Access Statistics for Paul D. McNelis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics 0 0 0 37 0 6 9 203
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 1 3 5 285
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 0 607 0 4 5 2,464
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 1 1 2 1,012 1 7 13 3,071
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 0 2 1 5 5 81
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 0 41 2 6 9 160
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 1 227 2 8 12 913
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 0 6 8 165
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 156 2 6 9 443
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 65 0 4 6 308
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 2 6 8 126
Financial Contagion in China, Real Estate Markets, and Regulatory Intervention 0 3 9 20 4 35 66 77
Financial liberation and adjustment in Chile and New Zealand 0 0 0 46 0 1 1 366
Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe 0 0 0 36 2 9 12 82
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 0 0 0 39 0 4 6 145
Forecasting inflation with thick models and neural networks 0 0 0 255 3 12 16 1,406
Income Inequality, Trade and Financial Openness 0 0 1 158 1 3 8 289
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 1 4 7 189
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 0 5 6 138
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 4 11 16 191
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 49 1 5 8 152
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 2 7 9 187
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 0 0 0 14 1 6 8 36
Optimal policy rules at home, crisis and quantitative easing abroad 0 0 0 39 0 2 5 71
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 0 11 3 5 13 62
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 208 1 9 13 1,722
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 8 14 15 400
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS 0 0 0 0 2 6 6 419
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 1 4 6 907
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 67 1 4 5 194
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 0 0 3 129 0 2 13 255
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 0 101 1 4 12 723
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 0 3 6 1,359
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 1 5 11 279
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 1 6 8 314
Volatility spillovers and capital buffers among the G-SIBs 0 0 1 23 2 4 8 39
Total Working Papers 1 4 17 4,141 51 231 373 18,221


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A diagnostic check for model specification: An application to the yen-dollar exchange rate 0 0 0 20 1 2 2 84
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 21 0 3 7 69
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 1 15 251 2 9 71 718
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 0 5 9 116
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 1 34 0 2 4 122
Deciphering the Message in Japanese Deflation Dynamics 0 0 0 29 0 4 5 228
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 0 0 12 0 6 7 77
Discussion 0 0 0 0 0 1 2 27
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience 0 0 0 29 0 3 3 121
Financial liberalization and adjustment: The cases of Chile and New Zealand 0 0 0 70 1 4 4 187
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 0 0 0 17 2 5 7 85
Forecasting inflation with thick models and neural networks 1 1 1 80 4 12 17 583
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 1 16 0 2 6 71
Income growth and inequality: The threshold effects of trade and financial openness 0 0 1 51 1 6 15 183
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 1 3 9 237
Indexation and Stabilization: Theory and Experience 0 0 0 0 1 1 3 189
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 16 0 3 6 128
Inflation targeting, learning and Q volatility in small open economies 0 0 0 57 1 4 7 197
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 26 0 2 3 114
Irrepressible monetarist conclusions from a non-monetarist model 0 0 0 7 0 1 3 70
Japanese monetary policy: edited by Kenneth J. Singleton (University of Chicago Press, for the National Bureau of Economic Research, 1993), 195 pages 0 0 0 10 0 3 5 92
Learning and the monetary policy strategy of the European Central Bank 0 0 1 27 0 4 9 118
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 0 3 5 64
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 0 6 7 36
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 0 11 0 8 11 55
Macroeconomic policy games and asset-price volatility in the EMS: a linear quadratic control analysis of France, Germany, Italy and Spain 0 0 0 24 0 2 5 109
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 0 10 0 3 4 40
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 0 13 0 4 6 95
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 0 1 44 0 5 10 180
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 0 2 5 1,399
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 0 1 0 2 5 16
Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages 0 0 0 217 0 1 3 675
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 0 1 38 1 2 3 138
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 1 2 26 0 4 9 115
Regional capital mobility in China: Economic reform with limited financial integration 0 1 1 38 0 9 14 203
Special issue on international financial markets and the macroeconomy 0 0 1 79 0 3 6 199
Sudden stops in the Euro Area: Does monetary union matter? 0 0 4 22 0 4 15 70
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 1 1 87 0 7 8 397
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 0 65 0 1 5 762
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 1 2 3 22
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 4 6 12 168
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 1 2 3 50
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 0 14 0 4 5 86
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 4 9 16 139
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 25 2 6 12 134
Total Journal Articles 1 5 31 1,575 27 180 376 8,968
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computational Macroeconomics for the Open Economy 0 0 0 0 1 5 95 354
Neural Networks in Finance 1 1 2 21 1 3 7 115
Total Books 1 1 2 21 2 8 102 469


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic Volatility Under High Accumulation of Government Debt: Lessons from Japan 0 0 0 0 1 7 11 16
Total Chapters 0 0 0 0 1 7 11 16


Statistics updated 2026-03-04