Skip to main content
Expand AU Menu
Profile Image for Xuguang Sheng

Xuguang Sheng

Associate Professor Department of Economics

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 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 two international conferences.

Degrees

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

Download CV (PDF)

Office
CAS - Economics
Kreeger - 119
M 2-4, W 10-12
Contact Info
(202) 885-3782

Send email to Xuguang Sheng

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

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).

Media Relations
To request an interview please call AU Media Relations at 202-885-5950 or submit an interview request form.

AU News and Achievements