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 77 0 1 4 109
Are long-run output growth rates falling? 0 0 0 26 0 0 1 23
Exchange rates, uncovered interest parity, and time-varying Fama regressions 2 2 7 14 5 11 22 36
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 54 1 1 3 74
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model 0 0 0 63 0 1 1 97
Looking for the stars: Estimating the natural rate of interest 0 0 0 39 0 0 0 78
The multivariate simultaneous unobserved components model and identification via heteroskedasticity 0 0 0 28 0 1 1 75
US shocks and the uncovered interest rate parity 0 0 0 31 1 2 3 31
Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction 0 0 0 85 0 0 4 142
Total Working Papers 2 2 7 417 7 17 39 665


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 2 18
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity 1 1 4 9 1 2 7 17
Dynamic hysteresis effects 0 3 4 4 0 4 14 14
Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework 0 0 0 0 0 1 1 1
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 1 4 0 0 2 32
Impact of CEO’s scientific research background on the enterprise digital level 0 0 1 1 1 3 8 8
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model 0 0 0 0 0 0 3 5
Long-term forecasting of El Niño events via dynamic factor simulations 0 0 1 14 1 1 2 39
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction 0 1 2 6 0 1 5 32
Total Journal Articles 1 5 13 40 3 12 44 166


Statistics updated 2025-03-03