- PhD, Economics, University at Albany, SUNY; BA, Economics, Renmin University of China
- Xuguang Simon Sheng is an Associate Professor of Economics at American University. His research interests include time series econometrics, economic and financial forecasting. He has published in Journal of Econometrics, Journal of Applied Econometrics, Journal of International Monetary and Finance, Journal of Accounting and Economics, and Oxford Handbook on Economic Forecasting. He has also been awarded a Heinz König Young Scholar Award from Centre for European Economic Research (ZEW). He has served as a reviewer for highly ranked journals in his field, as a reviewer for National Science Foundation and as a co-organizer of four international conferences.
Professor Sheng’s current research focuses on expectation formation, limited attention, economic uncertainty, early warning system, panel unit root and cointegration.
Honors, Awards, and Fellowships
- International Travel Award, American University, 2012, 2015
- Mellon Faculty Development Award, American University, 2014, 2015
- Heinz König Young Scholar Award, 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
- Measuring Global and Country-specific Uncertainty (2017), with E. Ozturk, Journal of International Money and Finance, forthcoming. Dataset (.xlsx file)
- Combinations of “Combinations of P-values” (2017), with L. Cheng, Empirical Economics, forthcoming.
- Measuring Disagreement in Qualitative Expectations (2015), with F. Mokinski and J. Yang, Journal of Forecasting, vol. 34, pp. 405-426.
- Evaluating the Economic Forecasts of FOMC Members (2015), International Journal of Forecasting, vol. 31, pp. 165-175.
- 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 Historical Uncertainty and Some Tests for Forecaster Heterogeneity, with K. Lahiri and H. Peng
- Inattention: Measurement, Determinants and Policy Implications, with Z. An and J. Wallen
- Expectation Formation Following Large Natural Disaster Shocks, with S. Baker and T. McElroy
- Asymptotically Optimal Identification of Structural Breaking Point in Real Time with Application to Dating Recessions, with H. Li
- Disagreement in Consumer Inflation Expectations, with T. Lyziak
Area of Expertise
Econometric theory, applied econometrics, analysis of economic survey data, time series modeling, forecasting, monetary economics
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,and 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).