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Paul McNelis

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gabriel Fagan & Paul McNelis, 2014. "TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp465, IIIS, revised Dec 2014.

    Cited by:

    1. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019. "Capital flows in the euro area and TARGET2 balances," Discussion Papers 24/2019, Deutsche Bundesbank.
    2. Fagan, Gabriel & McNelis, Paul D., 2020. "Sudden stops in the Euro Area: Does monetary union matter?," Journal of International Money and Finance, Elsevier, vol. 108(C).
    3. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    4. Ioannou Demosthenes & Pagliari Maria Sole & Stracca Livio, 2020. "The international dimension of a fragile EMU," Working papers 795, Banque de France.
    5. Scheubel, Beatrice & Stracca, Livio, 2019. "What do we know about the global financial safety net? A new comprehensive data set," Journal of International Money and Finance, Elsevier, vol. 99(C).
    6. Timmer , Yannick, 2015. "TARGET2 balances and the adjustment of capital flows in the Euro area," European Economic Letters, European Economics Letters Group, vol. 4(1), pages 15-19.
    7. Philip R. Lane, 2014. "International Financial Flows and the Irish Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 15(02), pages 14-19, April.
    8. Corbisiero, Giuseppe, 2022. "Bank lending, collateral, and credit traps in a monetary union," European Economic Review, Elsevier, vol. 144(C).
    9. Bettendorf, Timo & Jochem, Axel, 2021. "What drives the German TARGET balances? Evidence from a BVAR approach," Discussion Papers 12/2021, Deutsche Bundesbank.
    10. Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022. "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series 295, European Central Bank.
    11. Philip R. Lane, 2015. "Macro-Financial Stability under EMU," Trinity Economics Papers tep0615, Trinity College Dublin, Department of Economics.
    12. Scheubel, Beatrice & Herrala, Risto & Stracca, Livio, 2016. "What do we know about the global financial safety net? Data, rationale and possible evolution," VfS Annual Conference 2016 (Augsburg): Demographic Change 145676, Verein für Socialpolitik / German Economic Association.
    13. Lena Kraus & Jürgen Beier & Bernhard Herz, 2019. "Sudden stops in a currency union – some lessons from the euro area," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 115-138, February.
    14. Philip R. Lane, 2019. "Macrofinancial Stability and the Euro," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 424-442, September.
    15. Stracca, Livio & Scheubel, Beatrice, 2016. "What do we know about the global financial safety net? Rationale, data and possible evolution," Occasional Paper Series 177, European Central Bank.
    16. Philip R. Lane, 2019. "Globalisation: A Macro-Financial Perspective," The Economic and Social Review, Economic and Social Studies, vol. 50(2), pages 249-263.
    17. Lane, Philip R., 2016. "Macro-Financial Stability Under EMU," ESRB Working Paper Series 1, European Systemic Risk Board.

  2. G. C. Lim & Paul D. McNelis, 2014. "Income Inequality, Trade and Financial Openness," Melbourne Institute Working Paper Series wp2014n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

    Cited by:

    1. Ademola Obafemi Young, 2019. "Growth Impacts of Income Inequality: Empirical Evidence From Nigeria," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 226-262, December.
    2. Lea Steininger & Michael Sigmund, 2020. "Reciprocity in bank regulatory reforms and income inequality: first evidence from a panel vector autoregression analysis," Empirical Economics, Springer, vol. 59(4), pages 1537-1572, October.
    3. José Alves, 2018. "A DSGE Model to Evaluate the Macroeconomic Impacts of Taxation," Working Papers REM 2018/62, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    4. Mindaugas Butkus & Alma Maciulyte-Sniukiene & Kristina Matuzeviciute, 2020. "Heterogeneous growth outcomes of the EU’s regional financial support mediated by institutions with some empirical evidences at NUTS 3 level," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 40(1), pages 33-66, April.
    5. Ahmed Mohamed Ezzat, 2018. "Trade Openness: An Effective tool for Poverty Alleviation or an Instrument for Increasing Poverty Severity?," Working Papers 1248, Economic Research Forum, revised 07 Nov 2018.
    6. Dorcas Gonese & Asrat Tsegaye & Forget Kapingura & Sibanesizwe Alwyn Khumalo, 2022. "Trade Openness and Income Inequality: A Case of Southern African Development Community Countries," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 10(4), pages 135-151.
    7. Dong, Fang, 2014. "The impact of economic openness on standard of living and income inequality in eight countries," Emerging Markets Review, Elsevier, vol. 21(C), pages 234-264.
    8. Stefan Jestl & Sandra M. Leitner & Sebastian Leitner, 2022. "The relative impact of different forces of globalization on wage inequality: A fresh look at the EU experience," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 1003-1037, September.
    9. Antonio N. Bojanic & LaPorchia A. Collins, 2021. "Differential effects of decentralization on income inequality: evidence from developed and developing countries," Empirical Economics, Springer, vol. 60(4), pages 1969-2004, April.
    10. João Pedro Azevedo & Mr. Antonio David & Mr. Fabiano Rodrigues Rodrigues Bastos & Emilio Pineda, 2014. "Fiscal Adjustment and Income Inequality: Sub-national Evidence from Brazil," IMF Working Papers 2014/085, International Monetary Fund.
    11. Munem Ahmad Chowdhury & Hafsa Rahman Nijhum & Kazi Mohammed Kamal Uddin, 2021. "Disintegrated Impact of Trade Openness on Income Inequality: Empirical Evidence from Bangladesh," Business and Economic Research, Macrothink Institute, vol. 11(3), pages 1-18, December.
    12. Jorge Rojas-Vallejos & Stephen Turnovsky, 2015. "Erratum to: The Consequences of Tariff Reduction for Economic Activity and Inequality," Open Economies Review, Springer, vol. 26(4), pages 601-631, September.
    13. Mert Akyuz & Ghislain Nono Gueye & Cagin Karul, 2022. "Long-run dynamics between trade liberalization and income inequality in the European Union: a second generation approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 769-792, August.
    14. Lyu, Chaofeng & Xiao, Ziheng & Pu, Yun, 2023. "Financial openness and firm exports: Evidence from Foreign-owned Banks in China," International Review of Financial Analysis, Elsevier, vol. 87(C).
    15. Dr. Ameenullah Aman & Dr. Usman Ahmad & Sumera Muhammad Saleem, 2021. "Investigating the Link Between Macroeconomic Factors and Income Inequality of Asian Countries," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 3(3), pages 376-387, December.
    16. Bucevska Vesna, 2019. "Determinants of Income Inequality in EU Candidate Countries: A Panel Analysis," Economic Themes, Sciendo, vol. 57(4), pages 397-413, December.
    17. Jorge Rojas-Vallejos & Stephen J. Turnovsky, 2017. "Tariff Reduction and Income Inequality: Some Empirical Evidence," Open Economies Review, Springer, vol. 28(4), pages 603-631, September.
    18. Pierre Monnin, 2014. "Inflation and Income Inequality in Developed Economies," Working Papers 1401, Council on Economic Policies.

  3. Hwee Kwan Chow & Paul D. McNelis, 2010. "Need Singapore Fear Floating? A DSGE-VAR Approach," Working Papers 29-2010, Singapore Management University, School of Economics.

    Cited by:

    1. Joseph D. ALBA & Wai-Mun CHIA & Donghyun PARK, 2011. "Foreign Output Shocks and Monetary Policy Regimes in Small Open Economies: A DSGE Evaluation of East Asia," Working Papers DP-2011-09, Economic Research Institute for ASEAN and East Asia (ERIA).
    2. Juan Carlos Berganza & Carmen Broto, 2011. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Working Papers 1105, Banco de España.

  4. Paul D. McNelis, 2009. "Structural Change and Counterfactual Inflation-Targeting in Hong Kong," Working Papers 232009, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Michael Cheng & Wai-Yip Alex Ho, 2009. "A Structural Investigation into the Price and Wage Dynamics in Hong Kong," Working Papers 0920, Hong Kong Monetary Authority.

  5. Burkhard Heer & Alfred Maussner & Paul D. McNelis, 2007. "The Money-Age Distribution: Empirical Facts and Limited Monetary Models," CESifo Working Paper Series 1917, CESifo.

