Institution: University of Technology Sydney
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://menghengli.net/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 2.02 | 2.69 | 0.00 | 4.71 | 81% |
| Last 10 Years | 0.00 | 3.03 | 3.36 | 0.00 | 6.39 | 78% |
| All Time | 0.00 | 3.03 | 3.36 | 0.00 | 6.39 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Exchange Rates, Uncovered Interest Parity, and Time‐Varying Fama Regressions | Journal of Applied Econometrics | B | 3 |
| 2024 | Dynamic hysteresis effects | Journal of Economic Dynamics and Control | B | 2 |
| 2022 | Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model | Journal of Business & Economic Statistics | A | 2 |
| 2021 | Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction | Journal of Applied Econometrics | B | 2 |
| 2020 | Long-term forecasting of El Niño events via dynamic factor simulations | Journal of Econometrics | A | 4 |
| 2019 | Forecasting economic time series using score-driven dynamic models with mixed-data sampling | International Journal of Forecasting | B | 3 |