12
H index
15
i10 index
444
Citations
Andrew Peter Blake : Citation Profile
Bank of England | RESEARCH PRODUCTION: 35 Articles 36 Papers 4 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1986 - 2018). 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 |
|---|---|
| National Institute Economic Review | 10 |
| Economics Letters | 8 |
| Journal of Time Series Analysis | 2 |
| Oxford Economic Papers | 2 |
| Computational Economics | 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil. (2020). Trafane Oliveira Santos, Thiago. In: Working Papers Series. RePEc:bcb:wpaper:524. Full description at Econpapers || Download paper |
| 2020 | Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Diego-Fernandez, Maria ; Aguilar-Argaez, Ana ; Roldan-Pea, Jessica ; Elizondo, Rocio. In: Working Papers. RePEc:bdm:wpaper:2020-18. Full description at Econpapers || Download paper |
| 2020 | Monetary base and federal government debt in the longâ€run: A nonâ€linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184. Full description at Econpapers || Download paper |
| 2020 | Monetary policy, financial uncertainty, and secular stagnation. (2020). Funashima, Yoshito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302717. Full description at Econpapers || Download paper |
| 2020 | Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155. Full description at Econpapers || Download paper |
| 2020 | Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361. Full description at Econpapers || Download paper |
| 2020 | Self-fulfilling recessions at the zero lower bound. (2020). Paustian, Matthias ; Brendon, Charles ; Yates, Tony. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:213-232. Full description at Econpapers || Download paper |
| 2020 | Is fiscal policy effective in Brazil? An empirical analysis. (2020). Marçal, Emerson ; de Prince, Diogo ; Maral, Emerson ; Holland, Marcio ; MarcioHolland, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:40-52. Full description at Econpapers || Download paper |
| 2020 | A Fixed-Interest-Rate New Keynesian Model of China. (2020). Yang, Guang ; Tong, Bing. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202001. Full description at Econpapers || Download paper |
| 2020 | Capacity Reduction Policy Under the Interest Rate Peg in China. (2020). Tong, Bing. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202002. Full description at Econpapers || Download paper |
| 2020 | Interest Rate Pegging, Fluctuations, and Fiscal Policy in China. (2020). Yang, Guang ; Tong, Bing. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202003. Full description at Econpapers || Download paper |
| 2020 | Interest Rate Pegging, Fluctuations, and Fiscal Policy in China. (2020). Tong, Bing ; Yang, Guang. In: MPRA Paper. RePEc:pra:mprapa:100930. Full description at Econpapers || Download paper |
| 2020 | Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998. Full description at Econpapers || Download paper |
| 2020 | Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake. (2020). Hamano, Masashige ; Vermeulen, Wessel N ; Evgenidis, Anastasios. In: Working Papers. RePEc:tcr:wpaper:e152. Full description at Econpapers || Download paper |
| 2020 | CONTROLLING INFLATION WITH TIMID MONETARY–FISCAL REGIME CHANGES. (2020). Ascari, Guido ; Gobbi, Alessandro ; Florio, Anna. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:2:p:1001-1024. Full description at Econpapers || Download paper |
| 2021 | Dynamics and synchronization of global equilibrium interest rates. (2021). Milivojevic, Lazar ; Beyer, Robert. In: IMFS Working Paper Series. RePEc:zbw:imfswp:146. Full description at Econpapers || Download paper |
| 2020 | The Impact of Uncertainty and Financial Shocks in Recessions and Booms. (2020). Salzmann, Leonard. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224588. Full description at Econpapers || Download paper |
Works by Andrew Peter Blake:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1991 | YTS and the Labour Market In: British Journal of Industrial Relations. [Full Text][Citation analysis] | article | 5 |
| 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 | 1 |
| 2004 | Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1996 | Credibility and the Effectiveness of Inflation Targeting Regimes. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 36 |
| 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 | 15 |
| 2003 | The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers. [Full Text][Citation analysis] | paper | 49 |
| 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 | |
| 2015 | Deriving option-implied probability densities for foreign exchange markets In: Handbooks. [Full Text][Citation analysis] | book | 3 |
| 2015 | Applied Bayesian Econometrics for central bankers In: Handbooks. [Full Text][Citation analysis] | book | 33 |
| 2012 | Applied Bayesian econometrics for central bankers.(2012) In: Technical Books. [Citation analysis] This paper has another version. Agregated cites: 33 | book | |
| 2010 | Solving rational expectations models: a practical approach using Scilab® In: Technical Books. [Citation analysis] | book | 0 |
| 2010 | TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 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 | 5 |
| 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: 5 | 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 | 12 |
| 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 | 4 |
| 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 | 4 |
| 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: 4 | 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 | 8 |
| 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 | 18 |
| 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: 18 | paper | |
| 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: 18 | paper | |
| 2008 | Inflation-Conservatism and Monetary-Fiscal Policy Interactions In: Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 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: 27 | article | |
| 2008 | Discretionary Policy and Multiple Equilibria in LQ RE Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
| 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: 56 | 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: 56 | 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: 56 | paper | |
| 2004 | Analytic Derivatives for Linear Rational Expectations Models In: Computational Economics. [Full Text][Citation analysis] | article | 10 |
| 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 |
| 1998 | UK Consumption in the long run: the determinants of consumer spending 1925-1995 In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 6 |
| 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 |
| 1986 | Approximate Linear Solutions for Non-Linear R.E. Models: A Technique and Some Problems In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1986 | The Treasury Model Under Rational Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Boosting Estimation of RBF Neural Networks for Dependent Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Boosting Estimation of RBF Neural Networks for Dependent Data.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Testing the Martingale Difference Hypothesis Using Neural Network Approximations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Testing the Martingale Difference Hypothesis Using Neural Network Approximations.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | Section I. Recent developments and summary of the forecast 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 |
| 2001 | The UK Economy 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 |
| 2018 | Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 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 | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team