Mengheng Li : Citation Profile

University of Technology Sydney

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

12

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2018 - 2025). See details.
   Cites by year: 4
   Journals where Mengheng Li has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 2 (5.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1187
   Updated: 2025-12-27    RAS profile: 2025-10-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Mendieta-Muñoz, Ivan (4)

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 (9)

Rada, Codrina (4)

Nguyen, Hoang (2)

von Arnim, Rudiger (2)

Beyer, Robert (1)

Lanzafame, Matteo (1)

Aiube, Fernando Antonio (1)

Felipe, Jesus (1)

Hamori, Shigeyuki (1)

Estrada, Gemma (1)

Jahan-Parvar, Mohammad (1)

Cites to:

Koopman, Siem Jan (20)

Giannone, Domenico (17)

Reichlin, Lucrezia (17)

Watson, Mark (14)

Blanchard, Olivier (14)

Shephard, Neil (13)

Nelson, Charles (10)

Morley, James (9)

Tambalotti, Andrea (8)

Cerutti, Eugenio (8)

Summers, Lawrence (8)

Main data

Where Mengheng Li has published?

Journals with more than one article published# docs
Journal of Applied Econometrics2

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 (2025 and 2024)

YearTitle of citing document
2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2024A time-varying finance-led model for U.S. business cycles. (2024). Santetti, Marcio. In: Papers. RePEc:arx:papers:2310.05153.

Full description at Econpapers || Download paper

2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

Full description at Econpapers || Download paper

2024Forecasting air transportation demand and its impacts on energy consumption and emission. (2024). Tang, Yili ; Javanmard, Majid Emami ; Martinez-Hernandez, Adrian J. 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.

Full description at Econpapers || Download paper

2024A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Goldmann, Leonie ; Crook, Jonathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126.

Full description at Econpapers || Download paper

2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

Full description at Econpapers || Download paper

2024On the palm oil-biodiversity trade-off: Environmental performance of smallholder producers. (2024). Yanita, Mirawati ; Parikoglou, Iordanis ; Kreft, Holger ; Brambach, Fabian ; Dalheimer, Bernhard ; Brummer, Bernhard. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000494.

Full description at Econpapers || Download paper

2025Changing quantile distributive growth cycles. (2025). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Barrales-Ruiz, Jose. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:441-456.

Full description at Econpapers || Download paper

2024Trend-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

2025Do Executives with IT Backgrounds Influence the Selection of Corporate Auditors in the Context of Digital Innovation?—An Examination from a Sustainability Perspective. (2025). Liu, Jia ; Wang, Shuwei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8911-:d:1766572.

Full description at Econpapers || Download paper

2025Growth is wage-led in the long run. (2025). Rada, Codrina ; Mendieta-Muñoz, Ivan ; Barrales-Ruiz, Jose ; von Arnim, Rudiger ; Mendieta-Muoz, Ivan. In: Working Papers. RePEc:new:wpaper:2505.

Full description at Econpapers || Download paper

2024Impacts 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

2025Trend inflation and structural shocks. (2025). Fu, Bowen ; Mendieta-Muaoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2025-01.

Full description at Econpapers || Download paper

2025Growth is wage-led in the long run. (2025). Barrales-Ruiz, Jose ; Mendieta-Muaoz, Ivan ; Rada, Codrina ; von Arnim, Rudiger. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2025-03.

Full description at Econpapers || Download paper

Works by Mengheng Li:

YearTitleTypeCited
2020Are long‐run output growth rates falling? In: Metroeconomica.
[Full Text][Citation analysis]		article8
2019Are long-run output growth rates falling?.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
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: 8		paper
2022Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2024Dynamic hysteresis effects In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2025Fine-scale surface complexity promotes temperature extremes but reduces the spatial extent of refugia on coastal rocks In: Ecological Modelling.
[Full Text][Citation analysis]		article0
2020Long-term forecasting of El Niño events via dynamic factor simulations In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2025Chinese natural gas phase-out pathways: A novel hybrid scenario-specific projection approach to achieve Net Zero In: Energy.
[Full Text][Citation analysis]		article0
2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2018Forecasting 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: 12		paper
2020US Shocks and the Uncovered Interest Rate Parity In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2019The palm oil dilemma: Policy tensions among higher productivity, rising demand, and deforestation In: Policy briefs.
[Full Text][Citation analysis]		paper3
2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework In: Econometrics.
[Full Text][Citation analysis]		article0
2024Impact of CEO’s scientific research background on the enterprise digital level In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		paper2
2025RUnpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices€‚€‚€‚€‚ In: Working Paper Series, Department of Economics, University of Utah.
[Full Text][Citation analysis]		paper0
2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Looking for the stars: Estimating the natural rate of interest In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2021Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2
2025Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2025Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices In: EconStor Preprints.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team