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 2 109
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 1 2 9 19 3 5 26 46
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 54 0 0 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 0 1 40 0 0 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 0 4 33
Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction 0 0 0 85 0 0 1 142
Total Working Papers 1 2 10 423 3 5 44 682


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 1 2 19
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity 0 0 4 10 0 1 7 19
Dynamic hysteresis effects 1 1 5 5 2 4 11 18
Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework 0 0 0 0 2 2 3 3
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 4 0 1 4 35
Impact of CEO’s scientific research background on the enterprise digital level 0 0 0 1 1 2 12 14
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 0 0 1 15 0 0 2 40
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction 0 0 1 6 0 2 6 36
Total Journal Articles 1 1 11 43 5 13 49 189


Statistics updated 2025-09-05