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 .

Download my CV. Send me email m.li[at]vu.nl. Follow me on Linkedin. Call me +316 141 519 03

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