EconPapers    
Economics at your fingertips  
 

Details about Mengheng Li

E-mail:
Homepage:https://menghengli.net/
Workplace:Economics Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Mengheng Li.

Last updated 2021-09-10. Update your information in the RePEc Author Service.

Short-id: pli1187


Jump to Journal Articles

Working Papers

2020

  1. 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 Downloads

2019

  1. Are long-run output growth rates falling?
    Working Papers, International Network for Economic Research - INFER Downloads
    Also in Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics (2018) Downloads View citations (3)

    See also Journal Article in Metroeconomica (2020)
  2. The multivariate simultaneous unobserved components model and identification via heteroskedasticity
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads

2018

  1. Forecasting economic time series using score-driven dynamic models with mixed-data sampling
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2019)
  2. 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 Downloads
  3. Looking for the stars: Estimating the natural rate of interest
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney Downloads
  4. Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)

Journal Articles

2021

  1. Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction
    Journal of Applied Econometrics, 2021, 36, (5), 614-627 Downloads

2020

  1. Are long‐run output growth rates falling?
    Metroeconomica, 2020, 71, (1), 204-234 Downloads View citations (3)
    See also Working Paper (2019)
  2. Long-term forecasting of El Niño events via dynamic factor simulations
    Journal of Econometrics, 2020, 214, (1), 46-66 Downloads

2019

  1. Forecasting economic time series using score-driven dynamic models with mixed-data sampling
    International Journal of Forecasting, 2019, 35, (4), 1735-1747 Downloads View citations (4)
    See also Working Paper (2018)
 
Page updated 2023-02-08