Access Statistics for Paul McNelis

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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 2 2 3 176
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 83 1 2 5 258
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 2 602 2 4 11 2,433
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 1 3 1,000 3 4 13 3,013
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 0 0 0 0 3 60
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 0 40 0 0 0 143
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 0 223 0 0 1 894
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 1 1 4 149
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 1 155 0 1 5 419
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 1 62 0 0 4 286
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 0 0 2 104
Financial liberation and adjustment in Chile and New Zealand 0 0 0 41 1 1 3 344
Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe 0 0 0 36 0 0 3 55
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 0 0 1 36 0 1 2 128
Forecasting inflation with thick models and neural networks 0 1 2 250 0 1 8 1,347
Income Inequality, Trade and Financial Openness 0 0 8 129 3 3 19 188
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 42 0 0 2 178
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 0 0 3 126
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 46 0 0 0 131
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 0 0 0 160
Need Singapore Fear Floating? A DSGE-VAR Approach 0 1 1 80 1 5 13 143
Optimal policy rules at home, crisis and quantitative easing abroad 0 0 1 34 1 1 6 42
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 3 3 1 1 8 12
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 205 0 4 7 1,700
Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes 0 0 0 146 0 1 2 490
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 1 79 1 1 3 380
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS 0 0 0 0 0 0 4 400
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 0 0 1 893
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 64 0 0 1 176
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 0 1 14 96 0 1 29 172
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 0 97 2 2 12 673
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 1 1 1 339 1 1 3 1,346
The money-age distribution: Empirical facts and economic modelling 0 0 1 59 1 1 6 238
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 39 0 0 1 296
Total Working Papers 1 5 40 4,083 21 38 187 17,553


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 1 17 0 0 1 74
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 15 0 1 3 44
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 1 8 201 0 3 15 560
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 25 0 0 0 99
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 2 30 0 0 3 103
Deciphering the Message in Japanese Deflation Dynamics 0 0 2 28 0 0 15 180
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 1 1 12 0 2 3 61
Discussion 0 0 0 0 0 0 0 21
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience 0 0 1 25 0 0 4 98
Financial liberalization and adjustment: The cases of Chile and New Zealand 0 0 0 70 1 4 5 174
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 0 0 1 10 0 1 13 51
Forecasting inflation with thick models and neural networks 1 1 1 58 2 4 17 487
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 4 8 2 3 19 33
Income growth and inequality: The threshold effects of trade and financial openness 0 1 3 23 1 2 16 68
Indexa ‹o, pol’tica de taxa cambial e efeitos da realimenta ‹o inflacion‡ria na america latina 0 0 0 0 0 0 1 1
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 0 1 5 217
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 0 0 179
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 15 1 1 7 108
Inflation targeting, learning and Q volatility in small open economies 0 0 0 53 1 1 6 166
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 25 0 0 1 104
Irrepressible monetarist conclusions from a non-monetarist model 0 0 0 6 0 0 1 59
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 82
Learning and the monetary policy strategy of the European Central Bank 0 0 1 22 0 0 1 96
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 1 8 1 1 3 48
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 1 3 0 0 5 14
Macroeconomic policy games and asset-price volatility in the EMS: a linear quadratic control analysis of France, Germany, Italy and Spain 0 0 1 21 0 0 1 92
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 0 4 0 0 1 18
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 0 11 0 0 1 81
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 1 5 33 1 2 15 125
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 0 0 3 1,363
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 6 200 0 0 14 625
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 1 1 33 1 3 4 118
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 0 1 16 0 0 12 72
Regional capital mobility in China: Economic reform with limited financial integration 0 0 0 33 0 0 0 163
Special issue on international financial markets and the macroeconomy 0 0 1 77 2 3 6 185
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 2 84 0 1 3 378
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 1 1 1 62 2 3 6 742
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 2 0 0 1 11
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 36 1 5 7 133
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 0 0 0 43
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 1 1 0 1 21 21
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 1 2 6 103
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 23 0 0 3 102
Total Journal Articles 2 7 46 1,301 17 44 250 7,502


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 3 7 31 103
Neural Networks in Finance 0 0 3 6 1 2 17 37
Total Books 0 0 3 6 4 9 48 140


Statistics updated 2019-09-09