11
H index
11
i10 index
689
Citations
American University | 11 H index 11 i10 index 689 Citations RESEARCH PRODUCTION: 19 Articles 22 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xuguang Simon Sheng. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
International Journal of Forecasting | 7 |
Journal of International Money and Finance | 2 |
Year ![]() | Title of citing document ![]() |
---|---|
2025 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper |
2024 | Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536. Full description at Econpapers || Download paper |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper |
2025 | Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515. Full description at Econpapers || Download paper |
2024 | Analysts’ Earnings per Share Forecasts: The Effects of Forecast Uncertainty and Forecast Precision on Investor Judgements. (2024). Goh, Clarence. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:1:p:172-204. Full description at Econpapers || Download paper |
2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper |
2024 | Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753. Full description at Econpapers || Download paper |
2024 | Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18. Full description at Econpapers || Download paper |
2024 | Quantifying Qualitative Survey Data with Panel Data Structure. (2024). Sakellaris, Plutarchos ; Gortz, Christoph ; Botsis, Alexandros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11013. Full description at Econpapers || Download paper |
2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper |
2024 | Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514. Full description at Econpapers || Download paper |
2024 | Quantifying qualitative survey data with panel data. (2024). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001210. Full description at Econpapers || Download paper |
2024 | Belief-dependent pricing decisions. (2024). Frache, Serafin ; Turen, Javier ; Lluberas, Rodrigo. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932300442x. Full description at Econpapers || Download paper |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper |
2024 | Do tax revenues track economic growth? Comparing panel data estimators. (2024). Corrales, Juan Sebastian ; Angel, Juan Pablo ; Cornevin, Antoine. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002244. Full description at Econpapers || Download paper |
2024 | Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x. Full description at Econpapers || Download paper |
2024 | Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430. Full description at Econpapers || Download paper |
2024 | The impact of COVID-19 on corporate digital innovation in China: A study based on the DDD model. (2024). Zhuang, Ziyin ; Li, Zhen ; Zheng, Panpan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011261. Full description at Econpapers || Download paper |
2024 | Two-way risk: Trade policy uncertainty and inflation in the United States and China. (2024). Weng, Chen ; Wang, QI. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001843. Full description at Econpapers || Download paper |
2024 | Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Loungani, Prakash ; Biswas, Rita ; Michaelides, Michael ; Liang, Zhongwen. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796. Full description at Econpapers || Download paper |
2024 | Eliciting expectation uncertainty from private households. (2024). Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:113-123. Full description at Econpapers || Download paper |
2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper |
2024 | Understanding consumer behavior during and after a Pandemic: Implications for customer lifetime value prediction models. (2024). Thomasen, Sophie ; Thomsen, Charlotte Hjerrild ; Tudoran, Ana Alina. In: Journal of Business Research. RePEc:eee:jbrese:v:174:y:2024:i:c:s0148296324000316. Full description at Econpapers || Download paper |
2024 | Disagreement about public information quality and informational price efficiency. (2024). Wang, Qiguang ; Lunawat, Radhika ; Huang, Chong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:152:y:2024:i:c:s0304405x23002027. Full description at Econpapers || Download paper |
2024 | Causal effects of closing businesses in a pandemic. (2024). Sauvagnat, Julien ; Grassi, Basile ; Bonelli, Maxime ; Barrot, Jean-Noel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000175. Full description at Econpapers || Download paper |
2024 | Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317. Full description at Econpapers || Download paper |
2024 | Influence of population mobility on electricity consumption in seven U.S. cities during the COVID-19 pandemic. (2024). Gibson, Stuart ; Ohanley, Jesse R ; Guo, Zhifeng. In: Utilities Policy. RePEc:eee:juipol:v:90:y:2024:i:c:s0957178724000973. Full description at Econpapers || Download paper |
2024 | Cyclicality of uncertainty and disagreement. (2024). Zohar, Osnat. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001526. Full description at Econpapers || Download paper |
2024 | The inflation expectations of U.S. firms: Evidence from a new survey. (2024). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000229. Full description at Econpapers || Download paper |
2024 | Pandemic panic? Effects of health system capacity on firm confidence during COVID-19. (2024). Mohapatra, Sanket ; Lim, Jamus Jerome ; Gopalakrishnan, Balagopal. In: European Journal of Political Economy. RePEc:eee:poleco:v:84:y:2024:i:c:s0176268023000666. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Inflation Disagreement Weakens the Power of Monetary Policy. (2024). Wei, Min ; Dong, Ding ; Wang, Pengfei ; Liu, Zheng. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-94. Full description at Econpapers || Download paper |
