Details about Mengheng Li

Access statistics for papers by Mengheng Li.

Last updated 2020-07-14. Update your information in the RePEc Author Service.

Short-id: pli1187

Working Papers

2019

1. The multivariate simultaneous unobserved components model and identification via heteroskedasticity
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney

2018

2. Are long-run output growth rates falling?
   Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics View citations (2)
   See also Journal Article in Metroeconomica (2020)
3. 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)
4. 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
5. Looking for the stars: Estimating the natural rate of interest
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney
6. Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

Journal Articles

2020

1. Are long‐run output growth rates falling?
   Metroeconomica, 2020, 71, (1), 204-234
   See also Working Paper (2018)
2. Long-term forecasting of El Niño events via dynamic factor simulations
   Journal of Econometrics, 2020, 214, (1), 46-66

2019

3. Forecasting economic time series using score-driven dynamic models with mixed-data sampling
   International Journal of Forecasting, 2019, 35, (4), 1735-1747
   See also Working Paper (2018)