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Details about Paul McNelis

E-mail:
Homepage:https://sites.google.com/site/pdmcnelisfordham/
Phone:212 636 6186
Postal address:Department of Finance, Gabelli School of Business Fordham University Martino Hall 45 Columbus Ave. New York, New York 10023
Workplace:Graduate School of Business, Fordham University, (more information at EDIRC)

Access statistics for papers by Paul McNelis.

Last updated 2017-06-30. Update your information in the RePEc Author Service.

Short-id: pmc2


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Working Papers

2016

  1. Optimal policy rules at home, crisis and quantitative easing abroad
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads

2014

  1. Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe
    Working Papers, Hong Kong Institute for Monetary Research Downloads
  2. Income Inequality, Trade and Financial Openness
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads View citations (5)
  3. TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (7)

2010

  1. Need Singapore Fear Floating? A DSGE-VAR Approach
    Working Papers, Singapore Management University, School of Economics Downloads View citations (2)

2009

  1. Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2008) Downloads
  2. Structural Change and Counterfactual Inflation-Targeting in Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)

2007

  1. The Money-Age Distribution: Empirical Facts and Limited Monetary Models
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) Downloads

    See also Journal Article in Journal of Macroeconomics (2011)

2006

  1. Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes
    Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne Downloads
  2. Inflation Targeting, Learning and Q Volatility in Small Open Economies
    Computing in Economics and Finance 2006, Society for Computational Economics
    Also in Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2006) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2007)
  3. Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2005

  1. Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2004

  1. A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics
    Working Papers, Hong Kong Institute for Monetary Research Downloads
  2. Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models
    Working Papers, Hong Kong Institute for Monetary Research Downloads
  3. Forecasting inflation with thick models and neural networks
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in Economic Modelling (2005)
  4. Inflation Targeting and Q Volatility in Small Open Economies
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) Downloads

2002

  1. CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY?
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    Also in Computing in Economics and Finance 2002, Society for Computational Economics (2002)

2001

  1. Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy?
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads

2000

  1. STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS
    Computing in Economics and Finance 2000, Society for Computational Economics

1998

  1. Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm
    GE, Growth, Math methods, EconWPA Downloads View citations (8)
    See also Journal Article in Journal of Economic Dynamics and Control (2001)
  2. Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark
    International Finance, EconWPA Downloads

1997

  1. Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms
    Macroeconomics, EconWPA Downloads
    Also in Computing in Economics and Finance 1997, Society for Computational Economics Downloads

1996

  1. Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets
    Department of Economics - Working Papers Series, The University of Melbourne View citations (1)

1993

  1. The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations (5)

1992

  1. Financial liberation and adjustment in Chile and New Zealand
    Policy Research Working Paper Series, The World Bank Downloads

1991

  1. Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82
    Policy Research Working Paper Series, The World Bank Downloads

1986

  1. Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads View citations (4)

Journal Articles

2016

  1. Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan
    Journal of Financial Stability, 2016, 27, (C), 122-136 Downloads
  2. Income growth and inequality: The threshold effects of trade and financial openness
    Economic Modelling, 2016, 58, (C), 403-412 Downloads
  3. Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound
    Journal of International Money and Finance, 2016, 69, (C), 135-150 Downloads View citations (1)

2014

  1. Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management?
    Journal of Asian Economics, 2014, 30, (C), 63-81 Downloads View citations (1)

2013

  1. ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE
    Macroeconomic Dynamics, 2013, 17, (07), 1496-1518 Downloads View citations (2)
  2. Regional capital mobility in China: Economic reform with limited financial integration
    Journal of International Money and Finance, 2013, 37, (C), 493-503 Downloads View citations (6)
  3. WAS THE GOLD STANDARD REALLY DESTABILIZING?
    Journal of Applied Econometrics, 2013, 28, (2), 231-249 View citations (3)
  4. Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market
    Pacific-Basin Finance Journal, 2013, 22, (C), 37-49 Downloads View citations (3)

2012

  1. MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG
    Pacific Economic Review, 2012, 17, (2), 304-325 Downloads View citations (1)
  2. MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-29 Downloads

2011

  1. The money-age distribution: Empirical facts and the limits of three monetary models
    Journal of Macroeconomics, 2011, 33, (3), 390-405 Downloads View citations (3)
    See also Working Paper (2007)

2008

  1. Special issue on international financial markets and the macroeconomy
    International Journal of Finance & Economics, 2008, 13, (1), 1-1 Downloads

