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Citations of
Andrew Peter Blake

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, Society for Computational Economics. [Downloadable!]
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    Cited by:

    1. Lars E.O. Svensson & Noah M. Williams, 2007. "Bayesian and Adaptive Optimal Policy under Model Uncertainty," NBER Working Papers 13414, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Svensson, Lars E.O. & Williams, Noah, 2005. "Monetary policy with model uncertainty: distribution forecast targeting," Discussion Paper Series 1: Economic Studies 2005,35, Deutsche Bundesbank, Research Centre. [Downloadable!]
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    3. Richhild Moessner, 2006. "Optimal monetary policy with uncertainty about financial frictions," Working Paper Series 639, European Central Bank. [Downloadable!]
    4. Gonzalez F. & Rodriguez A. & Gonzalez-Garcia J.R., 2005. "Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority," Computing in Economics and Finance 2005 402, Society for Computational Economics. [Downloadable!]

  2. Andrew P. Blake & George Kapetanios, 2003. "Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean," Working Papers 496, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Sitzia, Bruno & Iovino, Doriana, 2008. "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper 8661, University Library of Munich, Germany. [Downloadable!]

  3. Blake, Andrew P., 2002. "A 'Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models," Royal Economic Society Annual Conference 2002 30, Royal Economic Society. [Downloadable!]
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    Cited by:

    1. Richard Dennis & Ulf Soderstrom, 2002. "How important is precommitment for monetary policy?," Working Papers in Applied Economic Theory 2002-10, Federal Reserve Bank of San Francisco. [Downloadable!]
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    2. Niklas J. Westelius, 2006. "Imperfect Transparency and Shifts in the Central Bank's Output Gap Target," Hunter College Department of Economics Working Papers 415, Hunter College: Department of Economics. [Downloadable!]
    3. Jagjit Chadha & Luisa Corrado, 2006. "Sunspots and Monetary Policy," Economics and Finance Discussion Papers 06-06, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    4. Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    5. Kirsanova, Tatiana & Vines, David & Wren-Lewis, Simon, 2006. "Inflation Bias with Dynamic Phillips Curves," CEPR Discussion Papers 5534, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    6. Christian Jensen & Bennett C. McCallum, 2002. "The Non-Optimality of Proposed Monetary Policy Rules Under Timeless-Perspective Commitment," NBER Working Papers 8882, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2006. " Optimal Time Consistent Monetary Policy," CDMA Working Paper Series 0606, Centre for Dynamic Macroeconomic Analysis, revised Jan 2007. [Downloadable!]
    8. Stephan Sauer, 2007. "Discretion rather than rules? When is discretionary policy-making better than the timeless perspective?," Working Paper Series 717, European Central Bank. [Downloadable!]
    9. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2005. " Optimal Monetary Policy Rules from a Timeless Perspective," CDMA Working Paper Series 0510, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
    10. Michal Horvath, 2006. " Monetary-Fiscal Interactions when Public Debt is Stationary," CDMA Working Paper Series 0607, Centre for Dynamic Macroeconomic Analysis, revised Mar 2007. [Downloadable!]
    11. Jagjit S. Chadha & Luisa Corrado, 2006. " On the Determinacy of Monetary Policy under Expectational Errors," CDMA Working Paper Series 0603, Centre for Dynamic Macroeconomic Analysis, revised Apr 2007. [Downloadable!]
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    12. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2007. " Unconditionally Optimal Monetary Policy," CDMA Working Paper Series 0721, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
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  4. Andrew P Blake & George Kapetanios, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," NIESR Discussion Papers 154, National Institute of Economic and Social Research. [Downloadable!]
    Published as:

    Cited by:

    1. Tae-Hwy Lee, 2001. "Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 4(4), pages 1063-1063. [Downloadable!] (restricted)

  5. Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, . "The dynamics of consumers' expenditure: the UK consumption ECM redux," Bank of England working papers 204, Bank of England. [Downloadable!]

    Cited by:

    1. Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics. [Downloadable!]
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    2. Jiri Slacalek, 2006. "International Wealth Effects," Discussion Papers of DIW Berlin 596, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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    3. Stephen Millard & John Power, . "The effects of stock market movements on consumption and investment: does the shock matter?," Bank of England working papers 236, Bank of England. [Downloadable!]
    4. Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005. "Consumption, wealth and business cycles : why is Germany different?," Discussion Paper Series 1: Economic Studies 2005,16, Deutsche Bundesbank, Research Centre. [Downloadable!]
    5. Ricardo M. Sousa, 2007. "Expectations, Shocks, and Asset Returns," NIPE Working Papers 29/2007, NIPE - Universidade do Minho. [Downloadable!]
    6. Jiri Slacalek, 2006. "What Drives Personal Consumption? : The Role of Housing and Financial Wealth," Discussion Papers of DIW Berlin 647, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    7. Simon Price & Christoph Schleicher, . "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England. [Downloadable!]
    8. Thomas Nitschka, 2005. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Money Macro and Finance (MMF) Research Group Conference 2005 22, Money Macro and Finance Research Group. [Downloadable!]
    9. Simon Price, 2004. "UK investment and the return to equity: Q redux," Money Macro and Finance (MMF) Research Group Conference 2004 87, Money Macro and Finance Research Group. [Downloadable!]
    10. Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005. "Consumption, Wealth and Business Cycles in Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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    11. Roy Cromb & Emilio Fernandez-Corugedo, . "Long-term interest rates, wealth and consumption," Bank of England working papers 243, Bank of England. [Downloadable!]

