Zobrazeno 1 - 10
of 82
pro vyhledávání: '"PAUL D. MCNELIS"'
Autor:
PAUL D. MCNELIS
Publikováno v:
Brazilian Journal of Political Economy, Vol 6, Iss 4, Pp 607-623 (2024)
RESUMO Este artigo examina os processos de ajuste inflacionário na Argentina, Brasil, Chile, Equador, Peru e Uruguai com técnicas de estimação variantes no tempo para determinar a relação entre a inércia inflacionária ou os efeitos de retroal
Externí odkaz:
https://doaj.org/article/6d17c2d64bee4d75bf295972511e042f
Autor:
Paul D. McNelis, Liliana Rojas-Suárez
Publikováno v:
Economía, Vol 19, Iss 37-38 (1996)
El artículo no presenta resumen.
Externí odkaz:
https://doaj.org/article/8649af98a45945ee81e64777eb031733
Autor:
Paul D. McNelis
This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecastin
Publikováno v:
Economic Modelling. 91:759-768
This paper examines the performance of capital controls and exchange-rate management when the economy finds itself in dark corners. These are times when the real sector experiences a sequence of prolonged negative shocks from world demand, while the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dae4c67c28985c80371a64fdd12274a6
https://doi.org/10.1016/j.econmod.2019.10.027
https://doi.org/10.1016/j.econmod.2019.10.027
Autor:
Paul D. McNelis, Jennifer T. Lai
Publikováno v:
Economic and Political Studies. 8:374-393
This paper shows that signals from the offshore China spot market for the Chinese renminbi of the Hong Kong SAR (listed as CNH) directly affect the volatility of share prices of Chinese banks and t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::410d71ff3cd270d02c8f3cc9756514b1
https://doi.org/10.1080/20954816.2020.1762830
https://doi.org/10.1080/20954816.2020.1762830
Autor:
Paul D. McNelis, Guay C. Lim
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8affbb9d3c9b3a67d5535a3fec840461
https://doi.org/10.2139/ssrn.4069730
https://doi.org/10.2139/ssrn.4069730
Autor:
Jennifer T. Lai, Paul D. McNelis
Publikováno v:
ADB Economics Working Paper Series.
This paper shows that signals from the offshore Hong Kong, China spot market for the currency of the People’s Republic of China (PRC), the renminbi (listed as CNH), directly affect the volatility of share prices of PRC banks and the overall risks t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::deb7546c63715a4b2a38a59240e2b8a8
https://doi.org/10.22617/wps190575-2
https://doi.org/10.22617/wps190575-2
Autor:
Guay Lim, Paul D. McNelis
Publikováno v:
Journal of Economic Dynamics and Control. 93:346-363
This paper examines the effects of adopting unconventional policies in a crisis environment characterised by the international transmission of negative financial intermediation and real capital quality shocks. Using a two-country model with financial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e462d8bb6e63cfbc02b69123ff80084
https://doi.org/10.1016/j.jedc.2018.01.028
https://doi.org/10.1016/j.jedc.2018.01.028
Autor:
Naoyuki Yoshino, Paul D. McNelis
Publikováno v:
The Singapore Economic Review. 63:147-166
This paper examines asset price and household income/consumption dynamics in a small open economy subject to terms of trade shocks, under two financial regimes. The first is a pure banking regime, in which firms borrow from banks for financing costs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc6b7d3458d9e3dfcfb9f1082317aa1f
https://doi.org/10.1142/s0217590817440015
https://doi.org/10.1142/s0217590817440015
Autor:
Paul D. McNelis, Guay Lim
Publikováno v:
Journal of International Money and Finance. 69:135-150
This paper assesses adjustments at the zero lower bound (ZLB) in an economy incorporating financial frictions and nominal price stickiness. We examine the dynamic paths of key variables under recurring real (productivity) and financial (net worth) sh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::863e6941ecfe8b0833445bcda7441417
https://doi.org/10.1016/j.jimonfin.2016.06.007
https://doi.org/10.1016/j.jimonfin.2016.06.007