I am Mengheng Li, a PhD researcher in Time Series Econometrics at the Department of Econometrics and Operations Research, VU university Amsterdam. I also work as a Research Analyst at the Economic Research and Policy Division, the Dutch Central Bank. I visited the Discipline of Business Analytics, USYD Business School in 2016. Starting from August 2018, I will join the Economics Discipline Group at the Business School of University Technology Sydney as a tenure-track lecturer (assistant professor). I will teach Statistical Learning for the new master program Business Analytics .
Research interests: Econometrics and Economic Modelling
- dynamic time series models
- nonlinear non-Gaussian state space models
- empirical macroeconomics
- financial econometrics
- (Bayesian) high-dimensional time series models
Teaching interests: Quantitative Methods
- econometrics (time series preferred)
- empirical/applied macroeconomics
- macroeconomics (monetary economics, open economy, international economics)
- quantitative and mathematical finance
- probability theory and statistics
- 2015-2018 Ph.D. in Econometrics, VU University Amsterdam.
- 2016 Visiting Ph.D., Discipline of Business Analytics, University of Sydney.
- 2013-2015 M.Phil. in Economics (Econometrics major) cum laude, Tinbergen Institute and University of Amsterdam.
- 2013 Honours Bachelor of Business, CentER, Tilburg University.
- 2010-2013 B.sc. in Econometrics and Operations Research cum laude, Tilburg University.