Details about Andrew Peter Blake

Access statistics for papers by Andrew Peter Blake.

Last updated 2013-03-14. Update your information in the RePEc Author Service.

Short-id: pbl29

Working Papers

2012

1. Fixed interest rates over finite horizons
   Bank of England working papers, Bank of England

2011

2. The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
   Bank of England working papers, Bank of England View citations (2)

2010

3. Discretionary Policy and Multiple Equilibria in LQ RE Models
   2010 Meeting Papers, Society for Economic Dynamics
   Also in Discussion Papers, Exeter University, Department of Economics (2008) View citations (5)
   MPRA Paper, University Library of Munich, Germany (2010) View citations (14)
   See also Journal Article in Review of Economic Studies (2012)

2008

4. Inflation-Conservatism and Monetary-Fiscal Policy Interactions
   Discussion Papers, Exeter University, Department of Economics View citations (4)
   See also Journal Article in International Journal of Central Banking (2011)
5. The conduct of global monetary policy and domestic stability
   Bank of England working papers, Bank of England

2007

6. Boosting Estimation of RBF Neural Networks for Dependent Data
   Working Papers, Queen Mary, University of London, School of Economics and Finance
7. Testing the Martingale Difference Hypothesis Using Neural Network Approximations
   Working Papers, Queen Mary, University of London, School of Economics and Finance View citations (1)

2006

8. Optimal monetary policy in Markov-switching models with rational expectations agents
   Bank of England working papers, Bank of England View citations (5)

2005

9. Time Consistency and Targeting Rules in Singular Rational Expectations Models
   Computing in Economics and Finance 2005, Society for Computational Economics
10. Time Consistent Policy in Markov Switching Models
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (3)
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) View citations (13)

2004

11. Consumers' expenditure, durables and dynamics: the UK consumption ECM redux
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
12. Non-cooperative Monetary and Fiscal Policy: The Value of Leadership
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (1)
13. Testing for Neglected Nonlinearity in Cointegrating Relationships
    Working Papers, Queen Mary, University of London, School of Economics and Finance
    See also Journal Article in Journal of Time Series Analysis (2007)

2003

14. Feedback Rules and Time Consistent Policymaking in an Open Economy
    Computing in Economics and Finance 2003, Society for Computational Economics
15. Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean
    Working Papers, Queen Mary, University of London, School of Economics and Finance
    See also Journal Article in Journal of Econometrics (2007)
16. The dynamics of consumers' expenditure: the UK consumption ECM redux
    Bank of England working papers, Bank of England View citations (41)

2002

17. A 'Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (32)
    Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2001)

2000

18. Evaluating Macroeconomic Models of the Business Cycle
    NIESR Discussion Papers, National Institute of Economic and Social Research

1999

19. A Radial Basis Function Artificial Neural Network Test for ARCH
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Economics Letters (2000)
20. A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
    See also Journal Article in Econometrics Journal (2003)
21. An Artifical Neural Network System of Leading Indicators
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)

1998

22. Filtered least squares and measurement error
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Economics Letters (1998)
23. UK Consumption in the long run: the determinants of consumer spending 1925-1995
    NIESR Discussion Papers, National Institute of Economic and Social Research

1995

24. Time Consistent Policymaking: The Infinite Horizon Linear-Quadratic Case
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)

1988

25. WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1988) View citations (1)

Undated

26. An analysis of the impact of finite horizons on macroeconomic control
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Oxford Economic Papers (1995)
27. Credibility and the effectiveness of inflation targeting regimes
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (3)
    See also Journal Article in The Manchester School of Economic & Social Studies (1996)
28. Do central bankers have to be conservative?
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
29. Equilibrium monetary policy in a model of inflation and employment
    NIESR Discussion Papers, National Institute of Economic and Social Research
30. Investigating structural changes in UK export performance: the role of innovation and direct investment
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (6)
31. Small samples and structural change: a simulation study of consumption
    NIESR Discussion Papers, National Institute of Economic and Social Research
32. Targetting inflation with nominal interest rates
    NIESR Discussion Papers, National Institute of Economic and Social Research
33. Time consistent mixed precommitment macro-policy
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
34. Why have consumption functions broken down?
    NIESR Discussion Papers, National Institute of Economic and Social Research

