Andrew Peter Blake : Citation Profile


Are you Andrew Peter Blake?

Bank of England

11

H index

13

i10 index

393

Citations

RESEARCH PRODUCTION:

31

Articles

29

Papers

2

Books

RESEARCH ACTIVITY:

   27 years (1988 - 2015). See details.
   Cites by year: 14
   Journals where Andrew Peter Blake has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 13 (3.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl29
   Updated: 2019-10-15    RAS profile: 2015-10-19    
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Relations with other researchers


Works with:

yates, anthony (2)

Kirsanova, Tatiana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Peter Blake.

Is cited by:

Kirsanova, Tatiana (30)

Chatelain, Jean-Bernard (18)

Ralf, Kirsten (18)

Sousa, Ricardo (18)

Svensson, Lars (13)

Talavera, Oleksandr (10)

Damjanovic, Vladislav (10)

Damjanovic, Tatiana (10)

Ellison, Martin (10)

Nolan, Charles (10)

Dennis, Richard (10)

Cites to:

Woodford, Michael (25)

Svensson, Lars (18)

Gali, Jordi (15)

Gertler, Mark (15)

Nelson, Edward (14)

Campbell, John (14)

Blanchard, Olivier (13)

Clarida, Richard (13)

McCallum, Bennett (10)

Kahn, Charles (10)

Zha, Tao (9)

Main data


Where Andrew Peter Blake has published?


Journals with more than one article published# docs
Economics Letters8
National Institute Economic Review7
Computational Economics2
Journal of Time Series Analysis2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Exeter, Department of Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Andrew Peter Blake (2018 and 2017)


YearTitle of citing document
2017The 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.

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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2019Robust 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.

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2017Tight 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.

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2017FORWARD 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.

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2019Should 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.

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2018Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1809.

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2018Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, Charles. In: Discussion Papers. RePEc:cfm:wpaper:1801.

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2018Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, Charles. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12656.

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2017US monetary regimes and optimal monetary policy in the Euro Area. (2017). Mavromatis, Kostas(Konstantinos). In: DNB Working Papers. RePEc:dnb:dnbwpp:570.

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2018Time-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.

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2017Unconditionally Optimal Ramsey policy. (2017). Nolan, Charles ; Damjanovic, Tatiana. In: CEGAP Working Papers. RePEc:dur:cegapw:2017_01.

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2018Tight 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.

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2017Solving 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.

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2018Optimal 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.

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2018Multi-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.

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2018Monetary 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.

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2017Nominal 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.

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2018Do 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.

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2017Optimal 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.

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2017Model 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.

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2018Discretionary 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.

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2018Price 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.

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2017Exchange 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.

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2017Should the ECB coordinate EMU fiscal policies?. (2017). Kirsanova, Tatiana ; Ribeiro, Ana Paula ; Machado, Celsa. In: Working Papers. RePEc:gla:glaewp:2018-02.

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2018Inflation Decomposition Model: Application to Macedonian inflation. (2018). Unevska-Andonova, Danica . In: Working Papers. RePEc:mae:wpaper:2018-06.

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2017Análisis 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.

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2017Tight 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.

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2018Fiscal 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.

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2018Time-Consistently Undominated Policies. (2018). Ellison, Martin ; Brendon, Charles. In: Economics Series Working Papers. RePEc:oxf:wpaper:844.

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2017Tight 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.

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2018Oil Price Dynamics and Business Cycles in Nigeria:A Bayesian Time Varying Analysis. (2018). Lartey, Abraham. In: MPRA Paper. RePEc:pra:mprapa:90038.

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2019The Signalling Channel of Negative Interest Rates. (2019). Haas, Alexander ; de Groot, Oliver ; DeGroot, Oliver . In: MPRA Paper. RePEc:pra:mprapa:95479.

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2017Transmission of monetary policy and exchange rate shocks under foreign currency lending. (2017). Skibińska, Małgorzata. In: Working Papers. RePEc:sgh:kaewps:2017027.

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2017Money-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.

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2018Exchange 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.

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2018The 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.

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2017When 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.

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2018U.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.

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2018Fiscal multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps28.

