Economics Discipline Group Sydney, Australia
University of Technology Sydney
: +61 2 9514 7777
+61 2 9514 7722
PO Box 123, Broadway NSW 2007, Sydney
RePEc:edi:edutsau (more details at EDIRC)
Research outputJump to: Working papers
- 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.
- 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.
- 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.
- 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 informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
NEP FieldsNEP 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.
- NEP-ETS: Econometric Time Series (4) 2018-04-02 2018-04-02 2018-07-09 2018-10-08. Author is listed
- NEP-ECM: Econometrics (3) 2018-04-02 2018-04-02 2018-10-08. Author is listed
- NEP-ORE: Operations Research (2) 2018-04-02 2018-10-08. Author is listed
- NEP-EEC: European Economics (1) 2018-07-09. Author is listed
- NEP-FOR: Forecasting (1) 2018-04-02. Author is listed
- NEP-GRO: Economic Growth (1) 2018-07-09. Author is listed
- NEP-HIS: Business, Economic & Financial History (1) 2018-07-09. Author is listed
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09. Author is listed
- NEP-MAC: Macroeconomics (1) 2018-04-02. Author is listed
- NEP-MON: Monetary Economics (1) 2018-04-02. Author is listed
- NEP-RMG: Risk Management (1) 2018-10-08. Author is listed
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Mengheng Li should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.