Details about Mengheng Li
Access statistics for papers by Mengheng Li.
Last updated 2021-09-10. Update your information in the RePEc Author Service.
Short-id: pli1187
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Working Papers
2020
- US shocks and the uncovered interest rate parity
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
2019
- Are long-run output growth rates falling?
Working Papers, International Network for Economic Research - INFER
Also in Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics (2018) View citations (3)
See also Journal Article in Metroeconomica (2020)
- The multivariate simultaneous unobserved components model and identification via heteroskedasticity
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney
2018
- Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
See also Journal Article in International Journal of Forecasting (2019)
- Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney
- Looking for the stars: Estimating the natural rate of interest
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney
- Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
Journal Articles
2021
- Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction
Journal of Applied Econometrics, 2021, 36, (5), 614-627
2020
- Are long‐run output growth rates falling?
Metroeconomica, 2020, 71, (1), 204-234 View citations (3)
See also Working Paper (2019)
- Long-term forecasting of El Niño events via dynamic factor simulations
Journal of Econometrics, 2020, 214, (1), 46-66
2019
- Forecasting economic time series using score-driven dynamic models with mixed-data sampling
International Journal of Forecasting, 2019, 35, (4), 1735-1747 View citations (4)
See also Working Paper (2018)
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