13
H index
18
i10 index
600
Citations
Andrew Peter Blake : Citation Profile
Bank of England | RESEARCH PRODUCTION: 43 Articles 37 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 |
| National Institute Economic Review | 8 |
| Computational Economics | 2 |
| Journal of Time Series Analysis | 2 |
| Oxford Economic Papers | 2 |
Recent works citing Andrew Peter Blake (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Deep Neural Network Estimation in Panel Data Models. (2023). Raftapostolos, Aristeidis ; Mitchell, James ; Kapetanios, George ; Chrysikou, Katerina ; Chronopoulos, Ilias. In: Papers. RePEc:arx:papers:2305.19921. Full description at Econpapers || Download paper |
| 2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper |
| 2023 | Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper |
| 2023 | Interactions of fiscal and monetary policies under waves of optimism and pessimism. (2023). Foresti, Pasquale ; de Grauwe, Paul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:466-481. Full description at Econpapers || Download paper |
| 2024 | To change or not to change The evolution of forecasting models at the Bank of England. (2024). Goutsmedt, Aurélien ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice ; Sergi, Francesco. In: Post-Print. RePEc:hal:journl:hal-04181871. Full description at Econpapers || Download paper |
| 2023 | To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Sergi, Francesco ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice. In: SocArXiv. RePEc:osf:socarx:m2cet. Full description at Econpapers || Download paper |
| 2023 | Supply chains and fake news: a novel input–output neural network approach for the US food sector. (2023). Michaelides, Panayotis ; Xidonas, Panos ; Melissaropoulos, Ioannis G ; Cheilas, Panagiotis T ; Konstantakis, Konstantinos N. In: Annals of Operations Research. RePEc:spr:annopr:v:327:y:2023:i:2:d:10.1007_s10479-022-04817-x. 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 | 5 |
| 2007 | Testing for Neglected Nonlinearity in Cointegrating Relationships* In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2004 | Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1996 | Credibility and the Effectiveness of Inflation Targeting Regimes. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 37 |
| 2008 | The conduct of global monetary policy and domestic stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 22 |
| 2003 | The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers. [Full Text][Citation analysis] | paper | 53 |
| 2006 | Optimal monetary policy in Markov-switching models with rational expectations agents In: Bank of England working papers. [Full Text][Citation analysis] | paper | 20 |
| 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 | 9 |
| 1988 | Wealth Targets, Exchange Rate Targets and Macroeconomic Policy.(1988) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Deriving option-implied probability densities for foreign exchange markets In: Handbooks. [Full Text][Citation analysis] | book | 4 |
| 2015 | Applied Bayesian Econometrics for central bankers In: Handbooks. [Full Text][Citation analysis] | book | 76 |
| 2012 | Applied Bayesian econometrics for central bankers.(2012) In: Technical Books. [Citation analysis] This paper has nother version. Agregated cites: 76 | 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 | 5 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1993 | Should the Bank of England be Independent?.(1993) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| In: . [Full Text][Citation analysis] | article | 7 | |
| 1996 | Forecast Error Bounds By Stochastic Simulation.(1996) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1998 | Optimal Monetary Policy.(1998) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2000 | Section I. Recent developments and summary of the forecast.(2000) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 2000 | Optimality and Taylor Rules.(2000) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 2002 | Sterling, the Euro and the Dollar.(2002) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2002 | A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 41 |
| 2001 | A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models.(2001) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2003 | A radial basis function artificial neural network test for neglected nonlinearity In: Econometrics Journal. [Full Text][Citation analysis] | article | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 2013 | Monetary Policy Delegation and Equilibrium Coordination In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Monetary policy delegation and equilibrium coordination.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Optimal policy in Markov-switching rational expectations models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
| 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 | 9 |
| 2012 | Equally shocking news In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 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 | 1 |
| 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 | 10 |
| 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 | 24 |
| 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 nother version. Agregated cites: 24 | paper | |
| 2008 | Inflation-Conservatism and Monetary-Fiscal Policy Interactions In: Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2011 | Inflation Conservatism and Monetary-Fiscal Policy Interactions.(2011) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2008 | Discretionary Policy and Multiple Equilibria in LQ RE Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 75 |
| 2012 | Discretionary Policy and Multiple Equilibria in LQ RE Models.(2012) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
| 2010 | Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
| 2010 | Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | 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 | 1 |
| 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 nother version. Agregated cites: 12 | paper | |
| 1992 | An analysis of the impact of finite horizons on macroeconomic control In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1995 | An Analysis of the Impact of Finite Horizons on Macroeconomic Control..(1995) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2002 | Investment and Uncertainty in the G7 In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2002 | An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 6 |
| 2003 | Reconsidering the Evidence: Are Eurozone Business Cycles Converging? In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 11 |
| 1998 | Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence. In: Oxford Economic Papers. [Citation analysis] | article | 17 |
| 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 | Testing the Martingale Difference Hypothesis Using Neural Network Approximations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Testing for Neglected Nonlinearity in Cointegrating Relationships 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 | 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 |
| 2001 | The UK Economy In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2018 | Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution In: National Institute Economic Review. [Full Text][Citation analysis] | article | 2 |
| 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 | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team