Andrew Peter Blake : Citation Profile


Are you Andrew Peter Blake?

Bank of England

12

H index

15

i10 index

444

Citations

RESEARCH PRODUCTION:

35

Articles

36

Papers

4

Books

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 13
   Journals where Andrew Peter Blake has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 14 (3.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl29
   Updated: 2021-01-23    RAS profile: 2020-05-05    
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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:

Kirsanova, Tatiana (30)

Ralf, Kirsten (21)

Chatelain, Jean-Bernard (21)

Sousa, Ricardo (18)

Svensson, Lars (13)

Ellison, Martin (10)

Dennis, Richard (10)

Talavera, Oleksandr (10)

Nolan, Charles (10)

Damjanovic, Vladislav (10)

Damjanovic, Tatiana (10)

Cites to:

Woodford, Michael (23)

Galí, Jordi (18)

Svensson, Lars (18)

Gertler, Mark (15)

Nelson, Edward (14)

Campbell, John (14)

Blanchard, Olivier (13)

Clarida, Richard (13)

McCallum, Bennett (10)

Kahn, Charles (10)

Batini, Nicoletta (8)

Main data


Where Andrew Peter Blake has published?


Journals with more than one article published# docs
National Institute Economic Review10
Economics Letters8
Journal of Time Series Analysis2
Oxford Economic Papers2
Computational Economics2

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 (2021 and 2020)


YearTitle of citing document
2020A 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.

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2020Term 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.

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2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

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2020Monetary 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.

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2020Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

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2020Radial 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.

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2020Self-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.

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2020Is 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.

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2020A Fixed-Interest-Rate New Keynesian Model of China. (2020). Yang, Guang ; Tong, Bing. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202001.

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2020Capacity Reduction Policy Under the Interest Rate Peg in China. (2020). Tong, Bing. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202002.

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2020Interest Rate Pegging, Fluctuations, and Fiscal Policy in China. (2020). Yang, Guang ; Tong, Bing. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202003.

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2020Interest Rate Pegging, Fluctuations, and Fiscal Policy in China. (2020). Tong, Bing ; Yang, Guang. In: MPRA Paper. RePEc:pra:mprapa:100930.

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2020Term premium and rate expectation estimates from the South African yield curve. (2020). Steenkamp, Daan ; Soobyah, Luchelle. In: Working Papers. RePEc:rbz:wpaper:9998.

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2020Economic 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.

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2020CONTROLLING 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.

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2021Dynamics and synchronization of global equilibrium interest rates. (2021). Milivojevic, Lazar ; Beyer, Robert. In: IMFS Working Paper Series. RePEc:zbw:imfswp:146.

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2020The 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.

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Works by Andrew Peter Blake:


YearTitleTypeCited
1991YTS and the Labour Market In: British Journal of Industrial Relations.
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article5
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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article1
2004Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2004Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
1996Credibility and the Effectiveness of Inflation Targeting Regimes. In: The Manchester School of Economic & Social Studies.
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article36
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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paper15
2003The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers.
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paper49
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
2015Deriving option-implied probability densities for foreign exchange markets In: Handbooks.
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book3
2015Applied Bayesian Econometrics for central bankers In: Handbooks.
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book33
2012Applied Bayesian econometrics for central bankers.(2012) In: Technical Books.
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This paper has another version. Agregated cites: 33
book
2010Solving rational expectations models: a practical approach using Scilab® In: Technical Books.
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book0
2010TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS In: Econometric Theory.
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article1
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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This paper has another version. Agregated cites: 40
paper
2003A radial basis function artificial neural network test for neglected nonlinearity In: Econometrics Journal.
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article5
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: 5
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
paper
2011Optimal policy in Markov-switching rational expectations models In: Journal of Economic Dynamics and Control.
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article12
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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article4
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.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
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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article4
1999A 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
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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article8
2007Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean In: Journal of Econometrics.
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article18
2003Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2003Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2008Inflation-Conservatism and Monetary-Fiscal Policy Interactions In: Discussion Papers.
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paper27
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: 27
article
2008Discretionary Policy and Multiple Equilibria in LQ RE Models In: Discussion Papers.
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paper56
2012Discretionary Policy and Multiple Equilibria in LQ RE Models.(2012) In: Review of Economic Studies.
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article
2010Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: MPRA Paper.
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paper
2010Discretionary Policy and Multiple Equilibria in LQ RE Models.(2010) In: 2010 Meeting Papers.
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paper
2004Analytic Derivatives for Linear Rational Expectations Models In: Computational Economics.
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article10
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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paper12
2005Time Consistent Policy in Markov Switching Models.(2005) In: Computing in Economics and Finance 2005.
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paper
1999An Artificial Neural Network System of Leading Indicators In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper18
1998UK Consumption in the long run: the determinants of consumer spending 1925-1995 In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper6
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
1986Approximate Linear Solutions for Non-Linear R.E. Models: A Technique and Some Problems In: Working Papers.
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paper0
1986The Treasury Model Under Rational Expectations In: Working Papers.
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paper0
2007Boosting Estimation of RBF Neural Networks for Dependent Data In: Working Papers.
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paper1
2007Boosting Estimation of RBF Neural Networks for Dependent Data.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2007Testing the Martingale Difference Hypothesis Using Neural Network Approximations In: Working Papers.
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paper1
2007Testing the Martingale Difference Hypothesis Using Neural Network Approximations.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 1
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1988Exchange-Rate Targets and Wage Formation In: National Institute Economic Review.
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article0
1991Data Adjustment and Forecast Performance In: National Institute Economic Review.
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article0
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
2000Section I. Recent developments and summary of the forecast In: National Institute Economic Review.
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article0
2000Optimality and Taylor Rules In: National Institute Economic Review.
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article0
2001The UK Economy In: National Institute Economic Review.
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article0
2002Sterling, the Euro and the Dollar In: National Institute Economic Review.
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article3
2018Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution In: National Institute Economic Review.
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article0
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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article8

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