13
H index
18
i10 index
616
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 |
| National Institute Economic Review | 8 |
| Economics Letters | 8 |
| Oxford Economic Papers | 2 |
| Computational Economics | 2 |
| Journal of Time Series Analysis | 2 |
Recent works citing Andrew Peter Blake (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | On the Social Cost of Orbital Debris. (2025). Torres, Jose ; Bongers, Anelí. In: Space Economics Working Papers. RePEc:bhw:wpaper:04-2025. Full description at Econpapers || Download paper |
| 2025 | Optimal path for orbital debris. (2025). Torres, Jose ; Bongers, Anelí. In: Space Economics Working Papers. RePEc:bhw:wpaper:06-2025. Full description at Econpapers || Download paper |
| 2024 | Looking Beyond the Trap: Fiscal Legacy and Central Bank Independence. (2024). de Beauffort, Charles. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:2:p:385-416. Full description at Econpapers || Download paper |
| 2025 | Reallocation, productivity, and monetary policy in an energy crisis. (2025). Priftis, Romanos ; Colciago, Andrea ; Chafweh, Boris. In: European Economic Review. RePEc:eee:eecrev:v:173:y:2025:i:c:s0014292125000133. Full description at Econpapers || Download paper |
| 2024 | Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886. 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 ; Claveau, Franois ; Sergi, Francesco ; Fontan, Clement ; Cherrier, Beatrice. In: Post-Print. RePEc:hal:journl:hal-04181871. Full description at Econpapers || Download paper |
| 2024 | Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*. (2024). Raftapostolos, Aristeidis ; Kapetanios, George ; Chronopoulos, Ilias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669.. Full description at Econpapers || Download paper |
| 2024 | The housing supply channel of monetary policy. (2024). Opitz, Frederic ; Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:59. Full description at Econpapers || Download paper |
| 2024 | Resolving new keynesian puzzles. (2024). McClung, Nigel ; Gibbs, Christopher ; Eskelinen, Maria. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:295739. 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 | 80 |
| 2012 | Applied Bayesian econometrics for central bankers.(2012) In: Technical Books. [Citation analysis] This paper has nother version. Agregated cites: 80 | 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 |
| 1988 | Exchange-Rate Targets and Wage Formation∗ 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 |
| 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 | |
| 1996 | Forecast Error Bounds By Stochastic Simulation In: National Institute Economic Review. [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 | |
| 1998 | Optimal Monetary Policy In: National Institute Economic Review. [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 | |
| 2000 | Section I. Recent developments and summary of the forecast In: National Institute Economic Review. [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 | |
| 2000 | Optimality and Taylor Rules In: National Institute Economic Review. [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 | |
| 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 |
| 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 | 49 |
| 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: 49 | 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 | 30 |
| 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: 30 | 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 | 3 |
| 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: 3 | 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 | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team