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
Sydney, Australia


Work phone:
+61(02) 9514 4375