Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Xuguang Simon Sheng"'
Publikováno v:
Journal of Applied Econometrics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6a4f2aa4f0b5ed7547495e943ea6106
https://doi.org/10.1002/jae.2960
https://doi.org/10.1002/jae.2960
Autor:
Salem M. Abo-Zaid, Xuguang Simon Sheng
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27cf50dd9823a92540eaf78883295c0b
https://doi.org/10.2139/ssrn.4372282
https://doi.org/10.2139/ssrn.4372282
Publikováno v:
Int J Forecast
Monitoring business cycles faces two potentially conflicting objectives: accuracy and timeliness. To strike a balance between these dual objectives, we propose a Bayesian sequential quickest detection method to identify turning points in real time wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6045c542e76f0ff05d2b8771fa9cec2
https://doi.org/10.1016/j.ijforecast.2020.06.013
https://doi.org/10.1016/j.ijforecast.2020.06.013
Publikováno v:
Journal of Money, Credit and Banking. 54:39-71
We construct measures of individual forecasters' subjective uncertainty at horizons ranging from one to five years, incorporating a rich information set from the European Central Bank's Survey of Professional Forecasters. We find that the uncertainty
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::846b4d03fe974af7ea6274d2f18cc074
https://doi.org/10.1111/jmcb.12811
https://doi.org/10.1111/jmcb.12811
Autor:
Xuguang Simon Sheng, Haixi Li
Publikováno v:
Applied Economics Letters
The COVID-induced recession began in March 2020 for the United States. We identify this turning point by applying a Bayesian sequential quickest detection method to a real-time index of economic ac...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17cd06665dcb5eaf9f915d516f3ccec5
https://doi.org/10.1080/13504851.2020.1852163
https://doi.org/10.1080/13504851.2020.1852163
Publikováno v:
The Review of Economics and Statistics. 102:287-303
By matching a large database of individual forecaster data with the universe of sizable natural disasters across 54 countries, we identify a set of new stylized facts: (i) forecasters are persistently heterogeneous in how often they issue or revise a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68cc0beaf4f7c863b5b1bd1113cf3ad5
https://doi.org/10.1162/rest_a_00826
https://doi.org/10.1162/rest_a_00826
Publikováno v:
International journal of forecasting. 38(2)
We document and evaluate how businesses are reacting to the COVID-19 crisis through August 2020. First, on net, firms see the shock (thus far) largely as a demand rather than supply shock. A greater share of firms report significant or severe disrupt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e21d0c12ff3d3a6490ff89df8822a44a
https://pubmed.ncbi.nlm.nih.gov/35185229
https://pubmed.ncbi.nlm.nih.gov/35185229
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a647cec383b0fcd6754aa8a99ae728f8
https://doi.org/10.2139/ssrn.4129608
https://doi.org/10.2139/ssrn.4129608
Autor:
Laurent, Ferrara, Xuguang Simon, Sheng
Publikováno v:
International Journal of Forecasting
Why was economic forecasting so difficult during COVID-19? To answer this question, we organized an online workshop in July 2020, sponsored by the International Institute of Forecasters (IIF) and hosted by American University.1 Below you will find so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::878e83fc335d0d10d6a4e9a565955c76
https://doi.org/10.1016/j.ijforecast.2021.12.006
https://doi.org/10.1016/j.ijforecast.2021.12.006