2024 | Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions ?. (2024). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles ; Sullivan, Adam. In: Post-Print. RePEc:hal:journl:hal-04678758. Full description at Econpapers || Download paper |
2024 | Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Ur, Ramiz ; Bashir, Usman ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0. Full description at Econpapers || Download paper |
2024 | Firm level expectations and macroeconomic conditions underpinnings and disagreement. (2024). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11058. Full description at Econpapers || Download paper |
2024 | COVID-19 Pandemic and Household Entrepreneurship in Nigeria: Do Crises Create Necessity-driven and/or Innovative Entrepreneurship?. (2024). Abdu, Musa ; Jibir, Adamu ; Wahab, Bashir Adelowo. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:270-286. Full description at Econpapers || Download paper |
2024 | Analyzing the determinants of renewable energy: The moderating role of technology and macroeconomic uncertainty. (2024). Chishti, Muhammad Zubair ; Dogan, Eyup. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:2:p:874-903. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2012 | Combination of Combinations of P-values In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Combination of “combinations of p values”.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | Differential Interpretation of Public Information: Estimation and Inference In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Truncated Product Methods for Panel Unit Root Tests In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
2013 | Truncated Product Methods for Panel Unit Root Tests.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
2020 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2021 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2008 | Measuring Forecast Uncertainty by Disagreement: The Missing Link In: ifo Working Paper Series. [Full Text][Citation analysis] | paper | 234 |
2010 | Measuring forecast uncertainty by disagreement: The missing link.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | article | |
2009 | Measuring Forecast Uncertainty by Disagreement: The Missing Link.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | paper | |
2013 | An adaptive truncated product method for combining dependent p-values In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2008 | Evolution of forecast disagreement in a Bayesian learning model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 130 |
2010 | Learning and heterogeneity in GDP and inflation forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 29 |
2009 | Learning and Heterogeneity in GDP and Inflation Forecasts.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2009 | Learning and heterogeneity in GDP and inflation forecasts.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2015 | Evaluating the economic forecasts of FOMC members In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 22 |
2015 | Quantifying differential interpretation of public information using financial analysts’ earnings forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2019 | The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2021 | Monitoring recessions: A Bayesian sequential quickest detection method In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2022 | Guest editorial: Economic forecasting in times of COVID-19 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2022 | The impact of the COVID-19 pandemic on business expectations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
2020 | The Impact of the COVID-19 Pandemic on Business Expectations.(2020) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | The Impact of the COVID-19 Pandemic on Business Expectations.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2012 | A new measure of earnings forecast uncertainty In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 14 |
2021 | Identifying external debt shocks in low- and middle-income countries In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Measuring global and country-specific uncertainty In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 96 |
2017 | Measuring Global and Country-Specific Uncertainty.(2017) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2021 | Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 5 |
2024 | Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation.(2024) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2011 | Panel Unit Root Tests by Combining Dependent 𠑃 Values: A Comparative Study In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 0 |
2022 | Cross-Country Evidence on the Revenue Impact of Tax Reforms In: IMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Disagreement in consumer inflation expectations In: NBP Working Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Stock Prices and Economic Activity in the Time of Coronavirus In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
2022 | Stock Prices and Economic Activity in the Time of Coronavirus.(2022) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2025 | Policy Interventions and China’s Stock Market in the Early Stages of the COVID-19 Pandemic In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Analyzing Three-Dimensional Panel Data of Forecasts In: Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2021 | Dating COVID-Induced Recession in the U.S In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2015 | Measuring Disagreement in Qualitative Expectations In: Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
2020 | Do Managers Use Earnings Forecasts to Fill a Demand They Perceive from Analysts? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team