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Information about:
Paul Dominic McNelis

Personal Details | Affiliation | Lists | Works
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Other registered authors

Personal Details

First Name: Paul
Middle Name: Dominic
Last Name: McNelis
Suffix:

RePEc Short-ID: pmc2

Email:
Homepage: http://www.bnet.fordham.edu/mcnelis
Postal Address: Department of Finance, Graduate School of Business Administration Fordham University 1790 Broadway, Room 1322 New York, New York 10017
Phone: 212 636 6186

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Items authored by Boston College Economics alumni

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. G. C. Lim & Paul D. McNelis, 2008. "Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies," Melbourne Institute Working Paper Series wp2008n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  2. Burkhard Heer & Alfred Maussner & Paul D. McNelis, 2007. "The Money-Age Distribution: Empirical Facts and Limited Monetary Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  3. 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. [Downloadable!]

  4. Paul D. McNelis & Salih N. Neftci, 2006. "Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?," Working Papers 012006, Hong Kong Institute for Monetary Research. [Downloadable!]

  5. G. C. Lim & Paul D. McNelis, 2006. "Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes," Melbourne Institute Working Paper Series wp2006n21, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  6. 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. [Downloadable!]
    Other versions:
    Published as:

  7. Guay C. Lim & Paul D. McNelis, 2005. "Real Exchange Rate and Current Account Dynamics with Sticky Prices and Distortionary Taxes," DNB Working Papers 056, Netherlands Central Bank, Research Department. [Downloadable!]

  8. Paul McNelis & Salih Neftci, 2004. "A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics," Working Papers 042004, Hong Kong Institute for Monetary Research. [Downloadable!]

  9. Paul McNelis & Guay Lim, 2004. "Inflation Targeting and Q Volatility in Small Open Economies," Computing in Economics and Finance 2004 254, Society for Computational Economics. [Downloadable!]
    Other versions:

  10. Paul McNelis & Peter McAdam, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 352, European Central Bank. [Downloadable!]
    Published as:

  11. Paul D. McNelis & Carrie K.C. Chan, 2004. "Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models," Working Papers 212004, Hong Kong Institute for Monetary Research. [Downloadable!]

  12. 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. [Downloadable!]
    Other versions:

  13. 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. [Downloadable!]

  14. Paul McNelis, 2000. "Stochastic Growth With Heterogeneous Agents," Computing in Economics and Finance 2000 369, Society for Computational Economics.

  15. Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, EconWPA. [Downloadable!]

  16. 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, EconWPA, revised 04 May 1998. [Downloadable!]
    Published as:

  17. 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.

  18. 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. [Downloadable!]

  19. McNelis, Paul D. & Schmidt-Hebbel, Klaus, 1992. "Financial liberation and adjustment in Chile and New Zealand," Policy Research Working Paper Series 1026, The World Bank. [Downloadable!]

  20. McNelis, Paul D. & Schmidt-Hebbel, Klaus, 1991. "Volatility reversal from interest rates to the real exchange rate : financial liberalization in Chile, 1975-82," Policy Research Working Paper Series 697, The World Bank. [Downloadable!]

  21. Barbosa, Fernando de Holanda & Mcnelis, Paul D., 1986. "Brazilian Indexing and Inertial Inflation: Evidence From Time-Varying Estimates of an Inflation Transfer Function," Economics Working Papers (Ensaios Economicos da EPGE) 81, Graduate School of Economics, Getulio Vargas Foundation (Brazil).

  22. John Duffy & Paul D. McNelis, . "Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms," Computing in Economics and Finance 1997 63, Society for Computational Economics. [Downloadable!]
    Other versions:

Articles

  1. Paul D. McNelis & Giorgio Valente, 2008. "Special issue on international financial markets and the macroeconomy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 1-1. [Downloadable!]

