Xuguang Sheng Professor Economics
- Degrees
- PhD, Economics, University at Albany, SUNY; BA, Economics, Renmin University of China
- Bio
- Xuguang Simon Sheng is a Professor of Economics at Â鶹ÊÓƵ. His research interests include time series econometrics, monetary policy, fiscal 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 seven international conferences.
- See Also
- For the Media
- To request an interview for a news story, call Â鶹ÊÓƵ Communications at 202-885-5950 or submit a request.
Teaching
Fall 2024
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ECON-424 Applied Econometrics II
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ECON-882 Sem: Empirical Macroeconomics
Spring 2025
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ECON-322 Applied Econometrics I
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ECON-424 Applied Econometrics II
Scholarly, Creative & Professional Activities
Research Interests
Professor Sheng’s current research focuses on inflation expectation, limited attention, policy uncertainty, machine learning, monetary policy, tax policy, and stock market.
Honors, Awards, and Fellowships
- Isaac Kerstenetzky Award, Fundação Getulio Vargas (FGV) of Brazil, 2021
- Mellon Faculty Development Award, Â鶹ÊÓƵ, 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 PricesÌýand Economic Activity in the Time of Coronavirus (2022), with S. Davis and D. Liu, IMF Economic Reveiw,Ìývol. 70, pp. 32-67.
- 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,ÌýJournal of International Money and Finance, vol. 88, pp. 276-295.Ìý
- Truncated Product Methods for Panel Unit Root Tests (2013), with J. Yang,ÌýOxford Bulletin of Economics and Statistics, vol. 75, pp. 624-636.
- A New Measure of Earnings Forecast Uncertainty (2012), with M. Thevenot,ÌýJournal 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,ÌýJournal of Econometrics, vol. 144, pp. 325-340.
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Work In Progress
- Unit Cost Expectations and Uncertainty: Firms’ Perspectives on Inflation, with B. Meyer
- 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
- Gas Price Expectations of Chinese Households, with Z. An and C. Binder
- The Impact of Supply Chain Disruptions on Business Expectations during the Pandemic, with B. Meyer and B. Prescott
- Cross-country Evidence on the Revenue Impact of Tax Reforms, with D. Amaglobeli, and V. Crispolti,ÌýIMF Working Paper No. 2022/199
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Â鶹ÊÓƵ 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 Â鶹ÊÓƵ Communications at 202-885-5950 or submit a request.