11
H index
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i10 index
393
Citations
Andrew Peter Blake : Citation Profile
Bank of England | RESEARCH PRODUCTION: 31 Articles 29 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1988 - 2015). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Peter Blake. | Is cited by:
| Cites to:
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Main data
Where Andrew Peter Blake has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 8 |
| National Institute Economic Review | 7 |
| Computational Economics | 2 |
| Journal of Time Series Analysis | 2 |
| Oxford Economic Papers | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / University of Exeter, Department of Economics | 2 |
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
Recent works citing Andrew Peter Blake (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | The main correlations between the monetary-banking indicators. (2017). Carp, Ana ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:99-110. Full description at Econpapers || Download paper |
| 2019 | Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107. Full description at Econpapers || Download paper |
| 2019 | Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12752. Full description at Econpapers || Download paper |
| 2017 | Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Roldan Peña, Jessica ; Nuguer, Victoria ; Carrillo, Julio ; Jessica, Roldan-Pea ; Victoria, Nuguer ; Enrique, Mendoza ; Julio, Carrillo . In: Working Papers. RePEc:bdm:wpaper:2017-10. Full description at Econpapers || Download paper |
| 2017 | FORWARD GUIDANCE AND THE STATE OF THE ECONOMY. (2017). Throckmorton, Nathaniel ; Richter, Alexander ; Keen, Benjamin. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1593-1624. Full description at Econpapers || Download paper |
| 2019 | Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013. Full description at Econpapers || Download paper |
| 2018 | Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1809. Full description at Econpapers || Download paper |
| 2018 | Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, Charles. In: Discussion Papers. RePEc:cfm:wpaper:1801. Full description at Econpapers || Download paper |
| 2018 | Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, Charles. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12656. Full description at Econpapers || Download paper |
| 2017 | US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas(Konstantinos). In: DNB Working Papers. RePEc:dnb:dnbwpp:570. Full description at Econpapers || Download paper |
| 2018 | Time-varying wage Phillips curves in the euro area with a new measure for labor market slack. (2018). de Haan, Jakob ; Bonam, Dennis ; van Limbergen, Duncan. In: DNB Working Papers. RePEc:dnb:dnbwpp:587. Full description at Econpapers || Download paper |
| 2017 | Unconditionally Optimal Ramsey policy. (2017). Nolan, Charles ; Damjanovic, Tatiana. In: CEGAP Working Papers. RePEc:dur:cegapw:2017_01. Full description at Econpapers || Download paper |
| 2018 | Tight money - tight credit: coordination failure in the conduct of monetary and financial policies. (2018). Nuguer, Victoria ; Carrillo, Julio ; Roldan-Pea, Jessica ; Mendoza, Enrique G. In: Working Paper Series. RePEc:ecb:ecbwps:20182129. Full description at Econpapers || Download paper |
| 2017 | Solving endogenous regime switching models. (2017). Barthélemy, Jean ; Marx, Magali ; Barthelemy, Jean. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:1-25. Full description at Econpapers || Download paper |
| 2018 | Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union. (2018). Vieira, Paulo ; Ribeiro, Ana Paula ; Machado, Celsa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:154-174. Full description at Econpapers || Download paper |
| 2018 | Multi-horizon wealth effects across the G7 economies. (2018). Apergis, Nicholas ; Hassapis, Christis ; Christou, Christina ; Bouras, Christos. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:165-176. Full description at Econpapers || Download paper |
| 2018 | Monetary and macroprudential policies under rules and discretion. (2018). Meeks, Roland ; Laureys, Lien. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:104-108. Full description at Econpapers || Download paper |
| 2017 | Nominal targeting in an economy with government debt. (2017). Leith, Campbell ; Kirsanova, Tatiana ; Bai, Yuting . In: European Economic Review. RePEc:eee:eecrev:v:94:y:2017:i:c:p:103-125. Full description at Econpapers || Download paper |
| 2018 | Do all oil price shocks have the same impact? Evidence from the euro area. (2018). Evgenidis, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:150-155. Full description at Econpapers || Download paper |
| 2017 | Optimal monetary policy in open economies revisited. (2017). Fujiwara, Ippei ; Wang, Jiao. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:300-314. Full description at Econpapers || Download paper |
| 2017 | Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604. Full description at Econpapers || Download paper |
| 2018 | Discretionary policy in a small open economy: Exchange rate regimes and multiple equilibria. (2018). Kirsanova, Tatiana ; Himmels, Christoph . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:53-64. Full description at Econpapers || Download paper |
