Mengheng Li : Citation Profile


Are you Mengheng Li?

University of Technology Sydney

2

H index

1

i10 index

16

Citations

RESEARCH PRODUCTION:

4

Articles

8

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: 8.    Total self citations: 2 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1187
   Updated: 2024-11-04    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Mendieta-Muñoz, Ivan (3)

Koopman, Siem Jan (2)

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)

Beyer, Robert (1)

Pfarrhofer, Michael (1)

Hamori, Shigeyuki (1)

Sampi, James (1)

Yang, Lu (1)

Huber, Florian (1)

Jooste, Charl (1)

Cites to:

Koopman, Siem Jan (14)

Giannone, Domenico (14)

Watson, Mark (12)

Shephard, Neil (9)

Reichlin, Lucrezia (9)

Lucas, Andre (7)

Williams, John (7)

Tambalotti, Andrea (7)

Nelson, Charles (6)

Blanchard, Olivier (6)

Giannoni, Marc (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, Sydney3
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Mengheng Li (2024 and 2023)


YearTitle of citing document
2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024Forecasting 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

2024Financial 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.

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2024A 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.

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2023Dynamic 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.

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2023Risk 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.

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2024Intraday conditional value at risk: A periodic mixed?frequency generalized autoregressive score approach. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:883-910.

Full description at Econpapers || Download paper

Works by Mengheng Li:


YearTitleTypeCited
2022Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2020Long-term forecasting of El Niño events via dynamic factor simulations In: Journal of Econometrics.
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article0
2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling In: International Journal of Forecasting.
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article11
2018Forecasting economic time series using score-driven dynamic models with mixed-data sampling.(2018) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 11
paper
2020US shocks and the uncovered interest rate parity In: CAMA Working Papers.
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paper0
2019Are long-run output growth rates falling? In: Working Papers.
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paper2
2018Are 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: 2
paper
2022Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article1
2018Leverage, 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
2018Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction In: Tinbergen Institute Discussion Papers.
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paper2
2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity In: Working Paper Series.
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paper0
2018Looking for the stars: Estimating the natural rate of interest In: Working Paper Series.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team