Details about Andrew Peter Blake

Access statistics for papers by Andrew Peter Blake.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pbl29

Working Papers

2013

1. Monetary Policy Delegation and Equilibrium Coordination
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
   Also in Working Papers, Business School - Economics, University of Glasgow (2013) View citations (5)

2012

2. Fixed interest rates over finite horizons
   Bank of England working papers, Bank of England View citations (22)

2011

3. 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 (5)

2010

4. Discretionary Policy and Multiple Equilibria in LQ RE Models
   2010 Meeting Papers, Society for Economic Dynamics View citations (3)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (27)
   Discussion Papers, University of Exeter, Department of Economics (2008) View citations (9)
   See also Journal Article Discretionary Policy and Multiple Equilibria in LQ RE Models, The Review of Economic Studies, Review of Economic Studies Ltd (2012) View citations (62) (2012)

2008

5. Inflation-Conservatism and Monetary-Fiscal Policy Interactions
   Discussion Papers, University of Exeter, Department of Economics View citations (7)
   See also Journal Article Inflation Conservatism and Monetary-Fiscal Policy Interactions, International Journal of Central Banking, International Journal of Central Banking (2011) View citations (23) (2011)
6. The conduct of global monetary policy and domestic stability
   Bank of England working papers, Bank of England View citations (1)

2007

7. Boosting Estimation of RBF Neural Networks for Dependent Data
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (2)
8. 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

9. Optimal monetary policy in Markov-switching models with rational expectations agents
   Bank of England working papers, Bank of England View citations (20)

2005

10. Time Consistency and Targeting Rules in Singular Rational Expectations Models
    Computing in Economics and Finance 2005, Society for Computational Economics
11. Time Consistent Policy in Markov Switching Models
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations (12)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (5)

2004

12. 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
13. 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)
14. Testing for Neglected Nonlinearity in Cointegrating Relationships
    Working Papers, Queen Mary University of London, School of Economics and Finance
    See also Journal Article Testing for Neglected Nonlinearity in Cointegrating Relationships*, Journal of Time Series Analysis, Wiley Blackwell (2007) View citations (2) (2007)

2003

15. Feedback Rules and Time Consistent Policymaking in an Open Economy
    Computing in Economics and Finance 2003, Society for Computational Economics
16. Reconsidering the Evidence: Are Eurozone Business Cycles Converging?
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (11)
17. 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 View citations (1)
    See also Journal Article Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean, Journal of Econometrics, Elsevier (2007) View citations (23) (2007)
18. The dynamics of consumers' expenditure: the UK consumption ECM redux
    Bank of England working papers, Bank of England View citations (54)

2002

19. A 'Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (28)
    Also in National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2001) View citations (24)
20. An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (6)
21. Investment and Uncertainty in the G7
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (18)

1999

22. A Radial Basis Function Artificial Neural Network Test for ARCH
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (14)
    See also Journal Article A radial basis function artificial neural network test for ARCH, Economics Letters, Elsevier (2000) View citations (11) (2000)
23. A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (4)
    See also Journal Article A radial basis function artificial neural network test for neglected nonlinearity, Econometrics Journal, Royal Economic Society (2003) View citations (9) (2003)

1992

24. An analysis of the impact of finite horizons on macroeconomic control
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
    See also Journal Article An Analysis of the Impact of Finite Horizons on Macroeconomic Control, Oxford Economic Papers, Oxford University Press (1995) View citations (1) (1995)

1988

25. WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1988) View citations (9)

1986

26. Approximate Linear Solutions for Non-Linear R.E. Models: A Technique and Some Problems
    Working Papers, Queen Mary University of London, School of Economics and Finance
27. The Treasury Model Under Rational Expectations
    Working Papers, Queen Mary University of London, School of Economics and Finance

Journal Articles

2018

1. Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution
   National Institute Economic Review, 2018, 246, (1), R3-R14 View citations (2)

2015

2. Inflation targeting and term premia estimates for Latin America
   Latin American Economic Review, 2015, 24, (1), 1-21 View citations (11)

2012

3. DSGE Modeling on an iPhone/iPad Using SpaceTime
   Computational Economics, 2012, 40, (4), 313-332 View citations (1)
4. Determining optimal monetary speed limits
   Economics Letters, 2012, 116, (2), 269-271 View citations (9)
5. Discretionary Policy and Multiple Equilibria in LQ RE Models
   The Review of Economic Studies, 2012, 79, (4), 1309-1339 View citations (62)
   See also Working Paper Discretionary Policy and Multiple Equilibria in LQ RE Models, 2010 Meeting Papers (2010) View citations (3) (2010)
6. Equally shocking news
   Economics Letters, 2012, 117, (3), 866-869 View citations (3)

