Xuguang Simon Sheng

American University

Assistant Professor of Economics

4400 Massachusetts Avenue, N.W.

Washington, DC 20016-8029

United States

SCHOLARLY PAPERS

17

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26

CROSSREF CITATIONS

81

Scholarly Papers (17)

1.

A New Measure of Earnings Forecast Uncertainty: Theory and Evidence

Number of pages: 44 Posted: 28 Aug 2010 Last Revised: 22 Oct 2010
Xuguang Simon Sheng and Maya Thevenot
American University and Florida Atlantic University
Downloads 296 (104,660)
Citation 2

Abstract:

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Uncertainty, analyst dispersion, common information, private information, BKLS, GARCH

2.

The Information Environment and Cost of Capital

Number of pages: 36 Posted: 03 Jul 2012 Last Revised: 24 Jul 2012
Orie E. Barron, Xuguang Simon Sheng and Maya Thevenot
Pennsylvania State University, American University and Florida Atlantic University
Downloads 282 (110,228)

Abstract:

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cost of capital, information quality, information asymmetry, ST uncertainty, BKLS

3.

Learning and Heterogeneity in GDP and Inflation Forecasts

Number of pages: 62 Posted: 12 Sep 2008
Kajal Lahiri and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and American University
Downloads 248 (126,081)
Citation 4

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Bayesian learning, GDP, Inflation targeting, Heterogeneity, Forecast Efficiency, Forecast disagreement, Forecast horizon

4.

Evolution of Forecast Disagreement in a Bayesian Learning Model

Number of pages: 49 Posted: 01 Aug 2007
Kajal Lahiri and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and American University
Downloads 156 (193,435)
Citation 1

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Forecast Disagreement, Forecast Horizon, Forecast Efficiency, Consensus Forecast, Differential Interpretation, Public Information, Bayesian Learning, Panel Data

5.
Downloads 137 (215,169)
Citation 11

Measuring Global and Country-Specific Uncertainty

Journal of International Money and Finance, Forthcoming
Number of pages: 40 Posted: 22 Mar 2017
Ezgi O. Ozturk and Xuguang Simon Sheng
International Monetary Fund (IMF) and American University
Downloads 104 (265,465)

Abstract:

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CAPM, Common Uncertainty, Consensus Forecasts, Idiosyncratic Uncertainty, Global Uncertainty, Survey Forecast

Measuring Global and Country-Specific Uncertainty

IMF Working Paper No. 17/219
Number of pages: 42 Posted: 01 Dec 2017
Ezgi O. Ozturk and Xuguang Simon Sheng
International Monetary Fund (IMF) and American University
Downloads 33 (475,064)
Citation 4

Abstract:

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Capital Asset Pricing Model; Common Uncertainty; Consensus Forecasts; Idiosyncratic Uncertainty; Global Uncertainty; Survey Forecast, Capital Asset Pricing Model, Common Uncertainty, Consensus Forecasts, Idiosyncratic Uncertainty, Global Uncertainty, Survey Forecast

6.

A Simple Panel Unit Root Test by Combining Dependent P-Values

Number of pages: 36 Posted: 21 Dec 2009
Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Downloads 104 (263,866)
Citation 1

Abstract:

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Density Forecast, Panel Data, P-value, PPP, Truncated Product Method, Unit Root

7.

Measuring Forecast Uncertainty by Disagreement: The Missing Link

Journal of Applied Econometrics, Forthcoming
Number of pages: 45 Posted: 02 Nov 2008 Last Revised: 12 Nov 2008
Kajal Lahiri and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and American University
Downloads 104 (263,866)
Citation 8

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Unanticipated aggregate shocks, Forecast disagreement, Forecast horizon, Forecast uncertainty, Density forecast, Panel data

8.

