Paul D. McNelis

Fordham University - Gabelli School of Business

113 West 60th Street

Bronx, NY 10458

United States

SCHOLARLY PAPERS

12

DOWNLOADS

812

SSRN CITATIONS

1

CROSSREF CITATIONS

10

Scholarly Papers (12)

1.

Income Inequality, Trade and Financial Openness

Melbourne Institute Working Paper No. 7/14, Fordham University Schools of Business Research Paper No. 2425068
Number of pages: 32 Posted: 15 Apr 2014 Last Revised: 05 Jun 2014
Guay C. Lim and Paul D. McNelis
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Fordham University - Gabelli School of Business
Downloads 435 (82,383)
Citation 9

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Gini coefficient, openness

2.

Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn from Data?

HKIMR Working Paper No. 1/2006
Number of pages: 19 Posted: 20 Aug 2007
Paul D. McNelis and Salih N. Neftci
Fordham University - Gabelli School of Business and CUNY Baruch College
Downloads 124 (277,257)
Citation 2

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Prediction, Bayesian forecasting, Granger tests of causality, nested models

3.

Monetary Regime Choice in China: Policy Rules for Navigating in Dark Corners

Number of pages: 19 Posted: 08 Feb 2017
Hongyi Chen and Paul D. McNelis
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Fordham University - Gabelli School of Business
Downloads 45 (489,565)
Citation 1

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Dark corners, regime choice

4.

Monetary Rules and Policy Targets Under Managed Exchange Rates and Capital Controls: The Case of China

Number of pages: 34 Posted: 27 Dec 2017
Hongyi Chen and Paul D. McNelis
Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Fordham University - Gabelli School of Business
Downloads 41 (507,450)

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Ramsey rule, optimal simple rule, dark corner dynamics, China monetary policy

5.

Monetary Regimes and Share Price Volatility in East Asia

Fordham University Schools of Business Research Paper
Number of pages: 28 Posted: 30 Jan 2013
Yu-Ning Hwang and Paul D. McNelis
National Chengchi University - Department of Economics and Fordham University - Gabelli School of Business
Downloads 36 (531,498)

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Tobin's Q, volatility, monetary regimes, DSGE models

6.

Structural Change and Counterfactual Inflation-Targeting in Hong Kong

HKIMR Working Paper No.23/2009
Number of pages: 30 Posted: 03 Sep 2009
Paul D. McNelis
Fordham University - Gabelli School of Business
Downloads 34 (541,836)

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Bayesian Estimation, Structural Change, Inflation Targeting

7.

Volatility Spillovers and Capital Buffers Among the G-Sibs

BIS Working Paper No. 856
Number of pages: 24 Posted: 17 Apr 2020
Paul D. McNelis and James Yetman
Fordham University - Gabelli School of Business and Bank for International Settlements (BIS)
Downloads 29 (575,378)

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G-SIBs, contagion, connectedness, bank capital, cross validation

Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe

HKIMR Working Paper No.05/2014, Fordham University Schools of Business Research Paper No. 2413305
Number of pages: 25 Posted: 25 Mar 2014
Paul D. McNelis
Fordham University - Gabelli School of Business
Downloads 17 (672,104)

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Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe

Number of pages: 28 Posted: 11 Feb 2015
Paul D. McNelis
Fordham University - Gabelli School of Business
Downloads 10 (729,573)

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Sudden stop, currency union, financial contagion

9.

Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China

Asian Development Bank Economics Working Paper Series No. 602
Number of pages: 30 Posted: 05 May 2020
Jennifer Lai and Paul D. McNelis
Guangdong University of Foreign Studies and Fordham University - Gabelli School of Business
Downloads 17 (649,197)

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banking stability of the PRC, CNH market, currency of the PRC, exchange rate pressures, offshore exchange markets

10.

Optimal Policy Rules at Home, Crisis and Quantitative Easing Abroad

BOFIT Discussion Paper No. 15/2016, Gabelli School of Business, Fordham University Research Paper No. 2862363
Number of pages: 29 Posted: 01 Nov 2016
Paul D. McNelis
Fordham University - Gabelli School of Business
Downloads 15 (663,657)

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quantitative easing, financial frictions, unconventional monetary policy

11.

Policy Rules in Times of Prolonged Crisis: Quantitative Easing Abroad and Fiscal Adjustment at Home

Hong Kong Institute for Monetary Research, No. 15, 2018
Number of pages: 36 Posted: 17 Jun 2018
Paul D. McNelis
Fordham University - Gabelli School of Business
Downloads 6 (732,946)

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Quantitative Easing, Financial Frictions, Unconventional Monetary Policy

12.

Macroeconomic Volatility and Counterfactual Inflation‐Targeting in Hong Kong

Pacific Economic Review, Vol. 17, Issue 2, pp. 304-325, 2012
Number of pages: 22 Posted: 19 May 2012
Guay C. Lim and Paul D. McNelis
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Fordham University - Gabelli School of Business
Downloads 3 (756,516)
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