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 1 195
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 0 0 1 280
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 0 607 0 0 1 2,459
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 0 0 1,010 0 0 4 3,058
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 1 2 0 0 1 76
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 1 41 0 0 1 151
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 1 2 227 0 1 3 903
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 0 0 1 158
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 1 156 0 0 5 436
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 65 0 0 3 303
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 1 1 2 119
Financial Contagion in China, Real Estate Markets, and Regulatory Intervention 0 1 16 16 2 8 31 31
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 0 0 1 39 0 0 2 140
Forecasting inflation with thick models and neural networks 0 0 0 255 0 0 8 1,391
Income Inequality, Trade and Financial Openness 0 0 1 157 1 1 10 284
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 0 0 1 132
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 0 0 1 183
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 1 1 3 177
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 1 49 0 0 2 145
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 0 0 1 178
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 0 0 1 14 0 0 4 29
Optimal policy rules at home, crisis and quantitative easing abroad 0 0 1 39 1 1 5 67
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 0 11 1 4 6 54
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 208 0 0 1 1,710
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 0 413
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 1 1 1 902
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 3 128 0 2 12 248
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 1 101 0 1 8 715
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 0 0 2 1,353
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 1 1 5 273
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 0 0 1 307
Volatility spillovers and capital buffers among the G-SIBs 0 1 2 23 0 2 6 34
Total Working Papers 0 4 32 4,133 9 24 133 17,913


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 0 0 1 82
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 21 0 2 4 66
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 1 5 237 1 10 23 660
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 1 1 2 108
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 0 33 0 0 1 119
Deciphering the Message in Japanese Deflation Dynamics 0 0 0 29 0 0 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 0 0 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 1 17 0 0 3 79
Forecasting inflation with thick models and neural networks 0 0 0 79 0 1 2 568
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 2 16 1 1 4 67
Income growth and inequality: The threshold effects of trade and financial openness 0 1 2 51 1 4 13 173
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 0 2 5 231
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 1 2 187
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 16 0 1 2 124
Inflation targeting, learning and Q volatility in small open economies 0 0 0 57 0 0 3 192
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 26 0 1 1 112
Irrepressible monetarist conclusions from a non-monetarist model 0 0 1 7 1 1 2 68
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 0 87
Learning and the monetary policy strategy of the European Central Bank 0 0 1 26 0 1 4 112
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 1 1 4 61
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 0 1 2 30
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 1 11 0 1 2 45
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 1 2 106
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 1 10 0 0 4 36
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 1 13 0 0 2 90
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 1 2 44 0 2 6 174
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 0 1 2 1,395
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 0 1 0 0 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 0 3 217 0 0 6 673
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 0 3 135
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 0 0 24 0 0 4 107
Regional capital mobility in China: Economic reform with limited financial integration 0 0 1 37 0 0 4 191
Special issue on international financial markets and the macroeconomy 0 1 1 79 0 1 2 194
Sudden stops in the Euro Area: Does monetary union matter? 0 2 4 21 1 6 12 65
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 1 2 5 760
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 0 0 1 19
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 1 1 4 160
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 0 0 1 47
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 0 14 0 0 2 81
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 0 2 7 127
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 25 0 0 0 122
Total Journal Articles 0 6 27 1,552 9 45 151 8,672
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 2 2 13 263
Neural Networks in Finance 1 1 2 20 2 2 5 110
Total Books 1 1 2 20 4 4 18 373


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 6
Total Chapters 0 0 0 0 0 0 1 6


Statistics updated 2025-09-05