Evaluating the Economic Forecasts of FOMC Members

International Journal of Forecasting, Forthcoming
Number of pages: 25 Posted: 21 Dec 2009 Last Revised: 02 Apr 2014
Xuguang Simon Sheng
American University
Downloads 101 (269,168)
Citation 1

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FOMC, Forecast disagreement, Forecast efficiency, Inflation forecast, Monetary policy

9.

Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity

CESifo Working Paper Series No. 5468
Number of pages: 53 Posted: 14 Aug 2015
Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany - Department of Economics and American University
Downloads 79 (314,255)

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forecast combination, forecast uncertainty, model averaging, panel data

10.

Quantifying Differential Interpretation of Public Information

International Journal of Forecasting, Forthcoming
Number of pages: 42 Posted: 07 Apr 2014 Last Revised: 15 Apr 2014
Xuguang Simon Sheng and Maya Thevenot
American University and Florida Atlantic University
Downloads 53 (386,798)

Abstract:

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Differential Interpretation, Disclosure, Public Information, Trading Volume

11.

Expectation Formation Following Large Unexpected Shocks

Number of pages: 53 Posted: 19 Mar 2018
Scott R. Baker, Tucker McElroy and Xuguang Simon Sheng
Northwestern University, Kellogg School of Management, Department of Finance, U.S. Census Bureau - Center for Statistical Research and Methodology and American University
Downloads 46 (410,926)
Citation 3

Abstract:

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Expectation Formation, Heterogeneous Agents, Information Rigidity, Learning, Natural Disasters, Uncertainty Shock

12.

The Measurement and Transmission of Macroeconomic Uncertainty: Evidence from the U.S. and BRIC Countries

International Journal of Forecasting, Forthcoming
Number of pages: 41 Posted: 14 Feb 2018
(Neal) Yang Liu and Xuguang Simon Sheng
American University - Department of Economics and American University
Downloads 31 (472,904)
Citation 2

Abstract:

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BRIC, Perceived Uncertainty, Survey of Professional Forecasters

13.

The Term Structure of Uncertainty: New Evidence from Survey Expectations

Number of pages: 61 Posted: 06 Aug 2019
Carola Binder, Tucker McElroy and Xuguang Simon Sheng
Haverford College - Department of Economics, U.S. Census Bureau - Center for Statistical Research and Methodology and American University
Downloads 20 (533,334)

Abstract:

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Density Forecasts, Perceived Persistence, Term Structure, Subjective Uncertainty

14.

An Adaptive Truncated Product Method for Combining Dependent P-Values

Economics Letters, Forthcoming
Number of pages: 11 Posted: 23 Mar 2013
Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Downloads 19 (539,384)

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Adaptive, Panel Cointegration, P-value, Truncated Product Method

15.
Downloads 10 (595,395)
Citation 5

Truncated Product Methods for Panel Unit Root Tests

Forthcoming in Oxford Bulletin of Economics and Statistics
Number of pages: 18 Posted: 15 Mar 2013
Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Downloads 9 (627,595)

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Density Forecast, Panel Unit Root, P-value, Sieve Bootstrap, Truncated Product Method

Truncated Product Methods for Panel Unit Root Tests

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 4, pp. 624-636, 2013
Number of pages: 13 Posted: 03 Jul 2013
Xuguang Simon Sheng and Jingyun Yang
American University and Pennsylvania State University
Downloads 1 (697,251)
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16.

Combination of 'Combinations of P-Values'

Empirical Economics, Forthcoming
Posted: 24 Oct 2016
Lan Cheng and Xuguang Simon Sheng
State University of New York at Fredonia and American University

Abstract:

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Hypothesis Testing, Information Rigidity, P-Value, Panel Unit Root

17.

A New Measure of Earnings Forecast Uncertainty

Journal of Accounting & Economics (JAE), 53(1-2), 21-33
Posted: 04 Nov 2011 Last Revised: 23 Oct 2012
Xuguang Simon Sheng and Maya Thevenot
American University and Florida Atlantic University

Abstract:

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Uncertainty, analyst dispersion, common information, private information, BKLS, GARCH