2011

7. Inflation Conservatism and Monetary-Fiscal Policy Interactions
   International Journal of Central Banking, 2011, 7, (2), 41-83 View citations (23)
   See also Working Paper Inflation-Conservatism and Monetary-Fiscal Policy Interactions, Discussion Papers (2008) View citations (7) (2008)
8. Optimal policy in Markov-switching rational expectations models
   Journal of Economic Dynamics and Control, 2011, 35, (10), 1626-1651 View citations (16)

2010

9. Chief Economists' Workshop: state-of-the-art modelling for central banks
   Bank of England Quarterly Bulletin, 2010, 50, (3), 214-218 View citations (2)
10. TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
    Econometric Theory, 2010, 26, (5), 1363-1397 View citations (5)

2007

11. 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 (23)
    See also Working Paper Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean, Working Papers (2003) View citations (1) (2003)
12. Testing for Neglected Nonlinearity in Cointegrating Relationships*
    Journal of Time Series Analysis, 2007, 28, (6), 807-826 View citations (2)
    See also Working Paper Testing for Neglected Nonlinearity in Cointegrating Relationships, Working Papers (2004) (2004)
13. The dynamics of aggregate UK consumers' non-durable expenditure
    Economic Modelling, 2007, 24, (3), 453-469 View citations (5)

2004

14. A note on timeless perspective policy design
    Economics Letters, 2004, 85, (1), 9-16 View citations (10)
15. Analytic Derivatives for Linear Rational Expectations Models
    Computational Economics, 2004, 24, (1), 77-96 View citations (14)
16. Open loop time consistency for linear rational expectations models
    Economics Letters, 2004, 82, (1), 21-27 View citations (2)

2003

17. A radial basis function artificial neural network test for neglected nonlinearity
    Econometrics Journal, 2003, 6, (2), 357-373 View citations (9)
    See also Working Paper A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity, National Institute of Economic and Social Research (NIESR) Discussion Papers (1999) View citations (4) (1999)
18. Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives
    Journal of Time Series Analysis, 2003, 24, (3), 253-267 View citations (5)

2002

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

2001

20. The UK Economy
    National Institute Economic Review, 2001, 175, 8-15
21. The UK Economy
    National Institute Economic Review, 2001, 175, (1), 8-15

2000

22. A radial basis function artificial neural network test for ARCH
    Economics Letters, 2000, 69, (1), 15-23 View citations (11)
    See also Working Paper A Radial Basis Function Artificial Neural Network Test for ARCH, National Institute of Economic and Social Research (NIESR) Discussion Papers (1999) View citations (14) (1999)
23. Optimality and Taylor Rules
    National Institute Economic Review, 2000, 174, (1), 80-91 View citations (2)
    Also in National Institute Economic Review, 2000, 174, 80-91 (2000)
24. Section I. Recent developments and summary of the forecast
    National Institute Economic Review, 2000, 174, (1), 8-16
    Also in National Institute Economic Review, 2000, 174, 8-16 (2000)
25. Solution and control of linear rational expectations models with structural effects from future instruments
    Economics Letters, 2000, 67, (3), 283-288 View citations (1)

1998

26. 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 (17)
27. Filtered least squares and measurement error
    Economics Letters, 1998, 59, (2), 163-168 View citations (1)
28. Optimal Monetary Policy
    National Institute Economic Review, 1998, 164, 100-109
    Also in National Institute Economic Review, 1998, 164, (1), 100-109 (1998)

1996

29. Credibility and the Effectiveness of Inflation Targeting Regimes
    The Manchester School of Economic & Social Studies, 1996, 64, 28-50 View citations (38)
30. Forecast Error Bounds By Stochastic Simulation
    National Institute Economic Review, 1996, 156, 72-79
    Also in National Institute Economic Review, 1996, 156, (1), 72-79 (1996) View citations (7)

1995

31. An Analysis of the Impact of Finite Horizons on Macroeconomic Control
    Oxford Economic Papers, 1995, 47, (1), 98-116 View citations (1)
    See also Working Paper An analysis of the impact of finite horizons on macroeconomic control, National Institute of Economic and Social Research (NIESR) Discussion Papers (1992) (1992)

1993

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

1991

33. Data Adjustment and Forecast Performance
    National Institute Economic Review, 1991, 135, (1), 66-78
34. YTS and the Labour Market
    British Journal of Industrial Relations, 1991, 29, (2), 223-236 View citations (5)

1990

35. 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)

1988

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

Books

2015

1. Applied Bayesian Econometrics for central bankers
   Handbooks, Centre for Central Banking Studies, Bank of England View citations (6)
   Also in Technical Books, Centre for Central Banking Studies, Bank of England (2012) View citations (71)
2. Deriving option-implied probability densities for foreign exchange markets
   Handbooks, Centre for Central Banking Studies, Bank of England View citations (4)

2010

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