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 1 3 7 181
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 83 1 4 7 262
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 1 1 2 603 2 4 12 2,439
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 1 2 5 1,003 3 10 19 3,024
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function 0 0 0 0 3 4 6 64
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? 0 0 0 40 1 2 2 145
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 0 223 1 1 1 895
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 1 1 4 152
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 155 1 2 4 421
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 62 1 2 6 290
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 3 5 7 109
Financial liberation and adjustment in Chile and New Zealand 0 0 0 41 1 3 6 347
Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe 0 0 0 36 1 6 7 61
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 0 0 1 36 1 1 4 130
Forecasting inflation with thick models and neural networks 0 0 1 250 2 4 9 1,351
Income Inequality, Trade and Financial Openness 2 2 6 131 4 11 23 200
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 42 1 2 4 180
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 1 1 3 128
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 46 2 4 4 135
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 1 3 5 165
Need Singapore Fear Floating? A DSGE-VAR Approach 1 1 2 81 2 4 11 147
Optimal policy rules at home, crisis and quantitative easing abroad 1 1 1 35 2 3 8 46
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 3 3 2 4 10 16
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 205 1 1 7 1,702
Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes 0 0 0 146 2 5 9 497
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 1 2 3 382
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS 0 0 0 0 1 2 3 402
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets 0 0 0 0 1 3 3 896
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 64 1 2 2 178
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 0 4 10 103 2 7 18 183
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 0 97 2 4 13 678
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 1 339 2 2 5 1,348
The money-age distribution: Empirical facts and economic modelling 0 0 2 60 1 2 9 243
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 39 1 3 3 299
Total Working Papers 6 11 34 4,099 53 117 244 17,696


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 1 1 2 75
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE 0 0 0 15 1 1 3 45
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 1 5 202 2 4 14 567
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 25 1 3 4 103
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 0 1 30 2 5 8 109
Deciphering the Message in Japanese Deflation Dynamics 0 0 1 28 3 4 11 185
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 0 1 12 1 1 4 62
Discussion 0 0 0 0 2 2 2 23
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience 0 0 1 25 3 6 9 104
Financial liberalization and adjustment: The cases of Chile and New Zealand 0 0 0 70 1 1 7 176
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan 1 1 2 11 3 6 13 57
Forecasting inflation with thick models and neural networks 0 0 1 58 5 5 20 494
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 1 4 9 1 2 14 36
Income growth and inequality: The threshold effects of trade and financial openness 1 3 5 26 6 11 21 81
Indexa ‹o, pol’tica de taxa cambial e efeitos da realimenta ‹o inflacion‡ria na america latina 0 0 0 0 2 2 3 3
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 2 2 6 219
Indexation and Stabilization: Theory and Experience 0 0 0 0 2 2 2 181
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 15 2 3 6 112
Inflation targeting, learning and Q volatility in small open economies 0 0 0 53 2 4 11 173
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 25 3 3 4 107
Irrepressible monetarist conclusions from a non-monetarist model 0 0 0 6 2 2 2 61
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 2 4 84
Learning and the monetary policy strategy of the European Central Bank 0 0 1 22 3 4 5 100
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 1 8 1 2 5 51
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 3 1 1 2 15
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 1 2 3 94
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 0 4 2 3 4 21
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 0 11 1 3 4 84
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 0 3 33 3 7 17 134
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 1 3 6 1,366
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 4 201 1 3 12 629
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 33 1 3 7 121
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 2 3 18 1 5 12 77
Regional capital mobility in China: Economic reform with limited financial integration 0 1 1 34 0 4 4 167
Special issue on international financial markets and the macroeconomy 0 1 2 78 1 3 9 188
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 0 84 1 2 3 380
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 1 62 1 1 6 743
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 2 2 3 4 14
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 36 1 2 8 135
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 1 1 1 44
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 1 2 1 6 19 30
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 1 1 5 104
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 23 1 5 6 107
Total Journal Articles 2 11 41 1,313 74 136 312 7,661


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 11 36 119
Neural Networks in Finance 0 0 4 7 2 5 17 44
Total Books 0 0 4 7 4 16 53 163


Statistics updated 2020-01-03