  6. Andrew P Blake & Fabrizio Zampolli, . "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England. [Downloadable!]

    Cited by:

    1. Troy Davig, 2007. "Phillips curve instability and optimal monetary policy," Research Working Paper RWP 07-04, Federal Reserve Bank of Kansas City. [Downloadable!]
    2. Richhild Moessner, . "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England. [Downloadable!]

  7. Andrew P. Blake and Peter F. Westaway, . "Credibility and the effectiveness of inflation targeting regimes," NIESR Discussion Papers 85, National Institute of Economic and Social Research.
    Published as:

    Cited by:

    1. Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, . "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England. [Downloadable!]
    2. Andrew G. Haldane & Nicoletta Batini, 1998. "Forward-Looking Rules for Monetary Policy," NBER Working Papers 6543, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    3. Riccardo DiCecio & Edward Nelson, 2007. "An estimated DSGE model for the United Kingdom," Working Papers 2007-006, Federal Reserve Bank of St. Louis. [Downloadable!]
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    4. Gordon de Brouwer & Luci Ellis, 1998. "Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy," RBA Research Discussion Papers rdp9803, Reserve Bank of Australia. [Downloadable!]
    5. Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York. [Downloadable!]
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    6. Svensson, Lars E.O., 1998. "Inflation Targeting as a Monetary Policy Rule," Seminar Papers 646, Stockholm University, Institute for International Economic Studies. [Downloadable!]
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    7. Tibor Hledik, 2003. "Modelling the Second-Round Effects of Supply-Side Shocks on Inflation," Working Papers 2003/12, Czech National Bank, Research Department. [Downloadable!]
    8. Richard Mash, 2000. "The Time Inconsistency of Monetary Policy with Inflation Persistence," Economics Series Working Papers 015, University of Oxford, Department of Economics. [Downloadable!]
    9. Chan G. Huh & Kevin J. Lansing, 1998. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers in Applied Economic Theory and Econometrics 98-01, Federal Reserve Bank of San Francisco. [Downloadable!]
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    10. Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Richard Mash, 2002. "Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent," Economics Series Working Papers 108, University of Oxford, Department of Economics. [Downloadable!]
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    12. Nicoletta Batini & Anthony Yates, . "Hybrid inflation and price level targeting," Bank of England working papers 135, Bank of England. [Downloadable!]
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    13. Alastair Cunningham & Andrew G. Haldane, 2000. "The Monetary Transmission Mechanism in The United Kingdom: Pass-Through & Policy Ru," Working Papers Central Bank of Chile 83, Central Bank of Chile. [Downloadable!]
    14. Enrico Tanuwidjaja & Choy Keen Meng, 2005. "Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia," SCAPE Policy Research Working Paper Series 0514, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    15. Leitemo,K., 1999. "Inflation targeting strategies in small open economies," Memorandum 21/1999, Oslo University, Department of Economics. [Downloadable!]

Articles

  1. Blake, Andrew P. & Kapetanios, George, 2007. "Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean," Journal of Econometrics, Elsevier, vol. 137(2), pages 472-488, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Blake, Andrew P. & Kirsanova, Tatiana, 2004. "A note on timeless perspective policy design," Economics Letters, Elsevier, vol. 85(1), pages 9-16, October. [Downloadable!] (restricted)
    Other versions:

    Cited by:

    1. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2006. " Optimal Time Consistent Monetary Policy," CDMA Working Paper Series 0606, Centre for Dynamic Macroeconomic Analysis, revised Jan 2007. [Downloadable!]
    2. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2005. " Optimal Monetary Policy Rules from a Timeless Perspective," CDMA Working Paper Series 0510, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]

  3. Andrew P. Blake & George Kapetanios, 2003. "Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(3), pages 253-267, 05. [Downloadable!] (restricted)

    Cited by:

    1. Georgios Chortareas & George Kapetanios, . "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England. [Downloadable!]
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    2. Dimitris Christopoulos, 2006. "Does a non-linear mean reverting process characterize real GDP movements?," Empirical Economics, Springer, vol. 31(3), pages 601-611, September. [Downloadable!] (restricted)

  4. Blake, Andrew P. & Kapetanios, George, 2000. "A radial basis function artificial neural network test for ARCH," Economics Letters, Elsevier, vol. 69(1), pages 15-23, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Blake, Andrew P & Weale, Martin, 1998. "Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence," Oxford Economic Papers, Oxford University Press, vol. 50(3), pages 449-67, July.

    Cited by:

    1. Kirsanova, Tatiana & Stehn, Sven Jari & Vines, David, 2006. "Five-Equation Macroeconomics: A Simple View of the Interactions Between Fiscal Policy and Monetary Policy," CEPR Discussion Papers 5464, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  6. Blake, Andrew P & Westaway, Peter F, 1996. "Credibility and the Effectiveness of Inflation Targeting Regimes," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 64(0), pages 28-50, Suppl..
    Other versions:

    See citations under working paper version above.

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This page was last updated on 2008-8-18.

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