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 0 1 109
Are long-run output growth rates falling? 0 0 0 26 0 0 3 25
Exchange rates, uncovered interest parity, and time-varying Fama regressions 0 2 8 19 1 6 25 47
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 54 0 0 4 76
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model 0 0 0 63 2 2 3 99
Looking for the stars: Estimating the natural rate of interest 1 1 2 41 1 1 2 80
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 0 4 33
Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction 0 0 0 85 0 0 0 142
Total Working Papers 1 3 10 424 4 9 43 686


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 19
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity 0 0 3 10 0 0 6 19
Dynamic hysteresis effects 0 1 5 5 0 3 10 18
Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework 0 0 0 0 0 2 3 3
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 4 2 2 5 37
Impact of CEO’s scientific research background on the enterprise digital level 0 0 0 1 1 2 12 15
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model 0 0 0 0 0 0 1 5
Long-term forecasting of El Niño events via dynamic factor simulations 1 1 2 16 1 1 3 41
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction 0 0 1 6 0 0 6 36
Total Journal Articles 1 2 11 44 4 10 48 193


Statistics updated 2025-10-06