    Cited by:

    1. Xavier Ragot, 2009. "The Case for a Financial Approach to Money Demand," 2009 Meeting Papers 474, Society for Economic Dynamics.
    2. Yaz Terajima & Jose-Victor Rios-Rull & Césaire Meh & Shutao Cao, 2013. "Demand for Liquidity and Welfare Cost of Inflation by Cohort and Age of Households," 2013 Meeting Papers 569, Society for Economic Dynamics.

  6. Bagsic, Cristeta & Paul, McNelis, 2007. "Output Gap Estimation for Inflation Forecasting: The Case of the Philippines," MPRA Paper 86789, University Library of Munich, Germany.

    Cited by:

    1. Christopher CRUZ & Claire MAPA, 2013. "An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 4(2), pages 136-150.
    2. Michal Andrle, 2013. "What Is in Your Output Gap? Unified Framework & Decomposition into Observables," IMF Working Papers 2013/105, International Monetary Fund.
    3. Evren Erdogan Cosar & Sevim Kosem & Cagri Sarikaya, 2012. "Alternatif Cikti Acigi Gostergeleri," CBT Research Notes in Economics 1222, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    4. Thitipat Chansriniyom & Mr. Natan P. Epstein & Valeriu Nalban, 2020. "The Monetary Policy Credibility Channel and the Amplification Effects in a Semi-structural Model," IMF Working Papers 2020/201, International Monetary Fund.

  7. Burkhard Heer & Alfred Maussner & Paul McNelis, 2006. "The money-age distribution: Empirical facts and economic modelling," Computing in Economics and Finance 2006 191, Society for Computational Economics.

    Cited by:

    1. Olivier Allais & Yann Algan & Edouard Challe & Xavier Ragot, 2015. "The Welfare Cost Of Inflation Risk Under Imperfect Insurance," PSE Working Papers hal-01157168, HAL.
    2. Yann Algan & Olivier Allais & Edouard Challe & Xavier Ragot, 2012. "Monetary Shocks Under Incomplete Markets," SciencePo Working papers Main hal-01169658, HAL.
    3. Mitsuru Katagiri & Hideki Konishi & Kozo Ueda, 2014. "Aging and Deflation from a Fiscal Perspective," Working Papers 1413, Waseda University, Faculty of Political Science and Economics.
    4. Shutao Cao & Césaire Meh & José-Víctor Ríos-Rull & Yaz Terajima, 2018. "The Welfare Cost of Inflation Revisited: The Role of Financial Innovation and Household Heterogeneity," Staff Working Papers 18-40, Bank of Canada.
    5. Yann Algan & Xavier Ragot, 2010. "Monetary Policy with Heterogeneous Agents and Borrowing Constraints," Sciences Po publications info:hdl:2441/3ao9avev669, Sciences Po.
    6. Heer, Burkhard & Süssmuth, Bernd, 2013. "Tax bracket creep and its effects on income distribution," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 393-408.
    7. Burkhard Heer & Alfred Maußner, 2009. "Dynamic General Equilibrium Modeling," Springer Books, Springer, number 978-3-540-85685-6, September.
    8. Chang, Wen-ya & Chen, Ying-an & Chang, Juin-jen, 2013. "Growth and welfare effects of monetary policy with endogenous fertility," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 117-130.
    9. Masaya Yasuoka, 2018. "Money and Pay-As-You-Go Pension," Economies, MDPI, vol. 6(2), pages 1-15, March.
    10. Scharrer Christian, 2021. "The effects of financing rules in pay-as-you-go pension systems on the life and the business cycle," German Economic Review, De Gruyter, vol. 22(4), pages 489-511, November.
    11. Burkhard Heer, 2007. "On the Modeling of the Income Distribution Business Cycle Dynamics," CESifo Working Paper Series 1945, CESifo.
    12. Larin, Benjamin, 2016. "Bubble-driven business cycles," Working Papers 143, University of Leipzig, Faculty of Economics and Management Science.
    13. Gozluklu, Arie & Morin, Annaïg, 2019. "Stock vs. Bond yields and demographic fluctuations," Journal of Banking & Finance, Elsevier, vol. 109(C).

  8. McAdam, Peter & McNelis, Paul, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank.

    Cited by:

