Associate Professor of Economics (with tenure), American University, September 2016 present

Transcription

1 Xuguang Simon Sheng Homepage: Mailing address: Department of Economics, 4400 Massachusetts Avenue, NW, Washington, DC Tel: (202) Fax: (202) Current Employment Associate Professor of Economics (with tenure), American University, September 2016 present Previous Professional Experience Assistant Professor of Economics, American University, September 2010 August 2016 Assistant Professor of Economics, SUNY at Fredonia, September 2008 August 2010 Visiting Scholar, National Bank of Poland, Poland, September 2016 Visiting Scholar, Centre for European Economic Research (ZEW), Germany, June July 2012 Visiting Lecturer, Department of Economics, SUNY at Binghamton, January December 2007 Education Ph.D. (Economics), State University of New York at Albany, 2008 B.A. (Economics), Renmin University of China, 1999 Research Interests Time Series Econometrics, Panel Data Econometrics, Applied Macroeconomics Journal Articles (Peer-reviewed) (1) Measuring Global and Country-specific Uncertainty, with E. Ozturk, forthcoming in Journal of International Money and Finance (2) Combinations of Combinations of P-values, with L. Cheng, forthcoming in Empirical Economics (3) Measuring Disagreement in Qualitative Expectations (2015), with F. Mokinski and J. Yang, Journal of Forecasting, vol. 34, pp (4) Quantifying Differential Interpretation of Public Information Using Financial Analysts Earnings Forecasts (2015), with M. Thevenot, International Journal of Forecasting, vol. 31, pp

2 (5) Evaluating the Economic Forecasts of FOMC Members (2015), International Journal of Forecasting, vol. 31, pp (6) Truncated Product Methods for Panel Unit Root Tests (2013), with J. Yang, Oxford Bulletin of Economics and Statistics, vol. 75, pp (7) An Adaptive Truncated Product Method for Combining Dependent P-values (2013), with J. Yang, Economics Letters, vol. 119, pp (8) A New Measure of Earnings Forecast Uncertainty (2012), with M. Thevenot, Journal of Accounting and Economics, vol. 53, pp (9) Measuring Forecast Uncertainty by Disagreement: The Missing Link (2010), with K. Lahiri, Journal of Applied Econometrics, vol. 25, pp (10) Learning and Heterogeneity in GDP and Inflation Forecasts (2010), with K. Lahiri, International Journal of Forecasting, vol. 26, pp (11) Evolution of Forecast Disagreement in a Bayesian Learning Model (2008), with K. Lahiri, Journal of Econometrics, vol. 144, pp Articles in Books and other Periodicals (1) Analyzing Three-dimensional Panel Data of Forecasts (2011), with A. Davies and K. Lahiri, in M.P. Clements and D.F. Hendry (eds.) Oxford Handbook on Economic Forecasting, pp , Oxford University Press. (2) Panel Unit Root Tests by Combining Dependent P-values: A Comparative Study (2011), with J. Yang, Journal of Probability and Statistics, vol. 2011, Article ID , 17 pages. Working Papers (1) Measuring Historical Uncertainty and Some Tests for Forecaster Heterogeneity, with K. Lahiri and H. Peng, submitted. (2) Inattention: Measurement, Determinants and Policy Implications, with Z. An and J. Wallen, submitted. Work in Progress (1) Expectation Formation Following Large Natural Disaster Shocks, with S. Baker and T. McElroy (2) Disagreement in Consumer Inflation Expectations, with T. Lyziak (3) Asymptotically Optimal Identification of Structural Breaking Point in Real Time with Application to Dating Recessions, with H. Li (4) Dealing with Uncertainty over the Percentage of Stationary Series in Mixed Panels: A CCP Test, with L. Cheng Teaching Seminar in Empirical Macroeconomics (graduate, ECON 882) Applied Econometrics II (graduate, ECON 624) Applied Econometrics I (graduate, ECON 623) Senior Research Seminar (undergraduate, ECON 480) Introduction to Econometrics (undergraduate, ECON 322) Intermediate Macroeconomics (undergraduate, ECON 301) 2

3 Principles of Macroeconomics (undergraduate, ECON 100) Awards International Travel Award, American University, 2012, 2015 CAS Mellon Faculty Development Award, American University, 2014, 2015 Heinz König Young Scholar Award, Centre for European Economic Research (ZEW), 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 Conference Organization Conference Co-organizer, Forecasting Issues in Developing Economies at IMF headquarter, Washington, DC, April 26-27, 2017 Conference Co-organizer, Impact of Uncertainty Shocks on the Global Economy in London, UK, May 12-13, Conference Co-organizer, Uncertainty and Economic Forecasting in London, UK, May 8-9, Selected Conference and Seminar Presentations (2010-present) Stanford Institute for Theoretical Economics (SITE) Workshop on The Macroeconomics of Uncertainty and Volatility, Stanford, CA, rd Annual Conference of the International Association for Applied Econometrics (IAAE), Milan, Italy, 2016 Conference on Impact of Uncertainty Shocks on the Global Economy in London, UK, th OxMetrics User Conference, Washington, DC, 2016 Allied Social Science Associations (ASSA) Annual Meeting, San Francisco, CA, 2016 CIRET Workshop on Economic Cycles and Uncertainty, Warsaw, Poland, 2015 National Bank of Poland, Warsaw, Poland, 2015, invited lecture on Inattention: Measurement, Determinants and Policy Implications 21st Federal Forecasters Conference (FFC), Washington, DC, 2015 (session chair) Banque de France, Paris, France, 2015, invited lecture on Uncertainty and Disagreement in Economic Forecasting 2nd Annual Conference of the International Association for Applied Econometrics (IAAE), Thessaloniki, Greece, th International Symposium on Forecasting (ISF), Riverside, CA, 2015 (session chair and presenter) 2nd Society for Economic Measurement (SEM) Annual Conference, Paris, France, 2015 (session chair and presenter) 3

