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
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Working Papers
2012
- Fixed interest rates over finite horizons
Bank of England working papers, Bank of England
2011
- 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
- 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
- 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)
- The conduct of global monetary policy and domestic stability
Bank of England working papers, Bank of England
2007
- Boosting Estimation of RBF Neural Networks for Dependent Data
Working Papers, Queen Mary, University of London, School of Economics and Finance
- 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
- Optimal monetary policy in Markov-switching models with rational expectations agents
Bank of England working papers, Bank of England View citations (5)
2005
- Time Consistency and Targeting Rules in Singular Rational Expectations Models
Computing in Economics and Finance 2005, Society for Computational Economics
- 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
- 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
- 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)
- 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
- Feedback Rules and Time Consistent Policymaking in an Open Economy
Computing in Economics and Finance 2003, Society for Computational Economics
- 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)
- The dynamics of consumers' expenditure: the UK consumption ECM redux
Bank of England working papers, Bank of England View citations (41)
2002
- 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
- Evaluating Macroeconomic Models of the Business Cycle
NIESR Discussion Papers, National Institute of Economic and Social Research
1999
- 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)
- 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)
- An Artifical Neural Network System of Leading Indicators
NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
1998
- Filtered least squares and measurement error
NIESR Discussion Papers, National Institute of Economic and Social Research 
See also Journal Article in Economics Letters (1998)
- UK Consumption in the long run: the determinants of consumer spending 1925-1995
NIESR Discussion Papers, National Institute of Economic and Social Research
1995
- Time Consistent Policymaking: The Infinite Horizon Linear-Quadratic Case
NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
1988
- 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
- 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)
- 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)
- Do central bankers have to be conservative?
NIESR Discussion Papers, National Institute of Economic and Social Research View citations (2)
- Equilibrium monetary policy in a model of inflation and employment
NIESR Discussion Papers, National Institute of Economic and Social Research
- 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)
- Small samples and structural change: a simulation study of consumption
NIESR Discussion Papers, National Institute of Economic and Social Research
- Targetting inflation with nominal interest rates
NIESR Discussion Papers, National Institute of Economic and Social Research
- Time consistent mixed precommitment macro-policy
NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)
- Why have consumption functions broken down?
NIESR Discussion Papers, National Institute of Economic and Social Research
Journal Articles
2012
- DSGE Modeling on an iPhone/iPad Using SpaceTime
Computational Economics, 2012, 40, (4), 313-332
- Determining optimal monetary speed limits
Economics Letters, 2012, 116, (2), 269-271
- Discretionary Policy and Multiple Equilibria in LQ RE Models
Review of Economic Studies, 2012, 79, (4), 1309-1339 
See also Working Paper (2010)
- Equally shocking news
Economics Letters, 2012, 117, (3), 866-869
2011
- Inflation Conservatism and Monetary-Fiscal Policy Interactions
International Journal of Central Banking, 2011, 7, (2), 41-83 
See also Working Paper (2008)
- Optimal policy in Markov-switching rational expectations models
Journal of Economic Dynamics and Control, 2011, 35, (10), 1626-1651 View citations (1)
2010
- Chief Economists' Workshop: state-of-the-art modelling for central banks
Bank of England Quarterly Bulletin, 2010, 50, (3), 214-218 View citations (2)
- TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
Econometric Theory, 2010, 26, (05), 1363-1397
2007
- 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)
- Testing for Neglected Nonlinearity in Cointegrating Relationships*
Journal of Time Series Analysis, 2007, 28, (6), 807-826 
See also Working Paper (2004)
- The dynamics of aggregate UK consumers' non-durable expenditure
Economic Modelling, 2007, 24, (3), 453-469 View citations (2)
2004
- A note on timeless perspective policy design
Economics Letters, 2004, 85, (1), 9-16 View citations (4)
- Analytic Derivatives for Linear Rational Expectations Models
Computational Economics, 2004, 24, (1), 77-96 View citations (3)
- Open loop time consistency for linear rational expectations models
Economics Letters, 2004, 82, (1), 21-27 View citations (1)
2003
- A radial basis function artificial neural network test for neglected nonlinearity
Econometrics Journal, 2003, 6, (2), 357-373 
See also Working Paper (1999)
- 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
- Sterling, the Euro and the Dollar
National Institute Economic Review, 2002, 181, (1), 44-46
2000
- A radial basis function artificial neural network test for ARCH
Economics Letters, 2000, 69, (1), 15-23 
See also Working Paper (1999)
- Optimality and Taylor Rules
National Institute Economic Review, 2000, 174, (1), 80-91
- Section I. Recent developments and summary of the forecast
National Institute Economic Review, 2000, 174, (1), 8-16
- Solution and control of linear rational expectations models with structural effects from future instruments
Economics Letters, 2000, 67, (3), 283-288
1998
- 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)
- Filtered least squares and measurement error
Economics Letters, 1998, 59, (2), 163-168 View citations (1)
See also Working Paper (1998)
- Optimal Monetary Policy
National Institute Economic Review, 1998, 164, (1), 100-109
1996
- 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
- Forecast Error Bounds By Stochastic Simulation
National Institute Economic Review, 1996, 156, (1), 72-79
1995
- An Analysis of the Impact of Finite Horizons on Macroeconomic Control
Oxford Economic Papers, 1995, 47, (1), 98-116 
See also Working Paper
1993
- Should the Bank of England be Independent?
National Institute Economic Review, 1993, 143, (1), 72-80
1991
- Data Adjustment and Forecast Performance
National Institute Economic Review, 1991, 135, (1), 66-78
1990
- 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
- Applied Bayesian econometrics for central bankers
Technical Books, Centre for Central Banking Studies, Bank of England
2010
- Solving rational expectations models: a practical approach using Scilab®
Technical Books, Centre for Central Banking Studies, Bank of England View citations (1)
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