    1. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Lesotho using Box-Jenkins ARIMA models," MPRA Paper 92428, University Library of Munich, Germany.
    2. Muhammad Nadim Hanif & Khurrum S. Mughal & Javed Iqbal, 2018. "A Thick ANN Model for Forecasting Inflation," SBP Working Paper Series 99, State Bank of Pakistan, Research Department.
    3. Moses Tule & Afees A. Salisu & Charles Chimeke, 2018. "You are what you eat: The role of oil price in Nigeria inflation forecast," Working Papers 040, Centre for Econometric and Allied Research, University of Ibadan.
    4. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
    5. Anna Almosova & Niek Andresen, 2023. "Nonlinear inflation forecasting with recurrent neural networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 240-259, March.
    6. Nyoni, Thabani, 2019. "ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany," MPRA Paper 92442, University Library of Munich, Germany.
    7. Barkan, Oren & Benchimol, Jonathan & Caspi, Itamar & Cohen, Eliya & Hammer, Allon & Koenigstein, Noam, 2023. "Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1145-1162.
    8. Nyoni, Thabani, 2019. "Forecasting consumer price index in Norway: An application of Box-Jenkins ARIMA models," MPRA Paper 92411, University Library of Munich, Germany.
    9. Checherita-Westphal, Cristina & Stechert, Marcel, 2021. "Household saving and fiscal policy: evidence for the euro area from a thick modelling perspective," Working Paper Series 2633, European Central Bank.
    10. Nyoni, Thabani, 2019. "Modeling and forecasting CPI in Mauritius," MPRA Paper 92423, University Library of Munich, Germany.
    11. Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
    12. Salisu, Afees A. & Isah, Kazeem O., 2018. "Predicting US inflation: Evidence from a new approach," Economic Modelling, Elsevier, vol. 71(C), pages 134-158.
    13. Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. ""Density forecasts of inflation using Gaussian process regression models"," IREA Working Papers 202210, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
    14. Mariano Matilla-Garcia & Carlos Arguello, 2005. "A hybrid approach based on neural networks and genetic algorithms to the study of profitability in the Spanish Stock Market," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 303-308.
    15. Nyoni, Thabani, 2019. "Predicting CPI in France," MPRA Paper 92416, University Library of Munich, Germany.
    16. Peter McAdam, 2007. "USA, Japan and the Euro Area: Comparing Business-Cycle Features," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 135-156.
    17. Nyoni, Thabani, 2019. "Modeling and forecasting CPI in Iran: A univariate analysis," MPRA Paper 92454, University Library of Munich, Germany.
    18. Niko Hauzenberger & Florian Huber & Karin Klieber, 2020. "Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques," Papers 2012.08155, arXiv.org, revised Dec 2021.
    19. Dieppe, Alistair & McAdam, Peter, 2006. "Monetary policy under a liquidity trap: Simulation evidence for the euro area," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 338-363, September.
    20. Hassani, Hossein & Silva, Emmanuel Sirimal, 2018. "Forecasting UK consumer price inflation using inflation forecasts," Research in Economics, Elsevier, vol. 72(3), pages 367-378.
    21. Jena, Pradyot Ranjan & Majhi, Ritanjali & Kalli, Rajesh & Managi, Shunsuke & Majhi, Babita, 2021. "Impact of COVID-19 on GDP of major economies: Application of the artificial neural network forecaster," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 324-339.
    22. Vesna Karadzic & Bojan Pejovic, 2021. "Inflation Forecasting in the Western Balkans and EU: A Comparison of Holt-Winters, ARIMA and NNAR Models," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(57), pages 517-517.
    23. Nyoni, Thabani & Mutongi, Chipo & Nyoni, Munyaradzi & Hamadziripi, Oscar Hapanyengwi, 2019. "Understanding inflation dynamics in the Kingdom of Eswatini: a univariate approach," MPRA Paper 93979, University Library of Munich, Germany.
    24. Abir HASSAN & Mahbubul Md. ALAM & Azmaine FAEIQUE, 2023. "Forecasting Monthly Inflation in Bangladesh: A Seasonal Autoregressive Moving Average (SARIMA) Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 25-43.
    25. Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
    26. M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
    27. Nyoni, Thabani, 2019. "Predicting CPI in Panama," MPRA Paper 92419, University Library of Munich, Germany.
    28. Man Wang & Kun Chen & Qin Luo & Chao Cheng, 2018. "Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model," Sustainability, MDPI, vol. 10(6), pages 1-16, May.
    29. Nyoni, Thabani, 2019. "Predicting inflation in the Kingdom of Bahrain using ARIMA models," MPRA Paper 92452, University Library of Munich, Germany.
    30. McAdam, Peter & Mestre, Ricardo, 2008. "Evaluating macro-economic models in the frequency domain: A note," Economic Modelling, Elsevier, vol. 25(6), pages 1137-1143, November.
    31. Nyoni, Thabani, 2019. "Modeling and forecasting CPI in Myanmar: An application of ARIMA models," MPRA Paper 92420, University Library of Munich, Germany.
    32. Bourioune, Tahar & Chiad, Faycal, 2022. "Estimation de l’IPC par les modèles non paramétriques : cas de l’Algérie [CPI estimation by non parametric models: case of Algeria]," MPRA Paper 113783, University Library of Munich, Germany, revised 2022.
    33. Nyoni, Thabani, 2019. "Understanding CPI dynamics in Canada," MPRA Paper 92415, University Library of Munich, Germany.
    34. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Philippines using ARIMA models," MPRA Paper 92429, University Library of Munich, Germany.
    35. Nyoni, Thabani, 2019. "Predicting CPI in Singapore: An application of the Box-Jenkins methodology," MPRA Paper 92413, University Library of Munich, Germany.
    36. Marcos Álvarez-Díaz & Rangan Gupta, 2015. "Forecasting the US CPI: Does Nonlinearity Matter?," Working Papers 201512, University of Pretoria, Department of Economics.
    37. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Burundi using ARIMA models," MPRA Paper 92444, University Library of Munich, Germany.
    38. Svitlana Galeshchuk, 2017. "Technological bias at the exchange rate market," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(2-3), pages 80-86, April.
    39. Christopher Ball & Adam Richardson & Thomas van Florenstein Mulder, 2020. "Using job transitions data as a labour market indicator," Reserve Bank of New Zealand Analytical Notes series AN2020/02, Reserve Bank of New Zealand.
    40. Nyoni, Thabani, 2019. "Analyzing CPI dynamics in Italy," MPRA Paper 92421, University Library of Munich, Germany.
    41. Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
    42. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 471-487, September.
    43. Hapanyengwi, Hamadziripi Oscar & Mutongi, Chipo & Nyoni, Thabani, 2019. "Understanding Inflation Dynamics in the kingdom of Eswantini: A Univariate Approach," MPRA Paper 94560, University Library of Munich, Germany, revised 18 Jun 2019.
    44. Nyoni, Thabani, 2019. "Time series modeling and forecasting of the consumer price index in Japan," MPRA Paper 92409, University Library of Munich, Germany.
    45. Shovon Sengupta & Tanujit Chakraborty & Sunny Kumar Singh, 2023. "Forecasting CPI inflation under economic policy and geo-political uncertainties," Papers 2401.00249, arXiv.org.
    46. Nyoni, Thabani, 2019. "Forecasting CPI in Sweden," MPRA Paper 92418, University Library of Munich, Germany.
    47. Nyoni, Thabani, 2019. "Forecasting UK consumer price index using Box-Jenkins ARIMA models," MPRA Paper 92410, University Library of Munich, Germany.
    48. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
    49. Nyoni, Thabani, 2019. "Understanding inflation dynamics in the United States of America (USA): A univariate approach," MPRA Paper 92460, University Library of Munich, Germany.
    50. Nyoni, Thabani, 2019. "Prediction of Inflation in Algeria using ARIMA models," MPRA Paper 92426, University Library of Munich, Germany.
    51. Chronis, George A., 2016. "Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution," Economic Modelling, Elsevier, vol. 59(C), pages 271-277.
    52. Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021. "Using Deep Learning Neural Networks to Predict the Knowledge Economy Index for Developing and Emerging Economies," MPRA Paper 109137, University Library of Munich, Germany.
    53. Nyoni, Thabani, 2019. "Time series modeling and forecasting of the consumer price index in Belgium," MPRA Paper 92414, University Library of Munich, Germany.
    54. Nyoni, Thabani, 2019. "Forecasting Australian CPI using ARIMA models," MPRA Paper 92412, University Library of Munich, Germany.
    55. Nyoni, Thabani, 2019. "Modeling and forecasting inflation in Tanzania using ARIMA models," MPRA Paper 92458, University Library of Munich, Germany.
    56. Nyoni, Thabani, 2019. "Uncovering inflation dynamics in Morocco: An ARIMA approach," MPRA Paper 92455, University Library of Munich, Germany.
    57. Macias, Paweł & Stelmasiak, Damian & Szafranek, Karol, 2023. "Nowcasting food inflation with a massive amount of online prices," International Journal of Forecasting, Elsevier, vol. 39(2), pages 809-826.
    58. Nyoni, Thabani, 2019. "Predicting consumer price index in Saudi Arabia," MPRA Paper 92422, University Library of Munich, Germany.
    59. Juliana Yim & Heather Mitchell, 2007. "Predicting Financial Distress In The Australian Financial Service Industry," Australian Economic Papers, Wiley Blackwell, vol. 46(4), pages 375-388, December.
    60. Nyoni, Thabani, 2019. "Understanding inflation trends in Finland: A univariate approach," MPRA Paper 92448, University Library of Munich, Germany.
    61. Joseph, Andreas & Kalamara, Eleni & Kapetanios, George & Potjagailo, Galina & Chakraborty, Chiranjit, 2021. "Forecasting UK inflation bottom up," Bank of England working papers 915, Bank of England, revised 27 Sep 2022.
    62. Nyoni, Thabani, 2019. "Understanding inflation trends in Israel: A univariate approach," MPRA Paper 92427, University Library of Munich, Germany.
    63. Koffi, Siméon, 2022. "Prévision de l’inflation en Côte D’ivoire : Analyse Comparée des Modèles Arima, Holt-Winters, et Lstm [Inflation Forecasting in Côte D'Ivoire: A Comparative Analysis of the Arima, Holt-Winters, and," MPRA Paper 113961, University Library of Munich, Germany.
    64. Tea Šestanović & Josip Arnerić, 2021. "Neural network structure identification in inflation forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 62-79, January.

  9. Paul McNelis & John Duffy, 1998. "Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm," GE, Growth, Math methods 9804004, University Library of Munich, Germany, revised 14 May 1998.

    Cited by:

    1. Fernández-Villaverde, Jesús & Ebrahimi Kahou, Mahdi & Perla, Jesse & Sood, Arnav, 2021. "Exploiting Symmetry in High-Dimensional Dynamic Programming," CEPR Discussion Papers 16285, C.E.P.R. Discussion Papers.
    2. Lepetyuk, Vadym & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
    3. G. C. LIM & PAUL D. McNELIS, 2002. "Central Bank Learning, Terms Of Trade Shocks & Currency Risks: Should Only Inflation Matter For Monetary Policy?," Department of Economics - Working Papers Series 831, The University of Melbourne.
    4. Maliar, Lilia & Maliar, Serguei, 2022. "Deep learning classification: Modeling discrete labor choice," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    5. Richard Dennis, 2006. "The frequency of price adjustment and New Keynesian business cycle dynamics," Working Paper Series 2006-22, Federal Reserve Bank of San Francisco.
    6. G.C. Lim & Paul D. McNelis, 2001. "Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy?," Boston College Working Papers in Economics 509, Boston College Department of Economics.
    7. Floortje Alkemade & Han Poutré & Hans Amman, 2006. "Robust Evolutionary Algorithm Design for Socio-economic Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 355-370, November.
    8. G. C. Lim & Paul D. McNelis, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Melbourne Institute Working Paper Series wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    9. Pedro Afonso Fernandes, 2024. "Forecasting with Neuro-Dynamic Programming," Papers 2404.03737, arXiv.org.
    10. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 185-206, May.
    11. Burkhard Heer & Alfred Maussner, 2004. "Computation of Business Cycle Models: A Comparison of Numerical Methods," CESifo Working Paper Series 1207, CESifo.
    12. G. Lim & Paul Mcnelis, 2006. "Central Bank Learning and Taylor Rules with Sticky Import Prices," Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 155-175, September.
    13. Javier J. Pérez, 2001. "A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Economic Working Papers at Centro de Estudios Andaluces E2001/02, Centro de Estudios Andaluces.
    14. Roumasset, James A. & Wada, Christopher A., 2012. "Ordering the extraction of renewable resources: The case of multiple aquifers," Resource and Energy Economics, Elsevier, vol. 34(1), pages 112-128.
    15. McAdam, Peter & McNelis, Paul, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank.
    16. Maliar, Lilia & Maliar, Serguei & Winant, Pablo, 2021. "Deep learning for solving dynamic economic models," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 76-101.
    17. Richard Dennis, 2004. "Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies," Working Paper Series 2004-17, Federal Reserve Bank of San Francisco.
    18. Marlon Azinovic & Luca Gaegauf & Simon Scheidegger, 2022. "Deep Equilibrium Nets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1471-1525, November.
    19. Lim, G. C. & McNelis, Paul D., 2004. "Learning and the monetary policy strategy of the European Central Bank," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 997-1010.
    20. Hull, Isaiah, 2013. "Approximate dynamic programming with postdecision states as a solution method for dynamic economic models," Working Paper Series 276, Sveriges Riksbank (Central Bank of Sweden).
    21. JOSEPH Charles & DEWANDARU Janu & GUNADI Iman, 2010. "Playing Hard or Soft? : A Simulation of Indonesian Monetary Policy in Targeting Low Inflation Using a Dynamic General Equilibrium Model," EcoMod2003 330700074, EcoMod.
    22. Shaw, Philip, 2014. "A nonparametric approach to solving a simple one-sector stochastic growth model," Economics Letters, Elsevier, vol. 125(3), pages 447-450.
    23. Adalbert Mayer, 2022. "An Agent-Based Macroeconomic Model with Endogenous Intertemporal Decision Rules," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(4), pages 548-579, October.
    24. Lim, G.C. & McNelis, Paul D., 2007. "Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 865-886, October.

