Details about Xuguang Simon Sheng

Access statistics for papers by Xuguang Simon Sheng.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: psh636

Working Papers

2025

1. Policy Interventions and China’s Stock Market in the Early Stages of the COVID-19 Pandemic
   NBER Working Papers, National Bureau of Economic Research, Inc

2024

2. Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2021) View citations (3)
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2021) View citations (4)

2022

3. Cross-Country Evidence on the Revenue Impact of Tax Reforms
   IMF Working Papers, International Monetary Fund View citations (2)

2021

4. Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
   Also in CESifo Working Paper Series, CESifo (2020) View citations (1)
   CESifo Working Paper Series, CESifo (2015) View citations (21)
5. Stock Prices and Economic Activity in the Time of Coronavirus
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
   See also Journal Article Stock Prices and Economic Activity in the Time of Coronavirus, IMF Economic Review, Palgrave Macmillan (2022) View citations (11) (2022)

2020

6. Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus
   Working Papers, Becker Friedman Institute for Research In Economics View citations (3)
7. The Impact of the COVID-19 Pandemic on Business Expectations
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (6)
   Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2020) View citations (5)
   See also Journal Article The impact of the COVID-19 pandemic on business expectations, International Journal of Forecasting, Elsevier (2022) View citations (22) (2022)

2018

8. Disagreement in consumer inflation expectations
   NBP Working Papers, Narodowy Bank Polski View citations (5)

2017

9. Measuring Global and Country-Specific Uncertainty
   IMF Working Papers, International Monetary Fund View citations (15)
   See also Journal Article Measuring global and country-specific uncertainty, Journal of International Money and Finance, Elsevier (2018) View citations (81) (2018)

2013

10. Differential Interpretation of Public Information: Estimation and Inference
    Working Papers, American University, Department of Economics
11. Truncated Product Methods for Panel Unit Root Tests
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting View citations (5)
    See also Journal Article Truncated Product Methods for Panel Unit Root Tests, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (6) (2013)

2012

12. Combination of "Combinations of P-values
    Working Papers, American University, Department of Economics
    See also Journal Article Combination of “combinations of p values”, Empirical Economics, Springer (2017) View citations (1) (2017)

2010

13. Analyzing Three-Dimensional Panel Data of Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (15)

2009

14. Learning and Heterogeneity in GDP and Inflation Forecasts
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2009)
    See also Journal Article Learning and heterogeneity in GDP and inflation forecasts, International Journal of Forecasting, Elsevier (2010) View citations (29) (2010)
15. Measuring Forecast Uncertainty by Disagreement: The Missing Link
    Discussion Papers, University at Albany, SUNY, Department of Economics View citations (5)
    Also in ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2008) View citations (5)
    See also Journal Article Measuring forecast uncertainty by disagreement: The missing link, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (233) (2010)

Journal Articles

2022

1. Guest editorial: Economic forecasting in times of COVID-19
   International Journal of Forecasting, 2022, 38, (2), 527-528 View citations (3)
2. Stock Prices and Economic Activity in the Time of Coronavirus
   IMF Economic Review, 2022, 70, (1), 32-67 View citations (11)
   See also Working Paper Stock Prices and Economic Activity in the Time of Coronavirus, NBER Working Papers (2021) View citations (19) (2021)
3. The impact of the COVID-19 pandemic on business expectations
   International Journal of Forecasting, 2022, 38, (2), 529-544 View citations (22)
   See also Working Paper The Impact of the COVID-19 Pandemic on Business Expectations, Working Papers (2020) View citations (6) (2020)

2021

4. Dating COVID-Induced Recession in the U.S
   Applied Economics Letters, 2021, 28, (20), 1723-1727
5. Identifying external debt shocks in low- and middle-income countries
   Journal of International Money and Finance, 2021, 110, (C) View citations (3)
6. Monitoring recessions: A Bayesian sequential quickest detection method
   International Journal of Forecasting, 2021, 37, (2), 500-510 View citations (2)

2019

7. The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries
   International Journal of Forecasting, 2019, 35, (3), 967-979 View citations (7)

2018

8. Measuring global and country-specific uncertainty
   Journal of International Money and Finance, 2018, 88, (C), 276-295 View citations (81)
   See also Working Paper Measuring Global and Country-Specific Uncertainty, IMF Working Papers (2017) View citations (15) (2017)

2017

9. Combination of “combinations of p values”
   Empirical Economics, 2017, 53, (1), 329-350 View citations (1)
   See also Working Paper Combination of "Combinations of P-values, Working Papers (2012) (2012)

2015

10. Evaluating the economic forecasts of FOMC members
    International Journal of Forecasting, 2015, 31, (1), 165-175 View citations (22)
11. Measuring Disagreement in Qualitative Expectations
    Journal of Forecasting, 2015, 34, (5), 405-426 View citations (35)
12. Quantifying differential interpretation of public information using financial analysts’ earnings forecasts
    International Journal of Forecasting, 2015, 31, (2), 515-530 View citations (4)

2013

13. An adaptive truncated product method for combining dependent p-values
    Economics Letters, 2013, 119, (2), 180-182 View citations (1)
14. Truncated Product Methods for Panel Unit Root Tests
    Oxford Bulletin of Economics and Statistics, 2013, 75, (4), 624-636 View citations (6)
    See also Working Paper Truncated Product Methods for Panel Unit Root Tests, Working Papers (2013) View citations (5) (2013)

2012

15. A new measure of earnings forecast uncertainty
    Journal of Accounting and Economics, 2012, 53, (1), 21-33 View citations (16)

2011

16. Panel Unit Root Tests by Combining Dependent 𠑃 Values: A Comparative Study
    Journal of Probability and Statistics, 2011, 2011, 1-17

2010

17. Learning and heterogeneity in GDP and inflation forecasts
    International Journal of Forecasting, 2010, 26, (2), 265-292 View citations (29)
    See also Working Paper Learning and Heterogeneity in GDP and Inflation Forecasts, Discussion Papers (2009) View citations (2) (2009)
18. Measuring forecast uncertainty by disagreement: The missing link
    Journal of Applied Econometrics, 2010, 25, (4), 514-538 View citations (233)
    See also Working Paper Measuring Forecast Uncertainty by Disagreement: The Missing Link, Discussion Papers (2009) View citations (5) (2009)

2008

19. Evolution of forecast disagreement in a Bayesian learning model
    Journal of Econometrics, 2008, 144, (2), 325-340 View citations (143)

Chapters

2020

1. Do Managers Use Earnings Forecasts to Fill a Demand They Perceive from Analysts?
   Chapter 2 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 101-149