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 3 197
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms 0 0 0 87 0 2 2 282
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms 0 0 0 607 0 1 2 2,460
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm 0 1 1 1,011 1 6 8 3,064
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 3 3 4 154
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? 0 0 2 227 1 2 5 905
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? 0 0 0 0 1 1 2 159
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 1 156 1 1 6 437
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies 0 0 0 65 1 1 4 304
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models 0 0 0 24 0 1 2 120
Financial Contagion in China, Real Estate Markets, and Regulatory Intervention 0 1 17 17 6 11 41 42
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 3 3 3 73
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes 0 0 1 39 0 1 3 141
Forecasting inflation with thick models and neural networks 0 0 0 255 2 3 11 1,394
Income Inequality, Trade and Financial Openness 0 1 2 158 0 2 8 286
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 43 2 2 3 185
Inflation Targeting and Q Volatility in Small Open Economies 0 0 0 36 1 1 2 133
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 1 49 0 2 4 147
Inflation Targeting, Learning and Q Volatility in Small Open Economies 0 0 0 0 2 3 6 180
Need Singapore Fear Floating? A DSGE-VAR Approach 0 0 0 89 2 2 3 180
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China 0 0 1 14 1 1 4 30
Optimal policy rules at home, crisis and quantitative easing abroad 0 0 1 39 1 2 5 69
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines 0 0 0 11 3 3 8 57
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark 0 0 0 208 3 3 4 1,713
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? 0 0 0 79 1 1 1 386
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 2 903
Structural Change and Counterfactual Inflation-Targeting in Hong Kong 0 0 0 67 1 1 1 190
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area 1 1 4 129 3 5 17 253
The Money-Age Distribution: Empirical Facts and Limited Monetary Models 0 0 1 101 2 4 9 719
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 0 0 0 339 2 3 5 1,356
The money-age distribution: Empirical facts and economic modelling 0 0 0 62 0 1 6 274
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 0 0 0 40 0 1 2 308
Volatility spillovers and capital buffers among the G-SIBs 0 0 2 23 1 1 6 35
Total Working Papers 1 4 36 4,137 46 77 193 17,990


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 0 4 66
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm 0 13 16 250 0 49 68 709
Central Bank Learning and Taylor Rules with Sticky Import Prices 0 0 0 26 3 3 4 111
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? 0 1 1 34 0 1 2 120
Deciphering the Message in Japanese Deflation Dynamics 0 0 0 29 0 1 2 224
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú 0 0 0 12 0 1 1 71
Discussion 0 0 0 0 0 1 2 26
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 0 17 1 1 3 80
Forecasting inflation with thick models and neural networks 0 0 0 79 2 3 5 571
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES 0 0 1 16 0 2 5 69
Income growth and inequality: The threshold effects of trade and financial openness 0 0 2 51 0 4 15 177
Indexation and Inflationary Inertia: Brazil 1964-1985 0 0 0 0 3 3 6 234
Indexation and Stabilization: Theory and Experience 0 0 0 0 0 1 2 188
Indexing, exchange rate policy and inflationary feedback effects in Latin America 0 0 0 16 0 1 3 125
Inflation targeting, learning and Q volatility in small open economies 0 0 0 57 1 1 3 193
Inventory management and economic instability in high inflation economies: A macrodynamic simulation 0 0 0 26 0 0 1 112
Irrepressible monetarist conclusions from a non-monetarist model 0 0 0 7 1 1 2 69
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 2 89
Learning and the monetary policy strategy of the European Central Bank 0 1 1 27 0 2 5 114
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG 0 0 0 9 0 0 4 61
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN 0 0 0 6 0 0 2 30
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China 0 0 0 11 0 2 3 47
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 3 107
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis 0 0 0 10 0 1 4 37
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan 0 0 1 13 0 1 3 91
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? 0 0 1 44 1 1 5 175
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 0 0 0 0 1 2 4 1,397
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China 0 0 0 1 1 3 5 14
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 1 217 0 1 5 674
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations 0 1 1 38 0 1 4 136
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound 0 1 1 25 2 4 6 111
Regional capital mobility in China: Economic reform with limited financial integration 0 0 0 37 3 3 5 194
Special issue on international financial markets and the macroeconomy 0 0 1 79 1 2 3 196
Sudden stops in the Euro Area: Does monetary union matter? 0 1 5 22 0 1 13 66
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models 0 0 0 86 1 1 1 390
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea 0 0 0 65 0 1 5 761
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms 0 0 0 3 0 1 2 20
The money-age distribution: Empirical facts and the limits of three monetary models 0 0 0 43 0 2 6 162
Time Series Evidence Bearing on Crude Theories of Regional Growth 0 0 0 1 1 1 2 48
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? 0 0 0 14 1 1 1 82
WAS THE GOLD STANDARD REALLY DESTABILIZING? 0 0 0 0 2 3 8 130
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market 0 0 0 25 5 6 6 128
Total Journal Articles 0 18 32 1,570 31 116 236 8,788
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 86 93 349
Neural Networks in Finance 0 0 1 20 2 2 5 112
Total Books 0 0 1 20 4 88 98 461


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 2 3 4 9
Total Chapters 0 0 0 0 2 3 4 9


Statistics updated 2025-12-06