  10. Lim & C.G. & McNelis & P.D., 1996. "Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets," Department of Economics - Working Papers Series 505, The University of Melbourne.

    Cited by:

    1. Brooks, C. & Henry, O.T., 1999. "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series 676, The University of Melbourne.

  11. Paul D. McNelis, 1993. "The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities," RBA Research Discussion Papers rdp9301, Reserve Bank of Australia.

    Cited by:

    1. Eduardo D. Roca & Mark Brimble, 2005. "Long‐Term And Short‐Term Equity Market Price Interactions Between Australia And The Chinese States," Australian Economic Papers, Wiley Blackwell, vol. 44(3), pages 221-230, September.
    2. Abdul Hakim & Michael McAleer, 2009. "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets," CIRJE F-Series CIRJE-F-663, CIRJE, Faculty of Economics, University of Tokyo.
    3. Nicholas de Roos & Bill Russell, 2000. "An Empirical Note on the Influence of the US Stock Market on Australian Economic Activity," Dundee Discussion Papers in Economics 109, Economic Studies, University of Dundee.
    4. Indika Karunanayake & Abbas Valadkhani & Martin O'Brien, 2010. "Financial Crises And International Stock Market Volatility Transmission," Australian Economic Papers, Wiley Blackwell, vol. 49(3), pages 209-221, September.
    5. Nicolas de Roos & Bill Russell, 1996. "Towards an Understanding of Australia’s Co-movement with Foreign Business Cycles," RBA Research Discussion Papers rdp9607, Reserve Bank of Australia.
    6. Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika, 2009. "Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach," Economics Working Papers wp09-11, School of Economics, University of Wollongong, NSW, Australia.
    7. Gagari Chakrabarti, 2011. "Financial crisis and the changing nature of volatility contagion in the Asia-Pacific region," Journal of Asset Management, Palgrave Macmillan, vol. 12(3), pages 172-184, August.
    8. Pami Dua & Divya Tuteja, 2013. "Interdependence Of International Financial Market-- The Case Of India And U.S," Working papers 223, Centre for Development Economics, Delhi School of Economics.

  12. Barbosa, Fernando de Holanda & McNelis, Paul D., 1986. "Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 81, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Werlang, Sérgio Ribeiro da Costa, 1988. "Common knowledge," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 118, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Simonsen, Mario Henrique, 1986. "Rational expectations, income policies and game theory," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 90, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    3. Sell, Friedrich L., 1988. "Was ist der Cruzado noch wert? Zur gegenwärtigen wirtschaftliche Lage und der Aussichten Brasiliens," Kiel Discussion Papers 141, Kiel Institute for the World Economy (IfW Kiel).

Articles

  1. Fagan, Gabriel & McNelis, Paul D., 2020. "Sudden stops in the Euro Area: Does monetary union matter?," Journal of International Money and Finance, Elsevier, vol. 108(C).

    Cited by:

    1. Marie‐Hélène Gagnon & Céline Gimet, 2023. "One size may not fit all: Financial fragmentation and European monetary policies," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 305-340, February.
    2. Fabiani, Josefina & Fidora, Michael & Setzer, Ralph & Westphal, Andreas & Zorell, Nico, 2021. "Sudden stops and asset purchase programmes in the euro area," Working Paper Series 2597, European Central Bank.
    3. Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022. "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series 295, European Central Bank.

  2. Lim, G.C. & McNelis, Paul D., 2018. "Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 346-363.

    Cited by:

    1. Acurio Vásconez, Verónica & Damette, Olivier & Shanafelt, David W., 2023. "Macroepidemics and unconventional monetary policy," Economic Modelling, Elsevier, vol. 126(C).
    2. Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021. "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, vol. 306(1), pages 57-81, November.
    3. Verónica Acurio Vásconez & Olivier Damette & David W Shanafelt, 2023. "Macroepidemics and unconventional monetary policy," Post-Print hal-04220462, HAL.

  3. Lim, G.C. & McNelis, Paul D., 2016. "Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 135-150.

    Cited by:

    1. Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
    2. Giovanni Melina & Stefania Villa, 2023. "Drivers of large recessions and monetary policy responses," Temi di discussione (Economic working papers) 1425, Bank of Italy, Economic Research and International Relations Area.
    3. McNelis, Paul D., 2016. "Optimal policy rules at home, crisis and quantitative easing abroad," BOFIT Discussion Papers 15/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. McNelis, Paul D. & Yoshino, Naoyuki, 2016. "Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan," Journal of Financial Stability, Elsevier, vol. 27(C), pages 122-136.
    5. Jia Li & Rachel Tochen & Yaning Dong & Zhuoran Ren, 2022. "Debt-Driven Property Boom, Land-Based Financing and Trends of Housing Financialization: Evidence from China," Land, MDPI, vol. 11(11), pages 1-23, November.

  4. McNelis, Paul D. & Yoshino, Naoyuki, 2016. "Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan," Journal of Financial Stability, Elsevier, vol. 27(C), pages 122-136.

    Cited by:

    1. Basu, Parantap & Wada, Kenji, 2023. "Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective," Japan and the World Economy, Elsevier, vol. 67(C).
    2. Parantap Basu & Kenji Wada, 2018. "Unconventional Monetary Policy and the Bond Market in Japan: A New-Keynesian Perspective," IMES Discussion Paper Series 18-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
    3. George N. Apostolakis & Nikolaos Giannellis & Athanasios P. Papadopoulos, 2023. "Macro‐financial effects of monetary policy easing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 715-738, April.
    4. Naoyuki Yoshino & Sahoko Kaji, 2020. "The Macroeconomic Effects of Fintech," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 16(4), pages 1-19, August.

  5. Lim, G.C. & McNelis, Paul D., 2016. "Income growth and inequality: The threshold effects of trade and financial openness," Economic Modelling, Elsevier, vol. 58(C), pages 403-412.

