11
H index
13
i10 index
394
Citations
Boston College | 11 H index 13 i10 index 394 Citations RESEARCH PRODUCTION: 46 Articles 34 Papers 2 Books 1 Chapters RESEARCH ACTIVITY: 40 years (1980 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmc2 |
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: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 7 |
Journal of Economic Dynamics and Control | 4 |
Economic Modelling | 4 |
International Journal of Finance & Economics | 2 |
Journal of Asian Economics | 2 |
World Development | 2 |
The Review of Economics and Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Hong Kong Institute for Monetary Research | 5 |
Policy Research Working Paper Series / The World Bank | 2 |
Computing in Economics and Finance 2006 / Society for Computational Economics | 2 |
Year | Title of citing document |
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2023 | Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link. (2023). Asongu, Simplice ; Freytag, Andreas ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/032. 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 |
2023 | Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1425_23. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2023). Gimet, Céline ; Gagnon, Mariehelene. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:305-340. Full description at Econpapers || Download paper |
2023 | Economic Globalisation and Africa’s Quest for Greener and More Inclusive Growth: The Missing Link. (2023). Asongu, Simplice ; Freytag, Andreas ; Ofori, Isaac K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10489. Full description at Econpapers || Download paper |
2023 | Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10590. Full description at Econpapers || Download paper |
2023 | Does institutional quality matter in financial development and income inequality nexus? new evidence from Sub-Saharan Africa. (2023). Mondjeli, Itchoko Motande ; Bime, Valentine Soumtang. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00717. Full description at Econpapers || Download paper |
2023 | Macroepidemics and unconventional monetary policy. (2023). Shanafelt, David W ; Damette, Olivier ; Vasconez, Veronica Acurio. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002432. 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 |
2023 | Can digital finance development improve balanced regional investment allocations in developing countries? — The evidence from China. (2023). Wu, Zhouheng ; Li, Shuai ; Zhan, Minghua. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000407. Full description at Econpapers || Download paper |
2023 | Financial openness and firm exports: Evidence from Foreign-owned Banks in China. (2023). Pu, Yun ; Xiao, Ziheng ; Lyu, Chaofeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001308. Full description at Econpapers || Download paper |
2023 | Financially sustainable optimal currency areas. (2023). Gimet, Céline ; Gagnon, Marie-Helene ; Cartapanis, Andre. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004312. Full description at Econpapers || Download paper |
2024 | The impact of margin requirements on voluntary clearing decisions. (2024). Sharma, Rajiv ; Reiffen, David ; Onur, Esen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000107. Full description at Econpapers || Download paper |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper |
2023 | Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Benchimol, Jonathan ; Koenigstein, Noam ; Hammer, Allon ; Cohen, Eliya ; Caspi, Itamar ; Barkan, Oren. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162. Full description at Econpapers || Download paper |
2023 | Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective. (2023). Wada, Kenji ; Basu, Parantap. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000336. Full description at Econpapers || Download paper |
2023 | Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955. Full description at Econpapers || Download paper |
2023 | Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link. (2023). Asongu, Simplice ; Freytag, Andreas ; Ofori, Isaac K. In: Working Papers. RePEc:exs:wpaper:23/032. Full description at Econpapers || Download paper |
2023 | One size may not fit all: Financial fragmentation and European monetary policies. (2022). Gimet, Celine ; Gagnon, Mariehelene. In: Post-Print. RePEc:hal:journl:hal-03777950. Full description at Econpapers || Download paper |
2023 | Macroepidemics and unconventional monetary policy. (2023). Shanafelt, David W ; Damette, Olivier ; Vasconez, Veronica Acurio. In: Post-Print. RePEc:hal:journl:hal-04220462. Full description at Econpapers || Download paper |
2023 | Economic globalisation and Africa’s quest for greener and more inclusive growth: The missing link. (2023). Asongu, Simplice ; Freytag, Andreas ; Ofori, Isaac K. In: Jena Economics Research Papers. RePEc:jrp:jrpwrp:2023-004. Full description at Econpapers || Download paper |
2023 | Nonlinear inflation forecasting with recurrent neural networks. (2023). Andresen, Niek ; Almosova, Anna. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:240-259. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG In: Pacific Economic Review. [Full Text][Citation analysis] | article | 4 |
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 | 4 |
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 | 70 |
2005 | Forecasting inflation with thick models and neural networks.(2005) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | 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 | 21 |
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: 21 | 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 | 24 |
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 | 5 |
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 | 13 |
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 |
2011 | The money-age distribution: Empirical facts and the limits of three monetary models In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 21 |
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: 21 | paper | |
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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