11
H index
12
i10 index
394
Citations
Paul D. McNelis : Citation Profile
Boston College | RESEARCH PRODUCTION: 46 Articles 35 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1980 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Paul D. McNelis. | Is cited by:
| Cites to:
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Main data
Where Paul D. McNelis has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 7 |
| Economic Modelling | 4 |
| Journal of Economic Dynamics and Control | 4 |
| International Journal of Finance & Economics | 2 |
| World Development | 2 |
| The Review of Economics and Statistics | 2 |
| Journal of Asian Economics | 2 |
Recent works citing Paul D. McNelis (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249. Full description at Econpapers || Download paper |
| 2024 | Forecasting with Neuro-Dynamic Programming. (2024). Fernandes, Pedro Afonso. In: Papers. RePEc:arx:papers:2404.03737. Full description at Econpapers || Download paper |
| 2025 | Scalable Global Solution Techniques for High-Dimensional Models in Dynare. (2025). Rion, Normann ; Scheidegger, Simon ; Juillard, Michel ; Eftekhari, Aryan. In: Papers. RePEc:arx:papers:2503.11464. Full description at Econpapers || Download paper |
| 2025 | Deep Learning in the Sequence Space. (2025). Vzemlivcka, Jan ; Azinovic-Yang, Marlon. In: Papers. RePEc:arx:papers:2509.13623. Full description at Econpapers || Download paper |
| 2025 | Solving economic models with neural networks without backpropagation. (2025). Pascal, Julien. In: BCL working papers. RePEc:bcl:bclwop:bclwp196. Full description at Econpapers || Download paper |
| 2024 | Taming the curse of dimensionality: quantitative economics with deep learning. (2024). Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess ; Perla, Jesse ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:2444. Full description at Econpapers || Download paper |
| 2024 | Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573. Full description at Econpapers || Download paper |
| 2025 | Deep Learning in the Sequence Space. (2025). Zemlicka, Jan ; Azinovic-Yang, Marlon. In: CERGE-EI Working Papers. RePEc:cer:papers:wp802. Full description at Econpapers || Download paper |
| 2024 | Taming the Curse of Dimensionality: Quantitative Economics with Deep Learning. (2024). Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Nuo, Galo ; Fernndez-Villaverde, Jsus ; Perla, Jesse. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11448. Full description at Econpapers || Download paper |
| 2025 | Scalable Global Solution Techniques for High-Dimensional Models in Dynare. (2025). Juillard, Michel ; Scheidegger, Simon ; Rion, Normann ; Eftekhari, Aryan. In: Dynare Working Papers. RePEc:cpm:dynare:086. Full description at Econpapers || Download paper |
| 2024 | Exploring the Spatial Dynamics of FEW Nexus Policies and Their Impact on Income Inequality Using Spatial Econometric Models: Evidence from Southeast Asian Countries. (2024). Khamjalas, Khambai. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-16. Full description at Econpapers || Download paper |
| 2025 | Chaotic dynamics in an overlapping generations model: Forecasting and regularization. (2025). Kuznetsov, Nikolay V ; Alexeeva, Tatyana A ; Zelinka, Ivan ; Mokaev, Timur N. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:196:y:2025:i:c:s0960077925003844. Full description at Econpapers || Download paper |
| 2024 | Surname distance and interregional investments. (2024). Jiang, Weijie ; Chen, QI ; Yu, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002153. Full description at Econpapers || Download paper |
| 2024 | The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751. Full description at Econpapers || Download paper |
| 2024 | The impact of margin requirements on voluntary clearing decisions. (2024). Sharma, Rajiv ; Onur, Esen ; Reiffen, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000107. Full description at Econpapers || Download paper |
| 2024 | The political economy of currency unions. (2024). Arvai, Kai. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001181. Full description at Econpapers || Download paper |
| 2024 | Economic globalisation and Africas quest for greener and more inclusive growth: The missing link. (2024). Freytag, Andreas ; Asongu, Simplice ; Ofori, Isaac K. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000325. Full description at Econpapers || Download paper |
| 2024 | Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers || Download paper |
| 2024 | Business Strategy, Short-Term Debt, and Cost Stickiness. (2024). Ghanbari, Nilofar ; Parsaei, Mona ; Askarany, Davood. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-024-10649-7. Full description at Econpapers || Download paper |
| 2024 | Distributional Effects of Structural Reforms in Developing Countries: Evidence from Financial Liberalization. (2024). Gomado, Kwamivi Mawuli. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09740-7. Full description at Econpapers || Download paper |
| 2025 | How Much Price Stickiness in Hong Kong? —Evidence from Small Open Economy DSGE and Indirect Inference. (2025). Meenagh, David ; Zhu, Zheyi ; Tang, Yunjie ; Kuang, Kefeng ; Zhao, Zhiqi. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09783-4. Full description at Econpapers || Download paper |
| 2024 | Spatial-Temporal Determinants of Income Inequality in the Cantons of Ecuador between 2010 and 2019: a Spatial Panel Econometric Analysis. (2024). Peris-Ortiz, Marta ; de la Cruz, Maria ; Alvarez-Garcia, Jose ; Quito, Byron. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01373-y. Full description at Econpapers || Download paper |
| 2024 | A machine learning projection method for macro‐finance models. (2024). Villa, Alessandro T ; Valaitis, Vytautas. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:1:p:145-173. Full description at Econpapers || Download paper |
Works by Paul D. McNelis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG In: Pacific Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2024 | Financial Contagion in China, Real Estate Markets, and Regulatory Intervention In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Optimal policy rules at home, crisis and quantitative easing abroad In: BOFIT Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Money-Age Distribution: Empirical Facts and Limited Monetary Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2011 | The money-age distribution: Empirical facts and the limits of three monetary models.(2011) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2006 | The money-age distribution: Empirical facts and economic modelling.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2013 | ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Forecasting inflation with thick models and neural networks In: Working Paper Series. [Full Text][Citation analysis] | paper | 73 |
