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 2 106
Are long-run output growth rates falling? 0 0 1 26 0 0 2 22
Exchange rates, uncovered interest parity, and time-varying Fama regressions 0 0 7 7 0 1 14 14
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 0 54 0 0 2 71
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model 0 0 0 63 0 0 2 96
Looking for the stars: Estimating the natural rate of interest 0 0 0 39 0 2 3 78
The multivariate simultaneous unobserved components model and identification via heteroskedasticity 0 0 0 28 0 0 4 74
US shocks and the uncovered interest rate parity 0 0 2 31 0 0 4 28
Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction 0 0 0 85 2 2 2 140
Total Working Papers 0 0 10 410 2 6 35 629


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 1 17
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity 0 0 1 5 0 0 4 10
Forecasting economic time series using score-driven dynamic models with mixed-data sampling 0 0 1 3 0 0 4 30
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model 0 0 0 0 0 0 2 2
Long-term forecasting of El Niño events via dynamic factor simulations 1 1 2 14 1 1 4 38
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction 1 1 3 5 1 2 8 28
Total Journal Articles 2 2 7 29 2 4 23 125


Statistics updated 2024-05-04