2007

  1. Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?
    Journal of International Money and Finance, 2007, 26, (6), 865-886 Downloads
  2. Inflation targeting, learning and Q volatility in small open economies
    Journal of Economic Dynamics and Control, 2007, 31, (11), 3699-3722 Downloads
    See also Working Paper (2006)

2006

  1. Central Bank Learning and Taylor Rules with Sticky Import Prices
    Computational Economics, 2006, 28, (2), 155-175 Downloads
  2. 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
    International Journal of Forecasting, 2006, 22, (2), 407-408 Downloads

2005

  1. Forecasting inflation with thick models and neural networks
    Economic Modelling, 2005, 22, (5), 848-867 Downloads View citations (10)
    See also Working Paper (2004)

2004

  1. Deciphering the Message in Japanese Deflation Dynamics
    Asian Economic Papers, 2004, 3, (2), 49-70 Downloads View citations (1)
  2. Learning and the monetary policy strategy of the European Central Bank
    Journal of International Money and Finance, 2004, 23, (7-8), 997-1010 Downloads View citations (3)

2002

  1. Macroeconomic policy games and asset-price volatility in the EMS: a linear quadratic control analysis of France, Germany, Italy and Spain
    Economic Modelling, 2002, 19, (1), 1-24 Downloads

2001

  1. Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
    Journal of Economic Dynamics and Control, 2001, 25, (9), 1273-1303 Downloads View citations (16)
    See also Working Paper (1998)

1998

  1. The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models
    International Journal of Finance & Economics, 1998, 3, (3), 217-28 Downloads View citations (2)

1996

  1. Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú
    Revista Economía, 1996, (37-38), 67-92 Downloads

1995

  1. Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan
    Journal of Economic Dynamics and Control, 1995, 19, (5-7), 1091-1111 Downloads

1994

  1. Japanese monetary policy: edited by Kenneth J. Singleton (University of Chicago Press, for the National Bureau of Economic Research, 1993), 195 pages
    Journal of Asian Economics, 1994, 5, (2), 291-294 Downloads

1993

  1. Financial liberalization and adjustment: The cases of Chile and New Zealand
    Journal of International Money and Finance, 1993, 12, (3), 249-277 Downloads View citations (3)
  2. Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88
    Economic Inquiry, 1993, 31, (2), 262-73 View citations (5)

1992

  1. Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis
    Monetary and Economic Studies, 1992, 10, (2), 79-106 Downloads View citations (1)

1991

  1. The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms
    Revista Brasileira de Economia - RBE, 1991, 45, (2) Downloads

1990

  1. A diagnostic check for model specification: An application to the yen-dollar exchange rate
    Economics Letters, 1990, 33, (1), 69-73 Downloads
  2. Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience
    Journal of International Money and Finance, 1990, 9, (1), 41-59 Downloads View citations (10)

1989

  1. Indexation and Inflationary Inertia: Brazil 1964-1985
    World Bank Economic Review, 1989, 3, (3), 339-57 View citations (2)
  2. The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea
    The Review of Economics and Statistics, 1989, 71, (3), 491-99 Downloads View citations (2)

1988

  1. Indexation and Stabilization: Theory and Experience
    World Bank Research Observer, 1988, 3, (2), 157-69
  2. Inventory management and economic instability in high inflation economies: A macrodynamic simulation
    Journal of Policy Modeling, 1988, 10, (2), 229-247 Downloads

1987

  1. Discussion
    World Development, 1987, 15, (8), 1145-1145 Downloads
  2. Indexing, exchange rate policy and inflationary feedback effects in Latin America
    World Development, 1987, 15, (8), 1107-1117 Downloads View citations (6)

1982

  1. Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations
    The Review of Economics and Statistics, 1982, 64, (2), 296-306 Downloads View citations (5)

1980

  1. Irrepressible monetarist conclusions from a non-monetarist model
    Journal of Monetary Economics, 1980, 6, (1), 121-127 Downloads
  2. Time Series Evidence Bearing on Crude Theories of Regional Growth
    Land Economics, 1980, 56, (2), 238-248 Downloads View citations (3)

Books

2008

  1. Computational Macroeconomics for the Open Economy, vol 1
    MIT Press Books, The MIT Press View citations (32)

2004

  1. Neural Networks in Finance
    Elsevier Monographs, Elsevier Downloads View citations (1)
 
Page updated 2017-08-22