Citation profile for Mengheng Li

Mengheng Li : Citation Profile

University of Technology Sydney

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i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2018 - 2022). See details.
   Cites by year: 4
   Journals where Mengheng Li has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (10.53 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1187
   Updated: 2024-04-18    RAS profile: 2024-01-04
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Relations with other researchers

Works with:

Mendieta-Muñoz, Ivan (4)

Koopman, Siem Jan (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mengheng Li.

Is cited by:

Mendieta-Muñoz, Ivan (3)

Rada, Codrina (2)

Nguyen, Hoang (2)

von Arnim, Rudiger (2)

Herrera, Rodrigo (1)

Yang, Lu (1)

Clements, Adam (1)

Lanzafame, Matteo (1)

Hamori, Shigeyuki (1)

Beyer, Robert (1)

Jooste, Charl (1)

Cites to:

Koopman, Siem Jan (18)

Giannone, Domenico (14)

Watson, Mark (12)

Shephard, Neil (11)

Reichlin, Lucrezia (9)

Tambalotti, Andrea (7)

Lucas, Andre (7)

Nelson, Charles (6)

Giannoni, Marc (6)

Williams, John (6)

Blanchard, Olivier (6)

Main data

Where Mengheng Li has published?

Working Papers Series with more than one paper published	# docs
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney	3
Tinbergen Institute Discussion Papers / Tinbergen Institute	2

Recent works citing Mengheng Li (2024 and 2023)

Year	Title of citing document
2024	A time-varying finance-led model for U.S. business cycles. (2023). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153. Full description at Econpapers \|\| Download paper
2023	Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292. Full description at Econpapers \|\| Download paper
2023	Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers \|\| Download paper
2023	Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69. Full description at Econpapers \|\| Download paper
2023	Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers \|\| Download paper

Works by Mengheng Li:

Year	Title	Type	Cited
2020	Are long?run output growth rates falling? In: Metroeconomica. [Full Text][Citation analysis]	article	6
2019	Are long-run output growth rates falling?.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2018	Are long-run output growth rates falling?.(2018) In: Working Paper Series, Department of Economics, University of Utah. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2022	Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis]	article	0
2020	Long-term forecasting of El Niño events via dynamic factor simulations In: Journal of Econometrics. [Full Text][Citation analysis]	article	0
2019	Forecasting economic time series using score-driven dynamic models with mixed-data sampling In: International Journal of Forecasting. [Full Text][Citation analysis]	article	9
2018	Forecasting economic time series using score-driven dynamic models with mixed-data sampling.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9	paper
2020	US shocks and the uncovered interest rate parity In: CAMA Working Papers. [Full Text][Citation analysis]	paper	0
2022	Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis]	article	0
2018	Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2018	Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis]	paper	2
2019	The multivariate simultaneous unobserved components model and identification via heteroskedasticity In: Working Paper Series. [Full Text][Citation analysis]	paper	0
2018	Looking for the stars: Estimating the natural rate of interest In: Working Paper Series. [Full Text][Citation analysis]	paper	0
2021	Unobserved components with stochastic volatility: Simulation?based estimation and signal extraction In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	0