  2. 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. [Downloadable!] (restricted)

  3. Lim, G.C. & McNelis, Paul D., 2007. "Inflation targeting, learning and Q volatility in small open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3699-3722, November. [Downloadable!] (restricted)
    Other versions:

  4. G. Lim & Paul Mcnelis, 2006. "Central Bank Learning and Taylor Rules with Sticky Import Prices," Computational Economics, Springer, vol. 28(2), pages 155-175, September. [Downloadable!] (restricted)

  5. McAdam, Peter & McNelis, Paul, 2005. "Forecasting inflation with thick models and neural networks," Economic Modelling, Elsevier, vol. 22(5), pages 848-867, September. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)

  7. Paul D. McNelis & Naoyuki Yoshino, 2004. "Deciphering the Message in Japanese Deflation Dynamics," Asian Economic Papers, MIT Press, vol. 3(2), pages 49-70. [Downloadable!] (restricted)

  8. McNelis, Paul D. & Asilis, Carlos M., 2002. "Macroeconomic policy games and asset-price volatility in the EMS: a linear quadratic control analysis of France, Germany, Italy and Spain," Economic Modelling, Elsevier, vol. 19(1), pages 1-24, January. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)
    Other versions:

  10. 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 217-28, July. [Downloadable!] (restricted)

  11. McNelis, Paul D. & Asilis, Carlos M., 1995. "Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1091-1111. [Downloadable!] (restricted)

  12. McNelis, Paul D., 1994. "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, Elsevier, vol. 5(2), pages 291-294. [Downloadable!] (restricted)

  13. Paul D. Mcnelis & Anjum Siddiqui, 1994. "Debt And Deficit Dynamics In New Zealand: Did Financial Liberalization Matter?," International Economic Journal, Korean International Economic Association, vol. 8(3), pages 71-87, October. [Downloadable!] (restricted)

  14. 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. [Downloadable!] (restricted)

  15. Asilis, Carlos M & Honohan, Patrick & McNelis, Paul D, 1993. "Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88," Economic Inquiry, Oxford University Press, vol. 31(2), pages 262-73, April.

  16. Paul D. Mcnelis & Gerald Nickelsburg, 1991. "The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 45(2), April.

  17. 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. [Downloadable!] (restricted)

  18. Neftci, Salih N. & McNelis, Paul D. & Harrison, Michael J., 1990. "A diagnostic check for model specification : An application to the yen-dollar exchange rate," Economics Letters, Elsevier, vol. 33(1), pages 69-73, May. [Downloadable!] (restricted)

  19. Barbosa, Fernando de Holanda & McNelis, Paul D, 1989. "Indexation and Inflationary Inertia: Brazil 1964-1985," World Bank Economic Review, Oxford University Press, vol. 3(3), pages 339-57, September.

  20. 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 491-99, August. [Downloadable!] (restricted)

  21. McNelis, Paul D, 1988. "Indexation and Stabilization: Theory and Experience," World Bank Research Observer, Oxford University Press, vol. 3(2), pages 157-69, July.

  22. Bigman, David & McNelis, Paul D., 1988. "Inventory management and economic instability in high inflation economies: A macrodynamic simulation," Journal of Policy Modeling, Elsevier, vol. 10(2), pages 229-247. [Downloadable!] (restricted)

  23. 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. [Downloadable!] (restricted)

  24. McNelis, Paul D., 1987. "Discussion," World Development, Elsevier, vol. 15(8), pages 1145-1145, August. [Downloadable!] (restricted)

  25. 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. [Downloadable!] (restricted)

  26. McNelis, Paul D., 1980. "Irrepressible monetarist conclusions from a non-monetarist model," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 121-127, January. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2001-10-09 2004-08-16 2006-07-15 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 1998-10-02
  3. NEP-ECM: Econometrics (1) 2005-10-04
  4. NEP-ETS: Econometric Time Series (1) 1998-10-02
  5. NEP-FMK: Financial Markets (1) 1998-10-08
  6. NEP-FOR: Forecasting (1) 2005-10-04
  7. NEP-IFN: International Finance (2) 1998-10-02 2001-10-09
  8. NEP-MAC: Macroeconomics (5) 2004-10-30 2005-10-04 2005-12-01 2006-07-15 2008-09-20 Author is listed
  9. NEP-MON: Monetary Economics (5) 2001-10-09 2004-08-16 2004-10-30 2005-10-04 2006-07-15 Author is listed
  10. NEP-OPM: Open MacroEconomics (1) 2008-09-20
  11. NEP-TID: Technology & Industrial Dynamics (1) 1998-10-02
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This page was last updated on 2009-11-10.

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