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 - 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 - 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 - Are long-run output growth rates falling? (RePEc:inf:wpaper:2019.07)
by Mengheng Li & Ivan Mendieta-Muñoz - 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 - 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