    Cited by:

    1. Jae wook Jung & Kyunghun Kim, 2018. "Financial Market Integration and Income Inequality," Working Papers id:12916, eSocialSciences.
    2. Valentine Soumtang Bime & Itchoko Motande Mondjeli Mwa Ndjokou, 2023. "Does institutional quality matter in financial development and income inequality nexus? new evidence from Sub-Saharan Africa," Economics Bulletin, AccessEcon, vol. 43(3), pages 1395-1410.
    3. Isaac K. Ofori & Andreas Freytag & Simplice A. Asongu, 2023. "Economic Globalisation and Africa’s Quest for Greener and More Inclusive Growth: The Missing Link," CESifo Working Paper Series 10489, CESifo.
    4. Yajie Liu & Feng Dong, 2020. "Corruption, Economic Development and Haze Pollution: Evidence from 139 Global Countries," Sustainability, MDPI, vol. 12(9), pages 1-22, April.
    5. Le, Thai-Ha & Nguyen, Canh Phuc & Su, Thanh Dinh & Tran-Nam, Binh, 2020. "The Kuznets curve for export diversification and income inequality: Evidence from a global sample," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 21-39.
    6. Ioanna Konstantakopoulou, 2020. "Further Evidence on Import Demand Function and Income Inequality," Economies, MDPI, vol. 8(4), pages 1-12, October.
    7. Enrico D'Elia & Roberta De Santis, 2018. "Growth divergence and income inequality in OECD countries:the role of trade and financial openness," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
    8. Koudalo, Yawovi M.A. & Wu, Ji, 2022. "Does financial liberalization reduce income inequality? Evidence from Africa," Emerging Markets Review, Elsevier, vol. 53(C).
    9. Kennedy, Tom & Smyth, Russell & Valadkhani, Abbas & Chen, George, 2017. "Does income inequality hinder economic growth? New evidence using Australian taxation statistics," Economic Modelling, Elsevier, vol. 65(C), pages 119-128.
    10. Seyi Saint Akadiri & Ada Chigozie Akadiri, 2018. "Growth and Inequality in Africa: Reconsideration," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(3), pages 76-86, September.
    11. Anping Chen & Nicolaas Groenewold, 2019. "Macroeconomic shocks in China: Do the distributional effects depend on the regional source?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 62(1), pages 69-97, February.
    12. Isaac K. Ofori & Andreas Freytag & Simplice A. Asongu, 2023. "Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link," Working Papers 23/032, European Xtramile Centre of African Studies (EXCAS).
    13. Uddin, Md. Kamal & Pan, Xiongfeng & Saima, Umme & Zhang, Chengming, 2022. "Influence of financial development on energy intensity subject to technological innovation: Evidence from panel threshold regression," Energy, Elsevier, vol. 239(PD).
    14. Baiardi, Donatella & Morana, Claudio, 2018. "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, vol. 70(C), pages 40-55.
    15. Ni, Niannian & Liu, Yulin, 2019. "Financial liberalization and income inequality: A meta-analysis based on cross-country studies," China Economic Review, Elsevier, vol. 56(C), pages 1-1.
    16. Abiola John Asaleye & Adedoyin Isola Lawal & Olabisi Popoola & Philip Olasupo Alege & Oluwatoyese Oluwapemi Oyetade, 2019. "Financial Integration, Employment and Wages Nexus: Evidence from Nigeria," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 15(1), pages 141-154.
    17. Ni, Niannian & Liu, Yulin & Zhou, Hui, 2022. "Financial openness, capital rents and income inequality," European Journal of Political Economy, Elsevier, vol. 71(C).
    18. Koh, Sharon G. M. & Lee, Grace H. Y. & Siah, Audrey K. L., 2022. "The Resurgence of Income Inequality in Asia-Pacific: The Role of Trade Openness, Educational Attainment and Institutional Quality," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(3), pages 11-27.

  6. Chow, Hwee Kwan & Lim, G.C. & McNelis, Paul D., 2014. "Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management?," Journal of Asian Economics, Elsevier, vol. 30(C), pages 63-81.

    Cited by:

    1. Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
    2. Zacek, Jan, 2020. "Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint," Economic Modelling, Elsevier, vol. 88(C), pages 293-311.
    3. Abdelli Soulaima, 2014. "A Welfare Based Approach for choosing the Inflation Targeting and the Exchange Regime in Tunisia," Journal of Economics and Behavioral Studies, AMH International, vol. 6(12), pages 919-932.
    4. Parrado, Eric & Heresi, Rodrigo, 2023. "Trade Openness and Exchange Rate Management," IDB Publications (Working Papers) 13346, Inter-American Development Bank.
    5. Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
    6. Ana Santacreu & Ilian Mihov, 2013. "Exchange rates as an instrument of monetary policy," 2013 Meeting Papers 773, Society for Economic Dynamics.
    7. de Mendonça, Helder Ferreira & Nascimento, Natalia Cunha, 2020. "Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    8. Alba, Joseph D. & Liu, Jingting & Chia, Wai-Mun & Park, Donghyun, 2020. "Foreign output shock in small open economies: A welfare evaluation of monetary policy regimes," Economic Modelling, Elsevier, vol. 86(C), pages 101-116.
    9. Guido Traficante, 2017. "Uncertain Potential Output and Simple Rules in Small Open Economy," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 517-531, October.
    10. Muhammad Arshad Khan & Ather Maqsood Ahmed, 2016. "Conducting Monetary Policy in South Asian Economies: An Investigation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(3), pages 161-190.
    11. Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022. "Managing macroeconomic fluctuations with flexible exchange rate targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
    12. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
    13. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2017. "Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 196-244.

  7. Gabriel Fagan & James R. Lothian & Paul D. Mcnelis, 2013. "Was The Gold Standard Really Destabilizing?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 231-249, March.

    Cited by:

    1. M. Hashem Pesaran & Ron P. Smith, 2012. "Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing," CESifo Working Paper Series 3879, CESifo.
    2. John B. Taylor, 2017. "Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy," NBER Working Papers 24149, National Bureau of Economic Research, Inc.
    3. Tomoya Suzuki, 2019. "Counterfactual Inflation Targeting in Nepal," South Asian Journal of Macroeconomics and Public Finance, , vol. 8(2), pages 97-117, December.
    4. John B. Taylor, 2016. "Rethinking the International Monetary System," Cato Journal, Cato Journal, Cato Institute, vol. 36(2), pages 239-250, Spring/Su.
    5. Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
    6. M Hashem Pesaran & Ron P Smith, 2017. "Tests of Policy Interventions in DSGE Models," BCAM Working Papers 1706, Birkbeck Centre for Applied Macroeconomics.
    7. Faria, João Ricardo & McAdam, Peter, 2012. "A new perspective on the Gold Standard: Inflation as a population phenomenon," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1358-1370.
    8. Tai-kuang Ho, 2014. "Dilemma of the Silver Standard Economies: The Case of China," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 519-534, October.

  8. Lim, G. C. & McNelis, Paul D., 2013. "Alternative Government Spending Rules: Effects On Income Inequality And Welfare," Macroeconomic Dynamics, Cambridge University Press, vol. 17(7), pages 1496-1518, October.

    Cited by:

    1. PAUL D. McNELIS & NAOYUKI YOSHINO, 2018. "Household Income Dynamics In A Lower-Income Small Open Economy: A Comparison Of Banking And Crowdfunding Regimes," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(01), pages 147-166, March.
    2. Juan F. Guerra‐Salas, 2018. "Latin America'S Declining Skill Premium: A Macroeconomic Analysis," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 620-636, January.
    3. Juan Guerra-Salas, 2016. "Fiscal Policy, Sectoral Allocation, and the Skill Premium: Explaining the Decline in Latin America’s Income Inequality," Working Papers Central Bank of Chile 779, Central Bank of Chile.
    4. G. C. Lim & Paul D. McNelis, 2014. "Income Inequality, Trade and Financial Openness," Melbourne Institute Working Paper Series wp2014n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

  9. Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M., 2013. "Regional capital mobility in China: Economic reform with limited financial integration," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 493-503.

    Cited by:

    1. Kwon, Ohyun & Fleisher, Belton & McGuire, William & Zhao, Min Qiang, 2020. "Provincial Trade, Financial Friction and Misallocation in China," School of Economics Working Paper Series 2020-1, LeBow College of Business, Drexel University.
    2. Te Lai, 2015. "Regional Capital Mobility in China: An Endogenous Parameter Approach," Applied Economics and Finance, Redfame publishing, vol. 2(3), pages 63-75, August.
    3. Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan, 2015. "Intranational risk sharing and its determinants," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 89-113.
    4. Deng, Liuchun & Wang, Boqun, 2016. "Regional capital flows and economic regimes: Evidence from China," Economics Letters, Elsevier, vol. 141(C), pages 80-83.
    5. Wang, Shoukun, 2016. "China's interregional capital mobility: A spatial econometric estimation," China Economic Review, Elsevier, vol. 41(C), pages 114-128.
    6. Zhan, Minghua & Li, Shuai & Wu, Zhouheng, 2023. "Can digital finance development improve balanced regional investment allocations in developing countries? — The evidence from China," Emerging Markets Review, Elsevier, vol. 56(C).
    7. He, Qing & Xue, Chang & Zhu, Chenqi, 2014. "Financial development and patterns of industrial specialization: Regional evidence from China," BOFIT Discussion Papers 12/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
    8. Saileshsingh Gunessee & Cheng Zhang, 2022. "The economics of domestic market integration," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1069-1095, September.
    9. Tao Cai & Vinh Q. T. Dang & Jennifer T. Lai, 2015. "China's Capital and "Hot" Money Flows: An Empirical Investigation," Working Papers 162015, Hong Kong Institute for Monetary Research.
    10. Taofeek Olusola Ayinde & Olumuyiwa Ganiyu Yinusa & Yulia Rodionova, 2018. "Global and Regional Capital Mobilities in Sub-Saharan African Economies: Complement or Substitute?," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(4), pages 51-71, October-D.