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Works by Andrew Peter Blake:


YearTitleTypeCited
2003Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives In: Journal of Time Series Analysis.
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article4
2007Testing for Neglected Nonlinearity in Cointegrating Relationships* In: Journal of Time Series Analysis.
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article0
2004Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1996Credibility and the Effectiveness of Inflation Targeting Regimes. In: The Manchester School of Economic & Social Studies.
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article35
2008The conduct of global monetary policy and domestic stability In: Bank of England working papers.
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paper0
2011The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies In: Bank of England working papers.
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paper5
2012Fixed interest rates over finite horizons In: Bank of England working papers.
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paper11
2003The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers.
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paper47
2006Optimal monetary policy in Markov-switching models with rational expectations agents In: Bank of England working papers.
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paper10
2010Chief Economists Workshop: state-of-the-art modelling for central banks In: Bank of England Quarterly Bulletin.
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article2
1988WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY In: Cambridge Working Papers in Economics.
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paper8
1988Wealth Targets, Exchange Rate Targets and Macroeconomic Policy.(1988) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2010Solving rational expectations models: a practical approach using Scilab® In: Technical Books.
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book0
2012Applied Bayesian econometrics for central bankers In: Technical Books.
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book26
2010TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS In: Econometric Theory.
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article0
2002A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models In: Royal Economic Society Annual Conference 2002.
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paper40
2001A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models.(2001) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper
2003A radial basis function artificial neural network test for neglected nonlinearity In: Econometrics Journal.
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article4
1999A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity.(1999) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2013Monetary Policy Delegation and Equilibrium Coordination In: SIRE Discussion Papers.
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paper1
2013Monetary policy delegation and equilibrium coordination.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2011Optimal policy in Markov-switching rational expectations models In: Journal of Economic Dynamics and Control.
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article8
2007The dynamics of aggregate UK consumers non-durable expenditure In: Economic Modelling.
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article5
2012Determining optimal monetary speed limits In: Economics Letters.
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article2
2012Equally shocking news In: Economics Letters.
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article2
1990The solution of time-varying linear rational expectations models and the role of terminal conditions In: Economics Letters.
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article1
1998Filtered least squares and measurement error In: Economics Letters.
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article11
1997Filtered least squares and measurement error.(1997) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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2000Solution and control of linear rational expectations models with structural effects from future instruments In: Economics Letters.
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article0
2000A radial basis function artificial neural network test for ARCH In: Economics Letters.
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article3
1999A Radial Basis Function Artificial Neural Network Test for ARCH.(1999) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper
2004Open loop time consistency for linear rational expectations models In: Economics Letters.
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article2
2004A note on timeless perspective policy design In: Economics Letters.
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article7
2007Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean In: Journal of Econometrics.
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article17
2003Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean.(2003) In: Working Papers.
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2008Inflation-Conservatism and Monetary-Fiscal Policy Interactions In: Discussion Papers.
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2011Inflation Conservatism and Monetary-Fiscal Policy Interactions.(2011) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 26
article
2008Discretionary Policy and Multiple Equilibria in LQ RE Models In: Discussion Papers.
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2012Discretionary Policy and Multiple Equilibria in LQ RE Models.(2012) In: Review of Economic Studies.
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2010Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: MPRA Paper.
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2010Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: 2010 Meeting Papers.
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2004Analytic Derivatives for Linear Rational Expectations Models In: Computational Economics.
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article9
2012DSGE Modeling on an iPhone/iPad Using SpaceTime In: Computational Economics.
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article0
2004Consumers expenditure, durables and dynamics: the UK consumption ECM redux In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper0
2004Non-cooperative Monetary and Fiscal Policy: The Value of Leadership In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper1
2005Time Consistent Policy in Markov Switching Models In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2005Time Consistent Policy in Markov Switching Models.(2005) In: Computing in Economics and Finance 2005.
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1999An Artificial Neural Network System of Leading Indicators In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper18
1995An Analysis of the Impact of Finite Horizons on Macroeconomic Control. In: Oxford Economic Papers.
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article1
1998Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence. In: Oxford Economic Papers.
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article14
2007Boosting Estimation of RBF Neural Networks for Dependent Data In: Working Papers.
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paper1
2007Testing the Martingale Difference Hypothesis Using Neural Network Approximations In: Working Papers.
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1988Exchange-Rate Targets and Wage Formation In: National Institute Economic Review.
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1991Data Adjustment and Forecast Performance In: National Institute Economic Review.
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1993Should the Bank of England be Independent? In: National Institute Economic Review.
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article0
1996Forecast Error Bounds By Stochastic Simulation In: National Institute Economic Review.
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article1
1998Optimal Monetary Policy In: National Institute Economic Review.
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article0
2000Optimality and Taylor Rules In: National Institute Economic Review.
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2002Sterling, the Euro and the Dollar In: National Institute Economic Review.
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article3
2003Feedback Rules and Time Consistent Policymaking in an Open Economy In: Computing in Economics and Finance 2003.
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paper0
2005Time Consistency and Targeting Rules in Singular Rational Expectations Models In: Computing in Economics and Finance 2005.
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paper0
2015Inflation targeting and term premia estimates for Latin America In: Latin American Economic Review.
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article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team