I am Mengheng Li, Lecturer (assistant professor) at Economics Discipline Group, University of Technology Sydney. Before working at UTS, I was a Research Analyst at the Economic Research and Policy Division, the Dutch Central Bank. I obtained my PhD in Econometrics from the Department of Econometrics, VU University Amsterdam and the Tinbergen Institute.
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Research interests: Time series econometrics
- dynamic time series models
- nonlinear non-Gaussian state space models
- empirical macroeconomics
- financial econometrics
- (Bayesian) high-dimensional time series models
Economics Discipline Group
University of Technology Sydney
Room CB08.09.016, Building 8, Dr Chau Chak Wing Building
14 – 28 Ultimo Road, Ultimo, NSW 2007
+61(02) 9514 4375