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 1 2 11 205
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 2 5 9 289
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 0 607 0 0 5 2,464
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 1 2 1,012 0 2 14 3,072
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 0 2 1 3 7 83
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 0 41 0 3 10 161
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 1 227 2 7 16 918
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 1 1 8 166
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 156 0 2 8 443
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 65 1 2 7 310
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 0 2 8 126
Financial Contagion in China, Real Estate Markets, and Regulatory Intervention 0 0 7 20 9 15 70 88
Financial liberation and adjustment in Chile and New Zealand 0 0 0 46 0 0 1 366
Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe 0 0 0 36 1 5 15 85
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 0 0 0 39 2 2 7 147
Forecasting inflation with thick models and neural networks 0 0 0 255 0 4 17 1,407
Income Inequality, Trade and Financial Openness 0 0 1 158 3 7 13 295
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 0 1 6 189
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 2 2 8 140
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 49 4 5 11 156
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 2 6 17 193
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 3 5 12 190
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 0 0 0 14 1 4 10 39
Optimal policy rules at home, crisis and quantitative easing abroad 0 0 0 39 1 1 6 72
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 0 11 6 9 18 68
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 208 5 8 19 1,729
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 0 9 16 401
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS 0 0 0 0 2 4 8 421
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 0 2 7 908
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 67 6 7 11 200
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 0 0 3 129 1 2 12 257
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 0 101 3 5 14 727
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 1 4 10 1,363
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 0 1 8 279
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 2 3 9 316
Volatility spillovers and capital buffers among the G-SIBs 0 0 1 23 4 6 12 43
Total Working Papers 0 1 15 4,141 66 146 440 18,316


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 1 2 84
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 21 0 0 5 69
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 0 15 251 4 7 74 723
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 2 2 11 118
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 1 34 2 2 5 124
Deciphering the Message in Japanese Deflation Dynamics 0 0 0 29 3 3 8 231
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 0 0 12 0 0 7 77
Discussion 0 0 0 0 1 1 3 28
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience 0 0 0 29 1 1 4 122
Financial liberalization and adjustment: The cases of Chile and New Zealand 0 0 0 70 3 5 8 191
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 0 0 0 17 2 4 8 87
Forecasting inflation with thick models and neural networks 0 1 1 80 0 5 17 584
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 0 16 3 3 8 74
Income growth and inequality: The threshold effects of trade and financial openness 0 0 1 51 1 6 19 188
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 1 2 10 238
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 1 3 189
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 16 0 0 6 128
Inflation targeting, learning and Q volatility in small open economies 0 0 0 57 6 7 13 203
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 26 0 1 4 115
Irrepressible monetarist conclusions from a non-monetarist model 0 0 0 7 0 0 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 0 5 92
Learning and the monetary policy strategy of the European Central Bank 0 0 1 27 0 1 8 119
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 1 2 6 66
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 0 0 7 36
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 0 11 4 5 16 60
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 5 109
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 0 10 4 4 8 44
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 0 13 2 4 9 99
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 1 2 45 4 5 13 185
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 1 1 6 1,400
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 0 1 0 1 6 17
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 1 2 5 677
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 2 5 7 142
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 0 2 26 1 1 9 116
Regional capital mobility in China: Economic reform with limited financial integration 0 0 1 38 2 2 15 205
Special issue on international financial markets and the macroeconomy 0 0 1 79 2 2 8 201
Sudden stops in the Euro Area: Does monetary union matter? 0 0 3 22 3 6 18 76
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 1 87 2 2 10 399
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 0 65 0 0 5 762
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 1 2 4 23
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 2 9 14 173
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 3 5 7 54
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 0 14 2 2 7 88
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 1 5 15 140
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 25 4 6 16 138
Total Journal Articles 0 2 30 1,576 71 123 447 9,064
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 3 7 99 360
Neural Networks in Finance 0 1 2 21 5 7 13 121
Total Books 0 1 2 21 8 14 112 481


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 5 6 15 21
Total Chapters 0 0 0 0 5 6 15 21


Statistics updated 2026-05-06