Access Statistics for Mengheng Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are long-run output growth rates falling? 0 0 0 26 0 2 3 25
Exchange rates, uncovered interest parity, and time-varying Fama regressions 1 3 9 17 1 5 25 41
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 54 1 2 5 76
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model 0 0 0 63 0 0 1 97
Looking for the stars: Estimating the natural rate of interest 0 1 1 40 0 1 1 79
The multivariate simultaneous unobserved components model and identification via heteroskedasticity 0 0 0 28 0 0 1 75
US Shocks and the Uncovered Interest Rate Parity 0 0 0 31 0 2 5 33
Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction 0 0 0 85 0 0 2 142
Total Working Papers 1 4 10 344 2 12 43 568
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are long‐run output growth rates falling? 0 0 0 2 0 0 1 18
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity 0 1 5 10 0 1 8 18
Dynamic hysteresis effects 0 0 4 4 0 0 14 14
Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework 0 0 0 0 0 0 1 1
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 1 4 2 2 4 34
Impact of CEO’s scientific research background on the enterprise digital level 0 0 1 1 2 4 12 12
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model 0 0 0 0 0 0 2 5
Long-term forecasting of El Niño events via dynamic factor simulations 1 1 1 15 1 1 2 40
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction 0 0 1 6 1 2 6 34
Total Journal Articles 1 2 13 42 6 10 50 176


Statistics updated 2025-06-06