| 2005 | Forecasting inflation with thick models and neural networks.(2005) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| 2004 | Inflation Targeting and Q Volatility in Small Open Economies In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Inflation Targeting and Q Volatility in Small Open Economies.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 12 |
| 1994 | Japanese monetary policy : edited by Kenneth J. Singleton (University of Chicago Press, for the National Bureau of Economic Research, 1993), 195 pages In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2001 | Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 29 |
| 1998 | Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm.(1998) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2007 | Inflation targeting, learning and Q volatility in small open economies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2006 | Inflation Targeting, Learning and Q Volatility in Small Open Economies.(2006) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Inflation Targeting, Learning and Q Volatility in Small Open Economies.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2002 | Macroeconomic policy games and asset-price volatility in the EMS: a linear quadratic control analysis of France, Germany, Italy and Spain In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Income growth and inequality: The threshold effects of trade and financial openness In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
| 2020 | Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1990 | A diagnostic check for model specification : An application to the yen-dollar exchange rate In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 4 |
| 2006 | Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages. In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2020 | Sudden stops in the Euro Area: Does monetary union matter? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 1993 | Financial liberalization and adjustment: The cases of Chile and New Zealand In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2004 | Learning and the monetary policy strategy of the European Central Bank In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2013 | Regional capital mobility in China: Economic reform with limited financial integration In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
| 2016 | Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 1990 | Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 1988 | Inventory management and economic instability in high inflation economies: A macrodynamic simulation In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 1980 | Irrepressible monetarist conclusions from a non-monetarist model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Neural Networks in Finance In: Elsevier Monographs. [Full Text][Citation analysis] | book | 16 |
| 2013 | Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 1987 | Indexing, exchange rate policy and inflationary feedback effects in Latin America In: World Development. [Full Text][Citation analysis] | article | 7 |
| 1987 | Discussion In: World Development. [Full Text][Citation analysis] | article | 0 |
| 1986 | Indexação, política de taxa cambial e efeitos da realimentação inflacionária na america latina In: Brazilian Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1986 | Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 1991 | The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2006 | Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Structural Change and Counterfactual Inflation-Targeting in Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Income Inequality, Trade and Financial Openness In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2014 | TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2008 | Special issue on international financial markets and the macroeconomy In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 1998 | The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
| 1992 | Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2006 | Central Bank Learning and Taylor Rules with Sticky Import Prices In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 1996 | Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 2 |
| 2002 | CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy?.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Computational Macroeconomics for the Open Economy In: MIT Press Books. [Citation analysis] | book | 43 |
| 1993 | Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88. In: Economic Inquiry. [Citation analysis] | article | 6 |
| 1989 | Indexation and Inflationary Inertia: Brazil 1964-1985. In: The World Bank Economic Review. [Citation analysis] | article | 2 |
| 1988 | Indexation and Stabilization: Theory and Experience. In: The World Bank Research Observer. [Citation analysis] | article | 0 |
| 1996 | Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2007 | Output Gap Estimation for Inflation Forecasting: The Case of the Philippines In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 1993 | The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2019 | Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China In: ADB Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 1997 | Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms.(1997) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Need Singapore Fear Floating? A DSGE-VAR Approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Macroeconomic Volatility Under High Accumulation of Government Debt: Lessons from Japan In: ADB Institute Series on Development Economics. [Citation analysis] | chapter | 5 |
| 2012 | MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN.(2012) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China In: Economic and Political Studies. [Full Text][Citation analysis] | article | 0 |
| 2004 | Deciphering the Message in Japanese Deflation Dynamics In: Asian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1982 | Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 1989 | The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 1980 | Time Series Evidence Bearing on Crude Theories of Regional Growth In: Land Economics. [Full Text][Citation analysis] | article | 6 |
| 1992 | Financial liberation and adjustment in Chile and New Zealand In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Volatility reversal from interest rates to the real exchange rate : financial liberalization in Chile, 1975-82 In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | WAS THE GOLD STANDARD REALLY DESTABILIZING? In: Journal of Applied Econometrics. [Citation analysis] | article | 9 |
| 1998 | Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark In: International Finance. [Full Text][Citation analysis] | paper | 0 |
| 2018 | HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
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