Journal Articles

2012

1. DSGE Modeling on an iPhone/iPad Using SpaceTime
   Computational Economics, 2012, 40, (4), 313-332
2. Determining optimal monetary speed limits
   Economics Letters, 2012, 116, (2), 269-271
3. Discretionary Policy and Multiple Equilibria in LQ RE Models
   Review of Economic Studies, 2012, 79, (4), 1309-1339
   See also Working Paper (2010)
4. Equally shocking news
   Economics Letters, 2012, 117, (3), 866-869

2011

5. Inflation Conservatism and Monetary-Fiscal Policy Interactions
   International Journal of Central Banking, 2011, 7, (2), 41-83
   See also Working Paper (2008)
6. Optimal policy in Markov-switching rational expectations models
   Journal of Economic Dynamics and Control, 2011, 35, (10), 1626-1651 View citations (1)

2010

7. Chief Economists' Workshop: state-of-the-art modelling for central banks
   Bank of England Quarterly Bulletin, 2010, 50, (3), 214-218 View citations (2)
8. TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
   Econometric Theory, 2010, 26, (05), 1363-1397

2007

9. Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
   Journal of Econometrics, 2007, 137, (2), 472-488 View citations (8)
   See also Working Paper (2003)
10. Testing for Neglected Nonlinearity in Cointegrating Relationships*
    Journal of Time Series Analysis, 2007, 28, (6), 807-826
    See also Working Paper (2004)
11. The dynamics of aggregate UK consumers' non-durable expenditure
    Economic Modelling, 2007, 24, (3), 453-469 View citations (2)

2004

12. A note on timeless perspective policy design
    Economics Letters, 2004, 85, (1), 9-16 View citations (4)
13. Analytic Derivatives for Linear Rational Expectations Models
    Computational Economics, 2004, 24, (1), 77-96 View citations (3)
14. Open loop time consistency for linear rational expectations models
    Economics Letters, 2004, 82, (1), 21-27 View citations (1)

2003

15. A radial basis function artificial neural network test for neglected nonlinearity
    Econometrics Journal, 2003, 6, (2), 357-373
    See also Working Paper (1999)
16. Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
    Journal of Time Series Analysis, 2003, 24, (3), 253-267 View citations (3)

2002

17. Sterling, the Euro and the Dollar
    National Institute Economic Review, 2002, 181, (1), 44-46

2000

18. A radial basis function artificial neural network test for ARCH
    Economics Letters, 2000, 69, (1), 15-23
    See also Working Paper (1999)
19. Optimality and Taylor Rules
    National Institute Economic Review, 2000, 174, (1), 80-91
20. Section I. Recent developments and summary of the forecast
    National Institute Economic Review, 2000, 174, (1), 8-16
21. Solution and control of linear rational expectations models with structural effects from future instruments
    Economics Letters, 2000, 67, (3), 283-288

1998

22. Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence
    Oxford Economic Papers, 1998, 50, (3), 449-67 View citations (4)
23. Filtered least squares and measurement error
    Economics Letters, 1998, 59, (2), 163-168 View citations (1)
    See also Working Paper (1998)
24. Optimal Monetary Policy
    National Institute Economic Review, 1998, 164, (1), 100-109

1996

25. Credibility and the Effectiveness of Inflation Targeting Regimes
    The Manchester School of Economic & Social Studies, 1996, 64, 28-50 View citations (25)
    See also Working Paper
26. Forecast Error Bounds By Stochastic Simulation
    National Institute Economic Review, 1996, 156, (1), 72-79

1995

27. An Analysis of the Impact of Finite Horizons on Macroeconomic Control
    Oxford Economic Papers, 1995, 47, (1), 98-116
    See also Working Paper

1993

28. Should the Bank of England be Independent?
    National Institute Economic Review, 1993, 143, (1), 72-80

1991

29. Data Adjustment and Forecast Performance
    National Institute Economic Review, 1991, 135, (1), 66-78

1990

30. The solution of time-varying linear rational expectations models and the role of terminal conditions
    Economics Letters, 1990, 33, (3), 265-269 View citations (1)

Books

2012

1. Applied Bayesian econometrics for central bankers
   Technical Books, Centre for Central Banking Studies, Bank of England

2010

2. Solving rational expectations models: a practical approach using Scilab®
   Technical Books, Centre for Central Banking Studies, Bank of England View citations (1)