
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  • OFFICE

  • CAS - Economics
  • Kreeger - 119
  • W 10-12

  • CONTACT INFO

  • (202) 885-3782
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  • FOR THE MEDIA

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Teaching

  • Spring 2013

Scholarly, Creative & Professional Activities

Research Interests

Professor Sheng’s current research focuses on panel unit root and cointegration, p-value combination methods, measuring forecast uncertainty and evaluating financial analysts' forecasts.

Selected Publications

       
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    Truncated Product Methods for Panel Unit Root Tests (with J. Yang), forthcoming in Oxford Bulletin of Economics and Statistics.

       
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  • A New Measure of Earnings Forecast Uncertainty (with M. Thevenot), Journal of Accounting and Economics, 2012, vol. 53, pp. 21-33.
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  • Panel Unit Root Tests by Combining Dependent P-values: A Comparative  Study (with J. Yang), Journal of Probability and  Statistics, 2011, vol. 2011, article ID 617652, 17 pages. 
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  • Analyzing Three-dimensional Panel Data of Forecasts (with A. Davies and  K. Lahiri), in M.P. Clements and D.F. Hendry (eds.) Oxford Handbook on  Economic Forecasting, 2011, pp. 473-495, Oxford University Press.
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  • Measuring Forecast Uncertainty by Disagreement: The Missing Link (with K. Lahiri), Journal of Applied Econometrics, 2010, vol. 25, pp. 514-538.
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  • Evolution of Forecast Disagreement in a Bayesian Learning Model (with K.  Lahiri), Journal of Econometrics, 2008, vol. 144, pp. 325-340.

Work In Progress

 

Honors, Awards, and Fellowships

       
  • International Travel Award, American University, 2012
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  • Heinz König Young Scholar Award Endowed With Prize Money of Euro 5,000, The Centre for European Economic Research (ZEW) in Mannheim, 2010
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  • Distinguished Doctoral Dissertation Award, SUNY at Albany, 2008
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  • Pong Lee Award for Excellence in Teaching, SUNY at Albany, 2007
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  • Fei Xiaotong Award for Promising Scholars, Renmin University of China, 2001
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  • Hong Kong Xinshan Award for Promising Scholars, Renmin University of China, 2000
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  • Awards for Outstanding Students, Renmin University of China, 1997, 1998             

AU Expert

Area of Expertise: Econometric theory, applied econometrics, analysis of economic survey data, time series modeling, forecasting, monetary economics

Additional Information: Xuguang (Simon) Sheng's current research focuses on panel unit root and cointegration, p-value combination methods, forecast uncertainty measurement, and term structure of survey forecasts. He has published in the Journal of Econometrics, Journal of Applied Econometrics, International Journal of Forecasting, and Oxford Handbook on Economic Forecasting. He has recently won the Heinz Konig Young Scholar Award from the Center for European Economic Research (ZEW).

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