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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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Teaching

  • Spring 2014

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

  • Quantifying Differential Interpretation of Public Information (2014), with M. Thevenot, International Journal of Forecasting, forthcoming.
  • Evaluating the Economic Forecasts of FOMC Members (2014), International Journal of Forecasting, forthcoming.
  • Truncated Product Methods for Panel Unit Root Tests (2013), with J. Yang, Oxford Bulletin of Economics and Statistics, vol. 75, pp. 624-636.
  • A New Measure of Earnings Forecast Uncertainty (2012), with M. Thevenot, Journal of Accounting and Economics, vol. 53, pp. 21-33.
  • Measuring Forecast Uncertainty by Disagreement: The Missing Link (2010), with K. Lahiri, Journal of Applied Econometrics, vol. 25, pp. 514-538.
  • Evolution of Forecast Disagreement in a Bayesian Learning Model (2008), with K. Lahiri, Journal of Econometrics, vol. 144, pp. 325-340.

 

Work In Progress

  • Measuring Uncertainty of a Combined Forecast, with K. Lahiri and H. Peng
  • Measuring Global and Country-specific Macroeconomic Uncertainty, with E. Ozturk
  • Measuring Disagreement in Qualitative Expectations, with F. Mokinski and J. Yang 
  • Information Rigidity in Macroeconomic Forecasts: An International Empirical Investigation, with J. Wallen
  • Combinations of "Combinations of P-values" with Applications to Testing Imperfect Information Models, with L. Cheng

 

Honors, Awards, and Fellowships

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