Details about Andrew Peter Blake

Access statistics for papers by Andrew Peter Blake.

Last updated 2008-09-26. Update your information in the RePEc Author Service.

Short-id: pbl29

Working Papers

2008

1. The conduct of global monetary policy and domestic stability
   Bank of England working papers, Bank of England

2007

2. Boosting Estimation of RBF Neural Networks for Dependent Data
   Working Papers, Queen Mary, University of London, Department of Economics
3. Testing the Martingale Difference Hypothesis Using Neural Network Approximations
   Working Papers, Queen Mary, University of London, Department of Economics

2005

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

2004

6. 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
7. 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
8. Testing for Neglected Nonlinearity in Cointegrating Relationships
   Working Papers, Queen Mary, University of London, Department of Economics
   See also Journal Article in Journal of Time Series Analysis (2007)

2003

9. Feedback Rules and Time Consistent Policymaking in an Open Economy
   Computing in Economics and Finance 2003, Society for Computational Economics
10. Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean
    Working Papers, Queen Mary, University of London, Department of Economics
    See also Journal Article in Journal of Econometrics (2007)

2002

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

2000

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

1999

13. 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)
14. A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity
    NIESR Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article in Econometrics Journal (2003)
15. An Artifical Neural Network System of Leading Indicators
    NIESR Discussion Papers, National Institute of Economic and Social Research

1998

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

1995

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

1988

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

Undated

20. 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)
21. Credibility and the effectiveness of inflation targeting regimes
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations
    See also Journal Article in The Manchester School of Economic & Social Studies (1996)
22. Do central bankers have to be conservative?
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations
23. Equilibrium monetary policy in a model of inflation and employment
    NIESR Discussion Papers, National Institute of Economic and Social Research
24. 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
25. Optimal monetary policy in Markov-switching models with rational expectations agents
    Bank of England working papers, Bank of England View citations
26. Small samples and structural change: a simulation study of consumption
    NIESR Discussion Papers, National Institute of Economic and Social Research
27. Targetting inflation with nominal interest rates
    NIESR Discussion Papers, National Institute of Economic and Social Research
28. The dynamics of consumers' expenditure: the UK consumption ECM redux
    Bank of England working papers, Bank of England View citations
29. Time consistent mixed precommitment macro-policy
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations
30. Why have consumption functions broken down?
    NIESR Discussion Papers, National Institute of Economic and Social Research

Journal Articles

2007

1. 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
   See also Working Paper (2003)
2. Testing for Neglected Nonlinearity in Cointegrating Relationships*
   Journal of Time Series Analysis, 2007, 28, (6), 807-826
   See also Working Paper (2004)
3. The dynamics of aggregate UK consumers' non-durable expenditure
   Economic Modelling, 2007, 24, (3), 453-469

2004

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

2003

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

2000

9. A radial basis function artificial neural network test for ARCH
   Economics Letters, 2000, 69, (1), 15-23
   See also Working Paper (1999)
10. Solution and control of linear rational expectations models with structural effects from future instruments
    Economics Letters, 2000, 67, (3), 283-288

1998

11. 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
12. Filtered least squares and measurement error
    Economics Letters, 1998, 59, (2), 163-168
    See also Working Paper (1998)

1996

13. Credibility and the Effectiveness of Inflation Targeting Regimes
    The Manchester School of Economic & Social Studies, 1996, 64, 28-50 View citations
    See also Working Paper

1995

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

1990

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