Paul McNelis holds the Robert Bendheim Chair in Economic and Financial Policy in the Department of Finance, Graduate School of Business Administration, Fordham Univesrity, Lincoln Center campus.

McNelis had been Professor of Economics at Georgetown, having joined the faculty in 1977 as an Assistant Professor.  His  Ph. D. is from Johns Hopkins University in Baltimore and his undergraduate degree is from Boston College. He was born in Hazleton, Pa., where his father was an offical of the United Mine Workers and his mother worked for the State Unemployment office.  He was ordained as a Catholic priest for the Maryland Province of the Society of Jesus on June 4, 1977 after completing theological studies.

At Georgetown he regularly taught courses in the fields of Macro, International Finance and Monetary Economics. He has worked in the past, before the arrival of Robert Hussey, as the  faculty liaison of the Georgetown M.A.-Economics collaborative program with ILADES (Instituto Latinoamericano de Doctrina y Estudios Sociales) in Santiago,Chile, since its inception in 1987.

McNelis has worked with the international development organizations in Washington and with several central banks: the Central Bank of Ireland, the Reserve Bank of Australia, the Reserve Bank of New Zealand, the Bank of Indonesia, the Hong Kong Monetary Authority, and the Bank of Japan. He was also visiting professor at Trinity College, Dublin in 1986-87 and  the first Philips visiting professor at the Vargas Foundation in Sao Paulo, Brazil during the 1994-95 academic year, and the Gasson Professor of Economics at Boston College during the 2001-02 academic year. He has taught in Spanish and Portuguese. He has offered short courses on neural networks and finance in Portuguese in São Paulo and Brasília in Brazil, and in Spanish in Barcelona, Léon, and Santiago, Chile.

His writing is in the fields of computational macroeconomics, concentrating on problems of adjustment and financial liberalization in Latin America and Asia. Current research is on applications of neural networks and genetic algorithms for predicting exchange rate and asset-price instabilities, for assessing the effects of alternative monetary aggregates on inflation and interest rates in the short run, for evaluating credit risks in emerging markets, and solving real business cycle models.

One book is now in print, Neural Networks in Finance: Gaining Predictive Edge in the Market, from Elsevier Academic Press, Jan. 2005,  and another is in process, Computational Macrodynamics for Globalized Economies (MIT Press).  The latter project is a collaborative venture with Professor Guay C. Lim of the University of Melbourne in Australia.