- 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.
- 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:
- 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!]
- 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!]
- 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.
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Cited by:
- 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!]
Other versions:- Georgios Chortareas & George Kapetanios, 2003.
"The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests,"
Working Papers
484, Queen Mary, University of London, Department of Economics.
[Downloadable!]
- Georgios Chortareas & George Kapetanios, 2004.
"The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 66(1), pages 113-131, 02.
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- Dimitris Christopoulos, 2006.
"Does a non-linear mean reverting process characterize real GDP movements?,"
Empirical Economics,
Springer, vol. 31(3), pages 601-611, September.
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- 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.
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- 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:
- 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.
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- 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.