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Mengheng Li

Personal Details

First Name:Mengheng
Middle Name:
Last Name:Li
RePEc Short-ID:pli1187


Economics Discipline Group
Business School
University of Technology Sydney

Sydney, Australia

: +61 2 9514 7777
+61 2 9514 7722
PO Box 123, Broadway NSW 2007, Sydney
RePEc:edi:edutsau (more details at EDIRC)

Research output

Jump to: Working papers

Working papers

  1. Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
  2. Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li, 2018. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," Tinbergen Institute Discussion Papers 18-026/III, Tinbergen Institute.
  3. Mengheng Li & Marcel Scharth, 2018. "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series 49, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Ivan Mendieta-Munoz & Mengheng Li, 2018. "Are long-run output growth rates falling?," Working Paper Series, Department of Economics, University of Utah 2018_02, University of Utah, Department of Economics.

More information

Research fields, statistics, top rankings, if available.


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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (4) 2018-04-02 2018-04-02 2018-07-09 2018-10-08. Author is listed
  2. NEP-ECM: Econometrics (3) 2018-04-02 2018-04-02 2018-10-08. Author is listed
  3. NEP-ORE: Operations Research (2) 2018-04-02 2018-10-08. Author is listed
  4. NEP-EEC: European Economics (1) 2018-07-09. Author is listed
  5. NEP-FOR: Forecasting (1) 2018-04-02. Author is listed
  6. NEP-GRO: Economic Growth (1) 2018-07-09. Author is listed
  7. NEP-HIS: Business, Economic & Financial History (1) 2018-07-09. Author is listed
  8. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2018-04-02. Author is listed
  10. NEP-MON: Monetary Economics (1) 2018-04-02. Author is listed
  11. NEP-RMG: Risk Management (1) 2018-10-08. Author is listed


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