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Details about Andrew Peter Blake

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Homepage:http://www.bankofengland.co.uk/research/Pages/economists/staff/andrew_blake.aspx
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Andrew Peter Blake.

Last updated 2015-10-19. Update your information in the RePEc Author Service.

Short-id: pbl29


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Working Papers

2013

  1. Monetary Policy Delegation and Equilibrium Coordination
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2013) Downloads View citations (1)

2012

  1. Fixed interest rates over finite horizons
    Bank of England working papers, Bank of England Downloads View citations (9)

2011

  1. The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
    Bank of England working papers, Bank of England Downloads View citations (5)

2010

  1. Discretionary Policy and Multiple Equilibria in LQ RE Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (27)
    Also in Discussion Papers, Exeter University, Department of Economics (2008) Downloads View citations (5)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (1)

    See also Journal Article in Review of Economic Studies (2012)

2008

  1. Inflation-Conservatism and Monetary-Fiscal Policy Interactions
    Discussion Papers, Exeter University, Department of Economics Downloads View citations (7)
    See also Journal Article in International Journal of Central Banking (2011)
  2. The conduct of global monetary policy and domestic stability
    Bank of England working papers, Bank of England Downloads

2007

  1. Boosting Estimation of RBF Neural Networks for Dependent Data
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (2)
  2. Testing the Martingale Difference Hypothesis Using Neural Network Approximations
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (1)

2006

  1. Optimal monetary policy in Markov-switching models with rational expectations agents
    Bank of England working papers, Bank of England Downloads View citations (10)

2005

  1. Time Consistency and Targeting Rules in Singular Rational Expectations Models
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. Time Consistent Policy in Markov Switching Models
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (12)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (2)

2004

  1. 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 Downloads
  2. 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 Downloads View citations (1)
  3. Testing for Neglected Nonlinearity in Cointegrating Relationships
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    See also Journal Article in Journal of Time Series Analysis (2007)

2003

  1. Feedback Rules and Time Consistent Policymaking in an Open Economy
    Computing in Economics and Finance 2003, Society for Computational Economics
  2. 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 Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2007)
  3. The dynamics of consumers' expenditure: the UK consumption ECM redux
    Bank of England working papers, Bank of England Downloads View citations (46)

2002

  1. A 'Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (29)
    Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2001) Downloads View citations (10)

1999

  1. A Radial Basis Function Artificial Neural Network Test for ARCH
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
    See also Journal Article in Economics Letters (2000)
  2. 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)
  3. An Artificial Neural Network System of Leading Indicators
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (19)

1997

  1. Filtered least squares and measurement error
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (10)
    See also Journal Article in Economics Letters (1998)

1988

  1. WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1988) Downloads View citations (6)

Journal Articles

2015

  1. Inflation targeting and term premia estimates for Latin America
    Latin American Economic Review, 2015, 24, (1), 1-21 Downloads View citations (4)

2012

  1. DSGE Modeling on an iPhone/iPad Using SpaceTime
    Computational Economics, 2012, 40, (4), 313-332 Downloads
  2. Determining optimal monetary speed limits
    Economics Letters, 2012, 116, (2), 269-271 Downloads View citations (2)
  3. Discretionary Policy and Multiple Equilibria in LQ RE Models
    Review of Economic Studies, 2012, 79, (4), 1309-1339 Downloads View citations (14)
    See also Working Paper (2010)
  4. Equally shocking news
    Economics Letters, 2012, 117, (3), 866-869 Downloads View citations (2)

2011

  1. Inflation Conservatism and Monetary-Fiscal Policy Interactions
    International Journal of Central Banking, 2011, 7, (2), 41-83 Downloads View citations (12)
    See also Working Paper (2008)
  2. Optimal policy in Markov-switching rational expectations models
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1626-1651 Downloads View citations (5)

2010

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

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 Downloads View citations (13)
    See also Working Paper (2003)
  2. Testing for Neglected Nonlinearity in Cointegrating Relationships*
    Journal of Time Series Analysis, 2007, 28, (6), 807-826 Downloads
    See also Working Paper (2004)
  3. The dynamics of aggregate UK consumers' non-durable expenditure
    Economic Modelling, 2007, 24, (3), 453-469 Downloads View citations (5)

2004

  1. A note on timeless perspective policy design
    Economics Letters, 2004, 85, (1), 9-16 Downloads View citations (7)
  2. Analytic Derivatives for Linear Rational Expectations Models
    Computational Economics, 2004, 24, (1), 77-96 Downloads View citations (13)
  3. Open loop time consistency for linear rational expectations models
    Economics Letters, 2004, 82, (1), 21-27 Downloads View citations (2)

2003

  1. A radial basis function artificial neural network test for neglected nonlinearity
    Econometrics Journal, 2003, 6, (2), 357-373 Downloads View citations (4)
    See also Working Paper (1999)
  2. Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
    Journal of Time Series Analysis, 2003, 24, (3), 253-267 Downloads View citations (4)

2002

  1. Sterling, the Euro and the Dollar
    National Institute Economic Review, 2002, 181, (1), 44-46 Downloads View citations (3)

2000

  1. A radial basis function artificial neural network test for ARCH
    Economics Letters, 2000, 69, (1), 15-23 Downloads View citations (2)
    See also Working Paper (1999)
  2. Optimality and Taylor Rules
    National Institute Economic Review, 2000, 174, (1), 80-91 Downloads
  3. Solution and control of linear rational expectations models with structural effects from future instruments
    Economics Letters, 2000, 67, (3), 283-288 Downloads View citations (1)

1998

  1. 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 (13)
  2. Filtered least squares and measurement error
    Economics Letters, 1998, 59, (2), 163-168 Downloads View citations (1)
    See also Working Paper (1997)
  3. Optimal Monetary Policy
    National Institute Economic Review, 1998, 164, (1), 100-109 Downloads

1996

  1. Credibility and the Effectiveness of Inflation Targeting Regimes
    The Manchester School of Economic & Social Studies, 1996, 64, 28-50 View citations (35)
  2. Forecast Error Bounds By Stochastic Simulation
    National Institute Economic Review, 1996, 156, (1), 72-79 Downloads View citations (1)

1995

  1. An Analysis of the Impact of Finite Horizons on Macroeconomic Control
    Oxford Economic Papers, 1995, 47, (1), 98-116 Downloads View citations (1)

1993

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

1991

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

1990

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

1988

  1. Exchange-Rate Targets and Wage Formation
    National Institute Economic Review, 1988, 123, (1), 48-64 Downloads

Books

2012

  1. Applied Bayesian econometrics for central bankers
    Technical Books, Centre for Central Banking Studies, Bank of England Downloads View citations (16)

2010

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