  10. Gu, Li & McNelis, Paul D., 2013. "Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 37-49.

    Cited by:

    1. Michael O'Neill & Kent Wang & Zhangxin (Frank) Liu & Tom Smith, 2016. "A State-Price Volatility Index for China's Stock Market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 607-626, September.
    2. Geoffrey M. Ngene & Jinghua Wang, 2024. "Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 539-573, March.
    3. Harendra Behera & Rajiv Ranjan & Sajjid Chinoy, 2022. "Does offshore NDF market influence onshore forex market? Evidence from India," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1167-1185, June.
    4. Jiadong Tong & Zijun Wang & Jian Yang, 2016. "Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(7), pages 695-718, July.
    5. Tie‐Ying Liu & Chien‐Chiang Lee, 2022. "Exchange rate fluctuations and interest rate policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3531-3549, July.
    6. Moussa K. Fall, 2017. "Trade Flows Versus Capital Flows: Are China’s Trade Surpluses Overestimated?," International Economic Journal, Taylor & Francis Journals, vol. 31(3), pages 448-461, July.
    7. Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
    8. Wang, Kai-Li & Fawson, Christopher & Chen, Mei-Ling & Wu, An-Chi, 2014. "Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 115-137.
    9. Ahmad, Wasim & Prakash, Ravi & Uddin, Gazi Salah & Chahal, Rishman Jot Kaur & Rahman, Md. Lutfur & Dutta, Anupam, 2020. "On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?," Energy Economics, Elsevier, vol. 91(C).
    10. Ge, Futing & Zhang, Weiguo, 2022. "The determinants of cross-border bond risk premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).

  11. G. C. Lim & Paul D. Mcnelis, 2012. "Macroeconomic Volatility And Counterfactual Inflation-Targeting In Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 304-325, May.

    Cited by:

    1. Paul D. McNelis, 2014. "Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe," Working Papers 052014, Hong Kong Institute for Monetary Research.
    2. Tomoya Suzuki, 2019. "Counterfactual Inflation Targeting in Nepal," South Asian Journal of Macroeconomics and Public Finance, , vol. 8(2), pages 97-117, December.
    3. Paulina Etxeberria-Garaigorta & Amaia Iza, 2015. "The Role of Productivity and Financial Frictions in the Business Cycles of a Small Open Economy: Hong Kong 1984–2011," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 400-414, May.
    4. Bennett T. McCallum, 2014. "Monetary Policy in a Very Open Economy: Some Major Analytical Issues," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 27-60, February.
    5. David Cook & James Yetman, 2014. "Currency Boards when Interest Rates are Zero," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 135-151, February.

  12. PAUL D. McNELIS & NAOYUKI YOSHINO, 2012. "Macroeconomic Volatility Under High Accumulation Of Government Debt: Lessons From Japan," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-29.

    Cited by:

    1. Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Tetsuro Mizoguchi, 2018. "Fiscal policy Conditions for Government Budget Stability and Economic Recovery: Comparative Analysis of Japan and Greece," Working Papers id:12873, eSocialSciences.
    2. Iwata, Yasuharu, 2013. "Two fiscal policy puzzles revisited: New evidence and an explanation," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 188-207.
    3. Yoshino, Naoyuki & Mizoguchi, Tetsuro & Taghizadeh-Hesary, Farhad, 2015. "Optimal Fiscal Policy Rule for Achieving Fiscal Sustainability: A Japanese Case Study," ADBI Working Papers 531, Asian Development Bank Institute.
    4. Naoyuki Yoshino & Tetsuro Mizoguchi, 2013. "Change in the Flow of Funds and the Fiscal Rules Needed for Fiscal Stabilization," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 51-70, January.

  13. Heer, Burkhard & Maußner, Alfred & McNelis, Paul D., 2011. "The money-age distribution: Empirical facts and the limits of three monetary models," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 390-405, September.
    See citations under working paper version above.
  14. Lim, G.C. & McNelis, Paul D., 2007. "Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy?," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 865-886, October.

    Cited by:

    1. Juan Carlos Cuestas & Luis A. Gil-Alana & Karl Taylor, 2016. "Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(5), pages 519-538, November.
    2. Bagella Michele & Busato Francesco & Argentiero Amedeo, 2009. "Money Laundering in a Microfounded Dynamic Model: Simulations for the U.S. and the EU-15 Economies," Review of Law & Economics, De Gruyter, vol. 5(2), pages 879-902, December.

  15. McAdam, Peter & McNelis, Paul, 2005. "Forecasting inflation with thick models and neural networks," Economic Modelling, Elsevier, vol. 22(5), pages 848-867, September.
    See citations under working paper version above.
  16. Paul D. McNelis & Naoyuki Yoshino, 2004. "Deciphering the Message in Japanese Deflation Dynamics," Asian Economic Papers, MIT Press, vol. 3(2), pages 49-70.

    Cited by:

    1. Arne Bigsten, 2005. "Can Japan Make a Comeback?," The World Economy, Wiley Blackwell, vol. 28(4), pages 595-606, April.

  17. Lim, G. C. & McNelis, Paul D., 2004. "Learning and the monetary policy strategy of the European Central Bank," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 997-1010.

    Cited by:

    1. Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, December.
    2. Charemza, Wojciech & Ladley, Daniel, 2016. "Central banks’ forecasts and their bias: Evidence, effects and explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 804-817.
    3. Timothy Kam, 2006. "The Desirable Smooth Operator, Incomplete Pass Through And The "Zero Bound"," CAMA Working Papers 2006-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  18. Duffy, John & McNelis, Paul D., 2001. "Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1273-1303, September.
    See citations under working paper version above.
  19. Lim, G C & McNelis, Paul D, 1998. "The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 217-228, July.

    Cited by:

    1. Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 95-121, June.
    2. Christian A. Johnson & Rodrigo Vergara, 2005. "The implementation of monetary policy in an emerging economy: the case of Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 20(1), pages 45-62, June.
    3. Lidija Dedi & Burhan F. Yavas, 2016. "Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1266788-126, December.
    4. Yasemin Deniz Akarım, 2013. "A Comparison of Linear and Nonlinear Models in Forecasting Market Risk: The Evidence from Turkish Derivative Exchange," Journal of Economics and Behavioral Studies, AMH International, vol. 5(3), pages 164-172.

  20. Asilis, Carlos M & Honohan, Patrick & McNelis, Paul D, 1993. "Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88," Economic Inquiry, Western Economic Association International, vol. 31(2), pages 262-273, April.

    Cited by:

    1. Mr. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money: Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 1999/064, International Monetary Fund.
    2. Sahin, Afsin, 2013. "Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey," MPRA Paper 46851, University Library of Munich, Germany.
    3. Casto Martin Montero Kuscevic & Darius Daniel Martin, 2015. "Dollarization and money demand stability in Bolivia," Economics and Business Letters, Oviedo University Press, vol. 4(3), pages 116-122.
    4. Topal, yavuz Han, 2013. "On the tracks of Zimbabwe’s Hyperinflation: A Quantitative Investigation," MPRA Paper 56117, University Library of Munich, Germany.
    5. Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.

  21. McNelis, Paul D. & Schmidt-Hebbel, Klaus, 1993. "Financial liberalization and adjustment: The cases of Chile and New Zealand," Journal of International Money and Finance, Elsevier, vol. 12(3), pages 249-277, June.

    Cited by:

    1. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486.
    2. Maloney, William F., 1997. "Testing capital account liberalization without forward rates Another look at Chile 1979-1982," Journal of Development Economics, Elsevier, vol. 52(1), pages 139-168, February.
    3. Muinhos, Marcelo Kfoury, 2000. "From Capital Inflow to Inflation: the Role of Exchange Rate and Government Debt," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 54(1), January.

  22. Paul D. McNelis & Naoyuki Yoshino, 1992. "Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 10(2), pages 79-106, November.

