Mengheng Li
Names
Identifer
Contact
Affiliations
-
University of Technology Sydney
/ Business School
/ Economics Discipline Group
Research profile
author of:
- Exchange rates, uncovered interest parity, and time-varying Fama regressions (RePEc:adl:wpaper:2023-06)
by Bowen Fu & Mengheng Li & Qazi Haque - Are long‐run output growth rates falling? (repec:bla:metroe:v:71:y:2020:i:1:p:204-234)
by Mengheng Li & Ivan Mendieta‐Muñoz - Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (repec:bpj:sndecm:v:26:y:2022:i:3:p:337-359:n:2)
by Li Mengheng & Mendieta-Muñoz Ivan - Dynamic hysteresis effects (repec:eee:dyncon:v:163:y:2024:i:c:s0165188924000629)
by Li, Mengheng & Mendieta-Muñoz, Ivan - Fine-scale surface complexity promotes temperature extremes but reduces the spatial extent of refugia on coastal rocks (repec:eee:ecomod:v:501:y:2025:i:c:s0304380024003570)
by Barrett, T.J. & Li, M. & Gouhier, T. & Rilov, G. & Helmuth, B. & Choi, F. & Filin, S. & Müftü, S. - Long-term forecasting of El Niño events via dynamic factor simulations (repec:eee:econom:v:214:y:2020:i:1:p:46-66)
by Li, Mengheng & Koopman, Siem Jan & Lit, Rutger & Petrova, Desislava - Chinese natural gas phase-out pathways: A novel hybrid scenario-specific projection approach to achieve Net Zero (repec:eee:energy:v:328:y:2025:i:c:s0360544225020298)
by Sung, Jinyong & Shi, Xunpeng & Teske, Sven & Li, Mengheng - Forecasting economic time series using score-driven dynamic models with mixed-data sampling (repec:eee:intfor:v:35:y:2019:i:4:p:1735-1747)
by Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng - US Shocks and the Uncovered Interest Rate Parity (repec:een:camaaa:2020-87)
by Mengheng Li & Bowen Fu - The palm oil dilemma: Policy tensions among higher productivity, rising demand, and deforestation (repec:fpr:polbrf:9780896296879)
by Wiebe, Keith D. & Sulser, Timothy B. & Pacheco, P. & Pinto, A. de & Mason-D'Croz, Daniel & Dermawan, A. & Thomas, Timothy S. & Li, M. & Robinson, Sherman & Dunston, S. - Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework (repec:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219)
by Gaurav Kapoor & Nuttanan Wichitaksorn & Mengheng Li & Wenjun Zhang - Are long-run output growth rates falling? (repec:inf:wpaper:2019.07)
by Mengheng Li & Ivan Mendieta-Muñoz - Impact of CEO’s scientific research background on the enterprise digital level (repec:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03283-z)
by Yi Luo & Rongda Cui & Jian Ma & Yukun Jin & Mengheng Li & Shu Lin - Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (repec:taf:jnlbes:v:40:y:2022:i:1:p:285-301)
by Mengheng Li & Marcel Scharth - Forecasting economic time series using score-driven dynamic models with mixed-data sampling (repec:tin:wpaper:20180026)
by Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li - Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction (repec:tin:wpaper:20180027)
by Mengheng Li & Siem Jan (S.J.) Koopman - Are long-run output growth rates falling? (repec:uta:papers:2018_02)
by Ivan Mendieta-Munoz & Mengheng Li - RUnpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices     (repec:uta:papers:2025-04)
by Mengheng Li & Ivan Mendieta-Muñoz - The multivariate simultaneous unobserved components model and identification via heteroskedasticity (repec:uts:ecowps:2019/08)
by Mengheng Li & Ivan Mendieta-Munoz - Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model (repec:uts:ecowps:49)
by Mengheng Li & Marcel Scharth - Looking for the stars: Estimating the natural rate of interest (repec:uts:ecowps:51)
by Mengheng Li & Irma Hindrayanto - Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction (repec:wly:japmet:v:36:y:2021:i:5:p:614-627)
by Mengheng Li & Siem Jan Koopman - Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions (repec:wly:japmet:v:40:y:2025:i:3:p:310-324)
by Bowen Fu & Mengheng Li & Qazi Haque - Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices (repec:zbw:esprep:320299)
by Li, Mengheng & Mendieta-Munoz, Ivan