| 2018 | Price puzzle in a small open New Keynesian model. (2018). Anwar, Sajid ; Ali, Syed Zahid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:29-42. Full description at Econpapers || Download paper |
| 2017 | Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, Syed Zahid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:69-82. Full description at Econpapers || Download paper |
| 2017 | Should the ECB coordinate EMU fiscal policies?. (2017). Kirsanova, Tatiana ; Ribeiro, Ana Paula ; Machado, Celsa. In: Working Papers. RePEc:gla:glaewp:2018-02. Full description at Econpapers || Download paper |
| 2018 | Inflation Decomposition Model: Application to Macedonian inflation. (2018). Unevska-Andonova, Danica . In: Working Papers. RePEc:mae:wpaper:2018-06. Full description at Econpapers || Download paper |
| 2017 | Análisis de la histéresis del desempleo en México ante shocks macroeconómicos, 1999-2014.. (2017). Trejo, Jose Carlos ; Bolivar, Humberto Rios ; Rivera, Estefania Carolina. In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:4:p:1228-1248. Full description at Econpapers || Download paper |
| 2017 | Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Roldan Peña, Jessica ; Nuguer, Victoria ; Mendoza, Enrique ; Carrillo, Julio ; Roldan-Pea, Jessica. In: NBER Working Papers. RePEc:nbr:nberwo:23151. Full description at Econpapers || Download paper |
| 2018 | Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena. In: Journal of the New Economic Association. RePEc:nea:journl:y:2018:i:38:p:104-119. Full description at Econpapers || Download paper |
| 2018 | Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, Charles. In: Economics Series Working Papers. RePEc:oxf:wpaper:844. Full description at Econpapers || Download paper |
| 2017 | Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies. (2017). Nuguer, Victoria ; Carrillo, Julio ; Roldan-Pena, Jessica ; Mendoza, Enrique G. In: PIER Working Paper Archive. RePEc:pen:papers:17-002. Full description at Econpapers || Download paper |
| 2018 | Oil Price Dynamics and Business Cycles in Nigeria:A Bayesian Time Varying Analysis. (2018). Lartey, Abraham. In: MPRA Paper. RePEc:pra:mprapa:90038. Full description at Econpapers || Download paper |
| 2019 | The Signalling Channel of Negative Interest Rates. (2019). Haas, Alexander ; de Groot, Oliver ; DeGroot, Oliver . In: MPRA Paper. RePEc:pra:mprapa:95479. Full description at Econpapers || Download paper |
| 2017 | Transmission of monetary policy and exchange rate shocks under foreign currency lending. (2017). Skibińska, Małgorzata. In: Working Papers. RePEc:sgh:kaewps:2017027. Full description at Econpapers || Download paper |
| 2017 | Money-based underlying inflation measure for Russia: a structural dynamic factor model approach. (2017). Ponomarenko, Alexey ; Deryugina, Elena. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1125-1. Full description at Econpapers || Download paper |
| 2018 | Exchange rate economics is always and everywhere controversial. (2018). Manzur, Meher. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:216-232. Full description at Econpapers || Download paper |
| 2018 | The Macro-economy and Non-Performing Loans in Ghana: A BVAR approach. (2018). Asafo, Shuffield. In: International Journal of Business and Economic Sciences Applied Research (IJBESAR). RePEc:tei:journl:v:11:y:2018:i:3:p:65-72. Full description at Econpapers || Download paper |
| 2017 | When Preferences for a Stable Interest Rate Become Self‐Defeating. (2017). Alstadheim, Ragna ; Roisland, Oistein. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:2-3:p:393-415. Full description at Econpapers || Download paper |
| 2018 | U.S. Monetary Regimes and Optimal Monetary Policy in the Euro Area. (2018). Mavromatis, Kostas. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1441-1478. Full description at Econpapers || Download paper |
| 2018 | Fiscal multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps28. Full description at Econpapers || Download paper |
Works by Andrew Peter Blake:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2007 | Testing for Neglected Nonlinearity in Cointegrating Relationships* In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2004 | Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Credibility and the Effectiveness of Inflation Targeting Regimes. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 35 |
| 2008 | The conduct of global monetary policy and domestic stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Fixed interest rates over finite horizons In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
| 2003 | The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers. [Full Text][Citation analysis] | paper | 47 |
| 2006 | Optimal monetary policy in Markov-switching models with rational expectations agents In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
| 2010 | Chief Economists Workshop: state-of-the-art modelling for central banks In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 2 |
| 1988 | WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 8 |
| 1988 | Wealth Targets, Exchange Rate Targets and Macroeconomic Policy.(1988) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2010 | Solving rational expectations models: a practical approach using Scilab® In: Technical Books. [Full Text][Citation analysis] | book | 0 |
| 2012 | Applied Bayesian econometrics for central bankers In: Technical Books. [Full Text][Citation analysis] | book | 26 |
