Andrew Peter Blake : Citation Profile


Are you Andrew Peter Blake?

Bank of England

13

H index

18

i10 index

596

Citations

RESEARCH PRODUCTION:

43

Articles

37

Papers

4

Books

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 18
   Journals where Andrew Peter Blake has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 14 (2.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl29
   Updated: 2024-01-16    RAS profile: 2023-07-11    
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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 (33)

Ralf, Kirsten (20)

Chatelain, Jean-Bernard (20)

Sousa, Ricardo (18)

Ellison, Martin (15)

Svensson, Lars (13)

Dennis, Richard (11)

Talavera, Oleksandr (10)

Byrne, Joseph (10)

Baum, Christopher (9)

Kapetanios, George (9)

Cites to:

Woodford, Michael (23)

Galí, Jordi (16)

Svensson, Lars (16)

Campbell, John (14)

Blanchard, Olivier (13)

Gertler, Mark (13)

Nelson, Edward (13)

Kapetanios, George (13)

Clarida, Richard (12)

Kahn, Charles (10)

Zha, Tao (9)

Main data


Where Andrew Peter Blake has published?


Journals with more than one article published# docs
National Institute Economic Review10
Economics Letters8
National Institute Economic Review8
Journal of Time Series Analysis2
Computational Economics2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research7
Discussion Papers / University of Exeter, Department of Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Andrew Peter Blake (2024 and 2023)


YearTitle of citing document
2023Deep 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

2023The 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

2023Forecasting 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

2023Interactions 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

2023To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice ; Sergi, Francesco. In: SocArXiv. RePEc:osf:socarx:m2cet.

Full description at Econpapers || Download paper

2023Supply 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:


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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article5
2007Testing for Neglected Nonlinearity in Cointegrating Relationships* In: Journal of Time Series Analysis.
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article2
2004Testing for Neglected Nonlinearity in Cointegrating Relationships.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
1996Credibility and the Effectiveness of Inflation Targeting Regimes. In: The Manchester School of Economic & Social Studies.
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article37
2008The conduct of global monetary policy and domestic stability In: Bank of England working papers.
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paper1
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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paper22
2003The dynamics of consumers expenditure: the UK consumption ECM redux In: Bank of England working papers.
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paper53
2006Optimal monetary policy in Markov-switching models with rational expectations agents In: Bank of England working papers.
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paper20
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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paper9
1988Wealth Targets, Exchange Rate Targets and Macroeconomic Policy.(1988) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 9
paper
2015Deriving option-implied probability densities for foreign exchange markets In: Handbooks.
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book4
2015Applied Bayesian Econometrics for central bankers In: Handbooks.
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book75
2012Applied Bayesian econometrics for central bankers.(2012) In: Technical Books.
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This paper has nother version. Agregated cites: 75
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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1993Should the Bank of England be Independent?.(1993) In: National Institute Economic Review.
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article7
1996Forecast Error Bounds By Stochastic Simulation.(1996) In: National Institute Economic Review.
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1998Optimal Monetary Policy.(1998) In: National Institute Economic Review.
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2000Section I. Recent developments and summary of the forecast.(2000) In: National Institute Economic Review.
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article2
2000Optimality and Taylor Rules.(2000) In: National Institute Economic Review.
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article3
2002Sterling, the Euro and the Dollar.(2002) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 3
article
2002A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models In: Royal Economic Society Annual Conference 2002.
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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 nother version. Agregated cites: 40
paper
2003A radial basis function artificial neural network test for neglected nonlinearity In: Econometrics Journal.
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article9
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 nother version. Agregated cites: 9
paper
2013Monetary Policy Delegation and Equilibrium Coordination In: SIRE Discussion Papers.
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paper5
2013Monetary policy delegation and equilibrium coordination.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2011Optimal policy in Markov-switching rational expectations models In: Journal of Economic Dynamics and Control.
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article16
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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article9
2012Equally shocking news In: Economics Letters.
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article3
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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article1
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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article17
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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This paper has nother version. Agregated cites: 17
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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article10
2007Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean In: Journal of Econometrics.
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article24
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 nother version. Agregated cites: 24
paper
2008Inflation-Conservatism and Monetary-Fiscal Policy Interactions In: Discussion Papers.
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paper29
2011Inflation Conservatism and Monetary-Fiscal Policy Interactions.(2011) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 29
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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This paper has nother version. Agregated cites: 75
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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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article10
2012DSGE Modeling on an iPhone/iPad Using SpaceTime In: Computational Economics.
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article1
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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This paper has nother version. Agregated cites: 12
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1992An analysis of the impact of finite horizons on macroeconomic control In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper1
1995An Analysis of the Impact of Finite Horizons on Macroeconomic Control..(1995) In: Oxford Economic Papers.
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This paper has nother version. Agregated cites: 1
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2002Investment and Uncertainty in the G7 In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper18
2002An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper6
2003Reconsidering the Evidence: Are Eurozone Business Cycles Converging? In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper11
1998Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence. In: Oxford Economic Papers.
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article17
1986Approximate Linear Solutions for Non-Linear R.E. Models: A Technique and Some Problems In: Working Papers.
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1986The Treasury Model Under Rational Expectations In: Working Papers.
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2007Boosting Estimation of RBF Neural Networks for Dependent Data In: Working Papers.
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2007Testing the Martingale Difference Hypothesis Using Neural Network Approximations In: Working Papers.
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2003Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean In: Working Papers.
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paper2
2004Testing for Neglected Nonlinearity in Cointegrating Relationships 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
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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2001The UK Economy In: National Institute Economic Review.
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2018Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution In: National Institute Economic Review.
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article1
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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2015Inflation targeting and term premia estimates for Latin America In: Latin American Economic Review.
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