    Cited by:

    1. Bennett T. McCallum, 1993. "Specification and Analysis of a Monetary Policy Rule for Japan," NBER Working Papers 4449, National Bureau of Economic Research, Inc.

  23. Browne, Francis X. & McNelis, Paul D., 1990. "Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience," Journal of International Money and Finance, Elsevier, vol. 9(1), pages 41-59, March.

    Cited by:

    1. Menzie Chinn & Michael Dooley, 1995. "National, regional and international capital markets: Measurement and implications for domestic financial fragility," International Finance 9508006, University Library of Munich, Germany.
    2. Menzie Chinn & Michael Dooley, 1995. "Asia-Pacific Capital Markets: Measurement of Integration and the Implications for Economic Activity," NBER Working Papers 5280, National Bureau of Economic Research, Inc.
    3. Michael P. Dooley & Menzie Chinn, 1995. "Financial Repression and Capital Mobility: Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration," NBER Working Papers 5347, National Bureau of Economic Research, Inc.
    4. Hans-Joachim Voth, 2003. "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(3), pages 255-276.
    5. Jansen, Willem Jos & Schulze, Günther G., 1994. "The effectiveness of Norwegian capital controls," Discussion Papers, Series II 242, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    6. Serven, Luis, 1990. "Anticipated real exchange-rate changes and the dynamics of investment," Policy Research Working Paper Series 562, The World Bank.
    7. Norman S. Fieleke, 1994. "International capital transactions: should they be restricted?," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 27-39.
    8. McNelis, Paul D., 2016. "Optimal policy rules at home, crisis and quantitative easing abroad," BOFIT Discussion Papers 15/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
    9. Honohan, Patrick & Conroy, Charles, 1994. "Irish Interest Rate Fluctuations in The European Monetary System," Research Series, Economic and Social Research Institute (ESRI), number GRS165, June.
    10. Menzie D. Chinn & Michael P. Dooley, 1997. "Asia Pacific Capital Markets: Integration and Implications for Economic Activity," NBER Chapters, in: Regionalism versus Multilateral Trade Arrangements, pages 169-202, National Bureau of Economic Research, Inc.

  24. Barbosa, Fernando de Holanda & McNelis, Paul D, 1989. "Indexation and Inflationary Inertia: Brazil 1964-1985," The World Bank Economic Review, World Bank, vol. 3(3), pages 339-357, September.

    Cited by:

    1. Manuel A.R. da Fonseca, 2011. "Inflation and Stabilization in Brazil," Chapters, in: Werner Baer & David Fleischer (ed.), The Economies of Argentina and Brazil, chapter 20, Edward Elgar Publishing.
    2. Wilson Luiz Rotatori & Jan M Podivinsky, 2007. "Dynamic Macroeconometric Modelling: Evidence on the Brazilian Monetary System," EcoMod2007 23900078, EcoMod.

  25. Corbo, Vittorio & McNelis, Paul D, 1989. "The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 491-499, August.

    Cited by:

    1. Saggay, Ali & Heshmati, Almas & Adel Dhif, Mohamed, 2006. "Effects of Trade Liberalization on Domestic Prices: Some Evidence from Tunisian Manufacturing," Ratio Working Papers 96, The Ratio Institute.
    2. Yang, Yung Y. & Hwang, Min, 2001. "The pricing behavior of Korean manufactured goods during trade liberalization," Journal of Policy Modeling, Elsevier, vol. 23(4), pages 357-369, May.

  26. McNelis, Paul D., 1987. "Indexing, exchange rate policy and inflationary feedback effects in Latin America," World Development, Elsevier, vol. 15(8), pages 1107-1117, August.

    Cited by:

    1. Kia, Amir, 2006. "Deficits, debt financing, monetary policy and inflation in developing countries: Internal or external factors?: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 17(5), pages 879-903, November.
    2. Mark J. Holmes, 2004. "Can African Countries Achieve Long‐Run Real Exchange Rate Depreciation Through Nominal Exchange Rate Depreciation?," South African Journal of Economics, Economic Society of South Africa, vol. 72(2), pages 305-323, June.
    3. Amir Kia, 2006. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors? Evidence from Iran," Carleton Economic Papers 06-03, Carleton University, Department of Economics, revised Nov 2006.
    4. Alba, Joseph D. & Papell, David H., 1998. "Exchange rate determination and inflation in Southeast Asian countries," Journal of Development Economics, Elsevier, vol. 55(2), pages 421-437, April.
    5. Holmes, M, 2004. "Nominal Exchange Rates Adjustment and Long-Run Competitiveness in Less Developed Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 4(3).
    6. Oscar Landerretche & Fernando Lefort & Rodrigo O. Valdés, 2002. "Causes and Consequences of Indexation: A Review of the Literature," Central Banking, Analysis, and Economic Policies Book Series, in: Fernando Lefort & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Serie (ed.),Indexation, Inflation and Monetary Policy, edition 1, volume 2, chapter 2, pages 019-064, Central Bank of Chile.
    7. Amir Kia, 2004. "Deficits, Debt Financing, Monetary Policy and Inflation in Developing Countries: Internal or External Factors?," Carleton Economic Papers 04-15, Carleton University, Department of Economics.

  27. McNelis, Paul D & Neftci, Salih N, 1982. "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, MIT Press, vol. 64(2), pages 296-306, May.

    Cited by:

    1. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.).
    2. Michael P. Dooley & Donald J. Mathieson & Liliana Rojas-Suarez, 1997. "Capital Mobility and Exchange Market Intervention in Developing Countries," NBER Working Papers 6247, National Bureau of Economic Research, Inc.
    3. John S. Irons & N. Ericsson, "undated". "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages _004, Massachussets Institute of Technology, Economics.
    4. Paul Mc-Nelis, 1985. "Política de Indización e Inestabilidad Inflacionaria en el Cono Sur," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 22(65), pages 99-116.
    5. Esaka, Taro, 2003. "Was it really a dollar peg?: The exchange rate policies of East Asian countries, 1980-1997," Journal of Asian Economics, Elsevier, vol. 13(6), pages 787-809, January.

  28. Frank Giarratani & Paul D. McNelis, 1980. "Time Series Evidence Bearing on Crude Theories of Regional Growth," Land Economics, University of Wisconsin Press, vol. 56(2), pages 238-248.

    Cited by:

    1. Lego, Brian & Gebremedhin, Tesfa G. & Cushing, Brian, 2000. "A Multi-Sector Export Base Model Of Long-Run Regional Employment Growth," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 29(2), pages 1-6, October.
    2. C C Williams, 1996. "Understanding the Role of Consumer Services in Local Economic Development: Some Evidence from the Fens," Environment and Planning A, , vol. 28(3), pages 555-571, March.
    3. Ted Rutland & Sean O'Hagan, 2007. "The Growing Localness of the Canadian City, or, On the Continued (Ir)relevance of Economic Base Theory," Local Economy, London South Bank University, vol. 22(2), pages 163-185, May.
    4. Thomas R. Harris & J. Scott Shonkwiler & George E. Ebai, 1999. "Dynamic Nonmetropolitan Export-Base Modeling," The Review of Regional Studies, Southern Regional Science Association, vol. 29(2), pages 115-138, Fall.
    5. Banerjee, Swagata (Ban) & Harris, Thomas R., 2001. "A Disaggregated Time-Series Analysis Of Export-Base Models: A Case Study On Elko County Of Nevada," 2001 Annual meeting, August 5-8, Chicago, IL 20640, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Paul E. Polzin & Kent Connaughton & Con H. Schallau & James T. Sylvester, 1988. "Forecasting Accuracy and Structural Stability of the Economic Base Model," The Review of Regional Studies, Southern Regional Science Association, vol. 18(2), pages 23-36, Spring.

Chapters

  1. Paul D. McNelis & Naoyuki Yoshino, 2017. "Macroeconomic Volatility Under High Accumulation of Government Debt: Lessons from Japan," ADB Institute Series on Development Economics, in: Naoyuki Yoshino & Farhad Taghizadeh-Hesary (ed.), Japan’s Lost Decade, chapter 0, pages 77-108, Springer.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

  1. Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, December.

