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 0 0 2 194
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 1 2 2 279
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 2 607 0 0 4 2,458
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 0 2 1,010 0 0 2 3,054
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 0 1 0 0 1 75
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 0 40 0 0 0 150
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 0 225 0 0 0 900
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 0 0 1 65 0 0 1 300
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 155 0 0 0 431
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 0 0 0 117
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 0 38 0 0 0 138
Forecasting inflation with thick models and neural networks 1 1 2 255 1 1 7 1,383
Income Inequality, Trade and Financial Openness 1 1 2 156 2 3 6 274
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 0 0 0 182
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 0 0 1 131
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 48 0 0 0 143
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 0 0 0 174
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 0 0 0 177
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 0 0 3 13 0 0 4 25
Optimal policy rules at home, crisis and quantitative easing abroad 0 1 1 38 0 1 3 62
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 1 11 0 0 5 48
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 1 385
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 2 125 0 3 5 236
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 1 100 0 2 5 707
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 0 0 0 1,351
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 0 0 2 268
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 0 0 1 306
Total Working Papers 2 4 17 4,080 4 12 53 17,752


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 0 81
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 1 21 0 0 1 62
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 0 4 232 0 2 9 637
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 0 0 0 106
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 0 0 2 222
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 0 24
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 1 183
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 0 0 1 16 0 0 5 76
Forecasting inflation with thick models and neural networks 0 0 6 79 1 1 13 566
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 1 14 0 1 2 63
Income growth and inequality: The threshold effects of trade and financial openness 0 0 0 49 1 1 6 160
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 0 0 0 226
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 0 0 185
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 2 189
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 0 6 0 0 0 66
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 1 2 87
Learning and the monetary policy strategy of the European Central Bank 0 0 0 25 0 0 0 108
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 0 0 0 57
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 0 0 0 28
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 2 10 0 1 5 43
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 0 9 0 0 0 32
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 0 12 0 0 0 88
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 0 1 42 0 0 2 168
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 0 0 6 1,393
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 1 1 0 0 1 9
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 2 214 0 1 3 667
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 37 0 0 1 132
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 0 1 24 0 0 1 103
Regional capital mobility in China: Economic reform with limited financial integration 0 0 0 36 0 0 4 187
Special issue on international financial markets and the macroeconomy 0 0 0 78 0 0 0 192
Sudden stops in the Euro Area: Does monetary union matter? 0 1 2 17 0 1 8 53
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 0 86 0 0 1 389
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 0 64 0 0 1 755
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 0 0 0 18
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 0 0 1 156
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 0 0 0 46
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 1 1 3 14 1 3 8 79
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 0 1 3 120
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 1 25 0 0 3 122
Total Journal Articles 1 3 28 1,525 3 13 91 8,521
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 6 23 250
Neural Networks in Finance 0 2 3 18 0 2 11 105
Total Books 0 2 3 18 2 8 34 355


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 2 5
Total Chapters 0 0 0 0 0 0 2 5


Statistics updated 2024-09-04