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 10 205
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 0 0 10 290
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 0 607 3 6 12 2,471
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 0 2 1,012 0 0 14 3,072
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 0 2 1 2 9 85
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 0 41 1 1 11 162
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 0 227 1 1 16 919
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 0 0 8 166
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 65 0 0 8 311
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 156 0 1 9 445
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 0 0 7 126
Financial Contagion in China, Real Estate Markets, and Regulatory Intervention 0 1 5 21 6 8 69 100
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 0 0 16 86
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 0 0 0 39 0 0 7 147
Forecasting inflation with thick models and neural networks 0 0 0 255 1 2 18 1,409
Income Inequality, Trade and Financial Openness 0 0 1 158 0 1 12 296
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 0 0 8 140
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 0 0 6 189
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 49 0 0 11 156
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 0 0 16 193
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 1 1 14 192
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 0 0 0 14 0 0 12 41
Optimal policy rules at home, crisis and quantitative easing abroad 0 0 0 39 0 0 5 72
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 1 1 12 1 3 17 71
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 208 0 0 19 1,729
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 1 1 19 404
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS 0 0 0 0 0 0 10 423
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 0 0 7 909
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 67 2 2 13 202
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 1 1 2 130 2 2 12 260
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 0 101 0 1 13 728
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 0 0 10 1,363
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 2 2 8 281
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 0 0 9 316
Volatility spillovers and capital buffers among the G-SIBs 0 0 0 23 1 1 11 45
Total Working Papers 1 3 11 4,144 23 35 457 18,370


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 2 84
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 21 1 1 5 71
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 0 14 251 0 1 66 726
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 0 1 11 119
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 1 34 0 3 9 128
Deciphering the Message in Japanese Deflation Dynamics 0 0 0 29 1 3 11 234
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 0 0 12 0 1 8 78
Discussion 0 0 0 0 0 0 3 28
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience 0 0 0 29 0 1 5 123
Financial liberalization and adjustment: The cases of Chile and New Zealand 0 0 0 70 0 1 9 192
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 0 0 0 17 0 1 9 88
Forecasting inflation with thick models and neural networks 0 0 1 80 1 1 18 586
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 0 16 0 0 7 74
Income growth and inequality: The threshold effects of trade and financial openness 0 0 0 51 0 0 16 189
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 1 2 9 240
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 0 2 189
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 16 0 1 5 129
Inflation targeting, learning and Q volatility in small open economies 0 0 0 57 1 1 12 204
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 26 0 0 3 115
Irrepressible monetarist conclusions from a non-monetarist model 0 0 0 7 0 1 3 71
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 1 1 8 95
Learning and the monetary policy strategy of the European Central Bank 0 0 1 27 0 1 8 120
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 0 0 5 66
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 1 1 7 37
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 0 11 1 1 16 61
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 3 109
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 0 10 0 0 8 44
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 0 13 0 0 9 99
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 0 1 45 1 1 13 187
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 0 0 7 1,402
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 0 1 0 1 8 19
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 0 0 4 677
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 0 0 7 142
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 0 2 26 0 0 10 117
Regional capital mobility in China: Economic reform with limited financial integration 0 0 1 38 0 1 15 206
Special issue on international financial markets and the macroeconomy 0 0 0 79 0 0 7 201
Sudden stops in the Euro Area: Does monetary union matter? 1 2 3 24 1 4 16 81
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 1 87 0 1 11 400
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 0 65 0 1 3 763
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 1 2 6 25
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 0 2 17 177
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 0 0 7 54
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 0 14 2 2 9 90
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 0 0 14 141
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 25 0 0 16 138
Total Journal Articles 1 2 26 1,578 13 38 447 9,119
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 0 2 100 363
Neural Networks in Finance 0 0 1 21 0 0 11 121
Total Books 0 0 1 21 0 2 111 484


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 1 1 17 23
Total Chapters 0 0 0 0 1 1 17 23


Statistics updated 2026-09-10