| 2010 | TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2002 | A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 40 |
| 2001 | A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models.(2001) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 2003 | A radial basis function artificial neural network test for neglected nonlinearity In: Econometrics Journal. [Full Text][Citation analysis] | article | 4 |
| 1999 | A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity.(1999) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Monetary Policy Delegation and Equilibrium Coordination In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Monetary policy delegation and equilibrium coordination.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Optimal policy in Markov-switching rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 2007 | The dynamics of aggregate UK consumers non-durable expenditure In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2012 | Determining optimal monetary speed limits In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | Equally shocking news In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1990 | The solution of time-varying linear rational expectations models and the role of terminal conditions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1998 | Filtered least squares and measurement error In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 1997 | Filtered least squares and measurement error.(1997) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2000 | Solution and control of linear rational expectations models with structural effects from future instruments In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | A radial basis function artificial neural network test for ARCH In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1999 | A Radial Basis Function Artificial Neural Network Test for ARCH.(1999) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Open loop time consistency for linear rational expectations models In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2004 | A note on timeless perspective policy design In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2007 | Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2003 | Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2008 | Inflation-Conservatism and Monetary-Fiscal Policy Interactions In: Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2011 | Inflation Conservatism and Monetary-Fiscal Policy Interactions.(2011) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2008 | Discretionary Policy and Multiple Equilibria in LQ RE Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 2012 | Discretionary Policy and Multiple Equilibria in LQ RE Models.(2012) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2010 | Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2010 | Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2004 | Analytic Derivatives for Linear Rational Expectations Models In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 2012 | DSGE Modeling on an iPhone/iPad Using SpaceTime In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Consumers expenditure, durables and dynamics: the UK consumption ECM redux In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Non-cooperative Monetary and Fiscal Policy: The Value of Leadership In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Time Consistent Policy in Markov Switching Models In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 12 |
| 2005 | Time Consistent Policy in Markov Switching Models.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1999 | An Artificial Neural Network System of Leading Indicators In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 18 |
| 1995 | An Analysis of the Impact of Finite Horizons on Macroeconomic Control. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1998 | Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence. In: Oxford Economic Papers. [Citation analysis] | article | 14 |
| 2007 | Boosting Estimation of RBF Neural Networks for Dependent Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Testing the Martingale Difference Hypothesis Using Neural Network Approximations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1988 | Exchange-Rate Targets and Wage Formation In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1991 | Data Adjustment and Forecast Performance In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1993 | Should the Bank of England be Independent? In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1996 | Forecast Error Bounds By Stochastic Simulation In: National Institute Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1998 | Optimal Monetary Policy In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2000 | Optimality and Taylor Rules In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2002 | Sterling, the Euro and the Dollar In: National Institute Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2003 | Feedback Rules and Time Consistent Policymaking in an Open Economy In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 2005 | Time Consistency and Targeting Rules in Singular Rational Expectations Models In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2015 | Inflation targeting and term premia estimates for Latin America In: Latin American Economic Review. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team