4 Georgetown Center for Economic Research (GCER) Biennial Conference, Washington, DC, 2015 American Economic Association (AEA) Annual Meeting, Philadelphia, PA, nd Symposium of the Society for Nonlinear Dynamics and Econometrics (SNDE), New York, NY, th Federal Forecasters Conference (FFC), Washington, DC, 2014 (session chair) Conference on Uncertainty and Economic Forecasting, London, UK, th International Conference on Computational and Financial Econometrics (CFE), Pisa, Italy, th International Conference on Computational and Financial Econometrics (CFE), London, UK, 2013 Temple University Accounting Conference, Philadelphia, PA, 2013 American Economic Association (AEA) Annual Meeting, Chicago, IL, 2012 American Accounting Association (AAA) Annual Meeting, Washington, DC, th Federal Forecasters Conference (FFC), Washington, DC, 2012 GWU-IMF Forecasting Forum, Washington, DC, 2012 (session chair and discussant) Workshop on Information and Econometrics of Networks, Washington, DC, 2012 (session chair) Society of Government Economists (SGE) Annual Conference, Washington, DC, 2012 (session chair and presenter) American Economic Association (AEA) Annual Meeting, Denver, CO, 2011 North American Summer Meeting of the Econometric Society, St. Louis, MO, st Southern Economic Association (SEA) Annual Meeting, Washington, DC, th International Conference on Panel Data, Amsterdam, Netherlands, th ZEW Summer Workshop for Young Economists, Manheim, Germany, 2010 Society of Government Economists (SGE) Annual Meeting, Washington, DC, 2010 New York Camp Econometrics V, Blue Mountain, NY, 2010 Service to American University Department, College and University Service: Member, Faculty Search Committee, , Member, Grievance Committee, , , Member, Merit Pay Committee, , Member, Committee on Ph.D. Program Reform, Department Seminar Coordinator, , Judge, CAS Student Research Conference ( ) High Performance Computing Faculty Advisory Committee (2012-present) Ph.D. Dissertation Committees: Chair: Romina Kazandjian, Information Rigidity and the Business Cycle: A New Theory and Stylized Facts, in progress Jeffrey Levy, Essays on Uncertainty and Macroeconomic Dynamics, in progress Zidong An, Information Rigidity and Macroeconomic Dynamics, in progress Ermengarde Jabir, The Macroeconomics of Real Estate Investing, in progress 4

5 Ezgi Ozturk, Economic Uncertainty and Business and Financial Cycles, 2015 (Initial Placement: Economist, International Monetary Fund) Member: Ivanova Reyes, Measuring China s Impact in Latin America & the Caribbean, in progress Kentaro Murayama, Three Essays on Food Security, Market, and Pricing Policy, in progress Phoebe Wong, Essays on Public Investment in Developing Countries, in progress Elif Aksoy, Essays on R&D Investment, in progress Tihomir Stucka, Public Debt, Output Growth, and the External Sector in Developing Countries, (Initial Placement: Senior Economist, World Bank) Nayef Almusehel, Three Essays on Oil Price Volatility and the Oil Exporting Economy: The Case of Saudi Arabia, 2014 (Initial Placement: Senior Researcher, King Abdullah Petroleum Studies & Research Center, Saudi Arabia) Anjan Panday, Essays on the Exchange Rate and Monetary Policy in Nepal, 2012 (Initial Placement: Economist, UK s Department for International Development, Nepal) Brandon Tracy, Using the Brazilian Electricity Rationing Program to Conduct a National-Level Test of the Porter Hypothesis, 2011 (Initial Placement: Economist, World Bank) Advised Undergraduate Research: Jonathan Wallen, Information Rigidity in Macroeconomic Forecasts: An International Empirical Investigation, 2015 (Initial Placement: Ph.D. in Finance at Stanford University) Service to the Profession Referee: Journal of Econometrics Review of Economics and Statistics Journal of Business and Economic Statistics Journal of Applied Econometrics International Journal of Forecasting Journal of Forecasting Oxford Bulletin of Economics and Statistics Journal of Money, Credit and Banking Empirical Economics Economics Letters Southern Economic Journal Economic Modelling Journal of Macroeconomics International Finance Journal of International Money and Finance The American Economist Journal of Economic Psychology National Science Foundation (grant proposal) 5

6 Member: American Economic Association (AEA) Econometric Society (ES) International Association for Applied Econometrics (IAAE) International Institute of Forecasters (IIF) Euro Area Business Cycle Network (EABCN) Society of Government Economists (SGE) Research Program on Forecasting at GWU Last Modified: February