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 0 0 194
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 0 0 3 280
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 0 607 1 1 1 2,459
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 0 1 1,010 0 2 5 3,058
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 1 1 1 2 1 1 2 76
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 1 1 1 41 1 1 1 151
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 1 1 1 226 1 1 1 901
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 0 0 0 157
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 1 1 1 156 2 3 3 434
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 1 65 1 2 3 302
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 0 0 1 118
Financial Contagion in China, Real Estate Markets, and Regulatory Intervention 0 11 11 11 0 10 11 11
Financial liberation and adjustment in Chile and New Zealand 0 0 0 46 0 0 0 365
Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe 0 0 0 36 0 0 0 70
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 1 1 1 39 1 1 1 139
Forecasting inflation with thick models and neural networks 0 0 1 255 6 7 9 1,390
Income Inequality, Trade and Financial Openness 1 1 3 157 2 3 12 281
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 1 1 2 132
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 0 0 0 182
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 0 1 1 175
Inflation Targeting, Learning and Q Volatility in Small Open Economies 1 1 1 49 1 1 1 144
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 0 1 1 178
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 1 1 1 14 1 2 3 28
Optimal policy rules at home, crisis and quantitative easing abroad 1 1 2 39 2 2 5 66
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 0 11 0 0 4 49
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 208 0 0 0 1,709
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 0 0 385
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS 0 0 0 0 0 0 1 413
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 0 0 0 901
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 67 0 0 0 189
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 0 1 2 126 4 6 9 242
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 1 1 2 101 1 1 7 711
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 0 2 2 1,353
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 0 0 0 268
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 0 0 0 306
Volatility spillovers and capital buffers among the G-SIBs 1 1 1 22 2 2 4 31
Total Working Papers 11 23 31 4,124 28 51 93 17,848


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 1 1 82
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 21 0 0 0 62
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 2 5 236 0 6 13 647
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 0 0 1 107
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 0 33 0 0 0 118
Deciphering the Message in Japanese Deflation Dynamics 0 0 0 29 1 1 1 223
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 0 0 12 0 0 0 70
Discussion 0 0 0 0 1 1 1 25
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience 0 0 0 29 0 0 0 118
Financial liberalization and adjustment: The cases of Chile and New Zealand 0 0 0 70 0 0 0 183
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 0 0 2 17 0 1 3 78
Forecasting inflation with thick models and neural networks 0 0 1 79 0 0 3 566
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 2 15 1 1 4 65
Income growth and inequality: The threshold effects of trade and financial openness 1 1 1 50 2 6 11 168
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 0 0 2 228
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 0 1 186
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 16 0 0 0 122
Inflation targeting, learning and Q volatility in small open economies 0 0 1 57 0 0 2 190
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 26 0 0 0 111
Irrepressible monetarist conclusions from a non-monetarist model 0 0 1 7 0 0 1 67
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 0 2 87
Learning and the monetary policy strategy of the European Central Bank 0 0 1 26 0 0 1 109
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 2 2 2 59
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 0 1 1 29
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 2 11 0 0 4 44
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 0 0 104
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 1 10 3 3 4 36
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 1 1 1 13 1 1 1 89
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 0 1 43 0 0 2 170
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 1 1 3 1,394
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 0 1 1 2 2 11
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 1 5 217 1 3 8 672
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 0 0 37 0 3 3 135
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 0 0 24 1 1 3 106
Regional capital mobility in China: Economic reform with limited financial integration 0 0 1 37 0 0 4 189
Special issue on international financial markets and the macroeconomy 0 0 0 78 0 0 1 193
Sudden stops in the Euro Area: Does monetary union matter? 0 1 3 18 1 2 8 55
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 0 86 0 0 0 389
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 1 65 0 1 3 757
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 1 1 1 19
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 0 0 0 156
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 0 1 1 47
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 1 14 0 0 6 81
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 0 1 4 123
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 1 25 0 0 3 122
Total Journal Articles 2 6 31 1,544 18 40 111 8,592
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 3 20 259
Neural Networks in Finance 0 0 3 19 1 1 9 108
Total Books 0 0 3 19 2 4 29 367


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 0 0 1 5
Total Chapters 0 0 0 0 0 0 1 5


Statistics updated 2025-03-03