Mengheng Li
Mengheng Li
University of Technology Sydney Business School Economics Discipline Group
Geverifieerd e-mailadres voor uts.edu.au - Homepage
Geciteerd door
Geciteerd door
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
P Gorgi, SJ Koopman, M Li
International Journal of Forecasting 35 (4), 1735-1747, 2019
Are long‐run output growth rates falling?
M Li, I Mendieta‐Muņoz
Metroeconomica 71 (1), 204-234, 2020
Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction
M Li, SJ Koopman
Journal of Applied Econometrics 36 (5), 614-627, 2021
Long-term forecasting of El Niņo events via dynamic factor simulations
M Li, SJ Koopman, R Lit, D Petrova
Journal of econometrics 214 (1), 46-66, 2020
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
M Li, M Scharth
Journal of Business & Economic Statistics 40 (1), 285-301, 2022
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
M Li, I Mendieta-Muņoz
Studies in Nonlinear Dynamics & Econometrics 26 (3), 337-359, 2022
US shocks and the uncovered interest rate parity
B Fu, M Li
CAMA Working Paper, 2020
Dynamic hysteresis effects
M Li, I Mendieta-Muņoz
University of Utah, Department of Economics, 2024
Exchange rates, uncovered interest parity, and time-varying Fama regressions
B Fu, M Li, Q Haque
School of Economics and Public Policy Working Papers, 2023
Forecasting Half-Hourly Electricity Prices using a Mixed-Frequency Structural VAR Framework
G Kapoor, N Wichitaksorn, M Li, W Zhang
Available at SSRN 4473100, 2023
Looking for the stars: Estimating the natural rate of interest
M Li, I Hindrayanto
Economics Discipline Group, UTS Business School, University of Technology …, 2018
Essays on time series models with unobserved components and their applications
M Li
Does the Fed say it all? Textual analysis of public communications and private discussions
A Chernulich, M Li, E McGinn
Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model–Supplementary appendix
M Li, M Scharth
Dynamic and stochastic volatility structures in US inflation: Estimation and signal extraction Supplementary Appendix
M Li, SJ Koopman
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