2
H index
1
i10 index
22
Citations
Mengheng Li : Citation Profile
University of Technology Sydney | RESEARCH PRODUCTION: 9 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2018 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mengheng Li. | Is cited by:
| Cites to:
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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 (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
| 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 |
| 2024 | Forecasting air transportation demand and its impacts on energy consumption and emission. (2024). Martinez-Hernandez, Adrian J ; Tang, Yili ; Javanmard, Majid Emami. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004148. Full description at Econpapers || Download paper |
| 2024 | Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096. Full description at Econpapers || Download paper |
| 2024 | A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Crook, Jonathan ; Goldmann, Leonie. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126. Full description at Econpapers || Download paper |
| 2024 | Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-100. Full description at Econpapers || Download paper |
| 2024 | Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y. 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 |
| 2024 | Dynamic hysteresis effects In: Journal of Economic Dynamics and Control. [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 | 11 |
| 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: 11 | paper | |
| 2020 | US shocks and the uncovered interest rate parity In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Impact of CEO’s scientific research background on the enterprise digital level In: Palgrave Communications. [Full Text][Citation analysis] | article | 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 | 1 |
| 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: 1 | 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 | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team