Is steroid dexamethasone cause of thyroid problem?

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I recently started taking 4mg of the steroid dexamethasone twice a day to see if it would help with pain from bone cancer.  stage 4 metastatic breast cancer to bone diagnosed in 2012.  Well, wow I was a working machine for the first two weeks.  (i'm almost 3 wks on it now) .  I have hardly had any sleep, but feel like I don't need it bc I'm feeling so good.  I mean good as far as it has helped with pain and my mood, so much energy and euphoric feeling.  I new these had bad side effects too and was a bit leary, but thought I'd give it a shot.  Well, apparently one of my thyroid tests was low ( I didn't do a lot of research on thyroid because I've never had an issue with it before) So all I know is that a test I had last week came back low and I am to go for a better test tomorrow.  I'm noticing now though, that I have enlargement on the left side of my neck.  I also have moon face starting, can't stop eating, bloating beyond belief and probably starting to feel not so good, not good enough to run a marathon but I was liking the energy I kinda have. Anyway, my oncologist wants me to wean off the steroids and I agree.  But do you think it is the steroid causing the thyroid problem and will this go away when i stop taking them?  I hope this makes sense.