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Xuguang Sheng Assoc Professor Economics

Contact
Send email to Xuguang Sheng
(202) 885-3782 (Office)
CAS - Economics
Kreeger - 119
Thursday 11am-1pm, 2-4pm
Degrees
PhD, Economics, University at Albany, SUNY; BA, Economics, Renmin University of China

Bio
Xuguang Simon Sheng is an Associate Professor of Economics at American University. His research interests include time series econometrics, monetary policy and business cycles. He has published in Journal of Econometrics, Review of Economics and Statistics, Journal of International Monetary and Finance, Journal of Accounting and Economics, and Oxford Handbook on Economic Forecasting. He has received Isaac Kerstenetzky Award from Fundação Getulio Vargas (FGV) of Brazil and Heinz König Young Scholar Award from Centre for European Economic Research (ZEW) of Germany. He has served as an associate editor for International Journal of Forecasting and Oxford Open Economics, and a co-organizer of six international conferences.
For the Media
To request an interview for a news story, call AU Communications at 202-885-5950 or submit a request.

Teaching

Summer 2021

  • ECON-301 Intermediate Macroeconomics

Fall 2021

  • ECON-882 Sem: Empirical Macroeconomics

Spring 2022

  • ECON-424 Applied Econometrics II

  • ECON-623 Applied Econometrics I

  • ECON-823 Econometric Methods

Scholarly, Creative & Professional Activities

Research Interests

Professor Sheng’s current research focuses on inflation expectation, limited attention, policy uncertainty, health shocks, machine learning, monetary policy and stock market.

Honors, Awards, and Fellowships

  • Isaac Kerstenetzky Award, Fundação Getulio Vargas (FGV) of Brazil, 2021
  • Mellon Faculty Development Award, American University, 2014, 2015, 2018
  • 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

Selected Publications

  • Stock Prices and Economic Activity in the Time of Coronavirus, with S. Davis and D. Liu, forthcoming in IMF Economic Reveiw
  • Expectation Formation Following Large Unexpected Shocks (2020), with S. Baker and T. McElroy, Review of Economics and Statistics, vol. 102, pp. 287-303.
  • Measuring Global and Country-specific Uncertainty (2018), with E. Ozturk, Journal of International Money and Finance, vol. 88, pp. 276-295. Dataset (.xlsx file)
  • 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

  • Unit Cost Expectations and Uncertainty: Firms’ Perspectives on Inflation, with B. Meyer and N. Parker
  • Inattention and the Impact of Monetary Policy, with S. Abo-Zaid and Z. An
  • Economic Policy Uncertainty in China since 1949: The View from Mainland Newspapers, with S. Davis and D. Liu
  • Health Shocks in A General Equilibrium Model, with S. Abo-Zaid
  • Housing Decisions under Uncertainty: A Real Options Perspective, with Z. Duan
  • Cross-country Evidence on the Revenue Impact of Tax Reforms, with D. Amaglobeli, and V. Crispolti

 

AU Experts

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,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).

For the Media

To request an interview for a news story, call AU Communications at 202-885-5950 or submit a request.

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