    Cited by:

    1. Ano Sujithan, Kuhanathan, 2014. "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810 edited by Avouyi-Dovi, Sanvi.
    2. Gabriel Karagiannides & Christos Liambas, 2019. "Determinacy and Taylor’s Rule with Different Degrees of Trade Openness in a Semi-New Keynesian Model," Applied Economics and Finance, Redfame publishing, vol. 6(6), pages 43-53, November.
    3. Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers 21155, National Bureau of Economic Research, Inc.
    4. Phillip Edmund Metaxas & Ernst Juerg Weber, 2014. "An Australian Contribution to International Trade Theory: The Dependent Economy Model," Economics Discussion / Working Papers 14-02, The University of Western Australia, Department of Economics.
    5. Lepetyuk, Vadym & Maliar, Serguei, 2019. "When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning," CEPR Discussion Papers 14025, C.E.P.R. Discussion Papers.
    6. Marco Riguzzi & Philipp Wegmueller, 2017. "Economic Openness and Fiscal Multipliers," International Economic Journal, Taylor & Francis Journals, vol. 31(1), pages 1-35, January.
    7. Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013. "Commodity house prices," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 875-887.
    8. Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
    9. Burkhard Heer & Stefan Franz Schubert, 2011. "Unemployment and Debt Dynamics in a Highly Indebted Small Open Economy," CESifo Working Paper Series 3497, CESifo.
    10. Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2016. "Exploring the sources of Spanish macroeconomic fluctuations: An estimation of a small open economy DSGE model," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 417-437.
    11. Zouhair Ait Benhamou, 2017. "Microfoundations of the New Keynesian Phillips Curve in an Open Emerging Economy," Post-Print hal-02977727, HAL.
    12. Teles, Vladimir K. & Costa Junior, Celso Jose & Rosa, Rafael Mouallem, 2015. "Investment-Specific Technological Change and the Brazilian Macroeconomy," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(2), March.
    13. Philipp Wegmueller, 2014. "Floating or fixed exchange rates: The role of government size," Diskussionsschriften dp1404, Universitaet Bern, Departement Volkswirtschaft.
    14. Hatcher, Michael C. & Minford, Patrick, 2013. "Stabilization policy, rational expectations and price-level versus inflation targeting: a survey," Cardiff Economics Working Papers E2013/14, Cardiff University, Cardiff Business School, Economics Section.
    15. Keshab Bhattarai, 2015. "Financial deepening and economic growth," Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1133-1150, March.
    16. Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
    17. Celso Jose Costa Junior, 2016. "Understanding DSGE models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 1, number 70, July.
    18. Zouhair Aït Benhamou, 2017. "Microfoundations of the New Keynesian Phillips Curve in an Open Emerging Economy," Working Papers hal-04141622, HAL.
    19. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463, Edward Elgar Publishing.
    20. Martín-Moreno, José M. & Pérez, Rafaela & Ruiz, Jesús, 2014. "A real business cycle model with tradable and non-tradable goods for the Spanish economy," Economic Modelling, Elsevier, vol. 36(C), pages 204-212.
    21. Richard G. Anderson & Jane M. Binner & Vincent A. Schmidt, 2011. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Working Papers 2011-007, Federal Reserve Bank of St. Louis.
    22. Jorge Blazquez & Jose Maria Martin-Moreno & Rafaela Perez & Jesus Ruiz, 2017. "Fossil Fuel Price Shocks and CO2 Emissions: The Case of Spain," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
    23. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: I – construction and Bayesian estimation," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 18, pages 411-440, Edward Elgar Publishing.
    24. Jos� Mar�a Mart�n-Moreno & Rafaela P�rez & Jesús Ru�z, 2012. "Private consumption and sector price behaviour in the Spanish economy: a business cycle approach," Applied Economics Letters, Taylor & Francis Journals, vol. 19(9), pages 863-868, June.
    25. Flaminio Squazzoni, 2010. "The impact of agent-based models in the social sciences after 15 years of incursions," History of Economic Ideas, Fabrizio Serra Editore, Pisa - Roma, vol. 18(2), pages 197-234.
    26. Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
    27. Tervala, Juha, 2012. "International welfare effects of monetary policy," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 356-376.
    28. da Silva, Marcos Soares & Divino, Jose Angelo, 2013. "The role of banking regulation in an economy under credit risk and liquidity shock," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 266-281.
    29. Hwang, Yu-Ning, 2012. "Financial friction in an emerging economy," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 212-227.
    30. Ida, Daisuke, 2011. "Monetary policy and asset prices in an open economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 102-117, August.
    31. SENBATA, Sisay Regassa, 2011. "How applicable are the new Keynesian DSGE models to a typical low-income economy?," Working Papers 2011016, University of Antwerp, Faculty of Business and Economics.
    32. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
    33. Burkhard Heer & Alfred Maussner, 2011. "Asset Returns, the Business Cycle, and the Labor Market: A Sensitivity Analysis for the German Economy," CESifo Working Paper Series 3391, CESifo.
    34. Lacina Balma & Daniel Gurara & Mthuli Ncube, 2019. "Working Paper 320 - Hands Off Oil Revenues? Public Investment and Cash Transfers," Working Paper Series 2446, African Development Bank.

  2. McNelis, Paul D., 2004. "Neural Networks in Finance," Elsevier Monographs, Elsevier, edition 1, number 9780124859678.

    Cited by:

    1. Olcay Erdogan & Ali Goksu, 2014. "Forecasting Euro and Turkish Lira Exchange Rates with Artificial Neural Networks (ANN)," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(4), pages 307-316, October.
    2. Burka, David & Puppe, Clemens & Szepesvary, Laszlo & Tasnadi, Attila, 2016. "Neural networks would 'vote' according to Borda's rule," Working Paper Series in Economics 96, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    3. Montero-Romero, Teresa & López-Martín, María del Carmen & Becerra-Alonso, David & Martínez-Estudillo, Francisco José, 2012. "Extreme Learning Machine to Analyze the Level of Default in Spanish Deposit Institutions || Análisis de la morosidad de las entidades financieras españolas mediante Extreme Learning Machine," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 13(1), pages 3-23, June.
    4. Manel Hamdi & Chaker Aloui & Santosh kumar Nanda, 2016. "Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices," Economics Bulletin, AccessEcon, vol. 36(4), pages 2430-2442.
    5. Wei Huang & Kin Keung Lai & Yoshiteru Nakamori & Shouyang Wang & Lean Yu, 2007. "Neural Networks In Finance And Economics Forecasting," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 113-140.
    6. Mark T. Leung & An‐Sing Chen & Ruben Mancha, 2009. "Making trading decisions for financial‐engineered derivatives: a novel ensemble of neural networks using information content," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 16(4), pages 257-277, October.
    7. M. Kanevski & M. Maignan & A. Pozdnoukhov & V. Timonin, 2007. "Interest rates mapping," Papers 0709.4361, arXiv.org.
    8. Manel Hamdi & Sami Mestiri, 2014. "Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 133-143.
    9. Richard G. Anderson & Jane M. Binner & Vincent A. Schmidt, 2011. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Working Papers 2011-007, Federal Reserve Bank of St. Louis.
    10. Jiří Trešl, 2011. "Srovnání vybraných metod predikce změn trendu indexu PX [Selected Methods of the Prediction of PX Index Trend Reversal]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 184-204.
    11. Craig Ellis & Patrick J. Wilson & Ralf Zurbruegg, 2007. "Real Estate ‘Value’ Stocks and International Diversification," Journal of Property Research, Taylor & Francis Journals, vol. 24(3), pages 265-287, September.
    12. Elsy Gómez-Ramos & Francisco Venegas-Martínez, 2013. "A Review of Artificial Neural Networks: How Well Do They Perform in Forecasting Time Series?," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 7-15, Diciembre.
    13. Huck, Nicolas, 2009. "Pairs selection and outranking: An application to the S&P 100 index," European Journal of Operational Research, Elsevier, vol. 196(2), pages 819-825, July.
    14. Ortíz Arango Francisco & Cabrera Llanos Agustín Ignacio & López Herrera Francisco, 2013. "Pronóstico de los índices accionarios DAX y S&P 500 con redes neuronales diferenciales," Contaduría y Administración, Accounting and Management, vol. 58(3), pages 203-225, julio-sep.
    15. Cabrera Llanos Agustín Ignacio & Ortíz Arango Francisco, 2012. "Pronóstico del rendimiento del IPC (Índice de Precios y Cotizaciones)mediante el uso de redes neuronales diferenciales," Contaduría y Administración, Accounting and Management, vol. 57(2), pages 63-81, abril-jun.

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