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Information about:
Andrew Peter Blake

Personal Details | Affiliation | Works
This is information that was supplied by Andrew Blake in registering through RePEc. If you are Andrew Peter Blake , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Andrew
Middle Name: Peter
Last Name: Blake
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RePEc Short-ID: pbl29

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. George Kapetanios & Andrew P. Blake, 2007. "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers 588, Queen Mary, University of London, Department of Economics. [Downloadable!]

  2. George Kapetanios & Andrew P. Blake, 2007. "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers 601, Queen Mary, University of London, Department of Economics. [Downloadable!]

  3. Richard G. Pierse & Andrew P. Blake, 2005. "Time Consistency and Targeting Rules in Singular Rational Expectations Models," Computing in Economics and Finance 2005 166, Society for Computational Economics.

  4. 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!]
    Other versions:

  5. Andrew Blake & Tatiana Kirsanova, 2004. "Non-cooperative Monetary and Fiscal Policy: The Value of Leadership," Money Macro and Finance (MMF) Research Group Conference 2004 84, Money Macro and Finance Research Group. [Downloadable!]

  6. Simon Price & Andrew Blake, 2004. "Consumers' expenditure, durables and dynamics: the UK consumption ECM redux," Money Macro and Finance (MMF) Research Group Conference 2003 75, Money Macro and Finance Research Group. [Downloadable!]

  7. Andrew P. Blake & George Kapetanios, 2004. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Working Papers 508, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  8. Tatiana Kirsanova & Andrew P. Blake, 2003. "Feedback Rules and Time Consistent Policymaking in an Open Economy," Computing in Economics and Finance 2003 301, Society for Computational Economics.

  9. 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:

  10. 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!]
    Other versions:

  11. Andrew P. Blake & Garry Young, 2000. "Evaluating Macroeconomic Models of the Business Cycle," NIESR Discussion Papers 176, National Institute of Economic and Social Research. [Downloadable!]

  12. Andrew P Blake & George Kapetanios, 1999. "A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity," NIESR Discussion Papers 153, National Institute of Economic and Social Research. [Downloadable!]
    Published as:

  13. Andrew P Blake, 1999. "An Artifical Neural Network System of Leading Indicators," NIESR Discussion Papers 144, National Institute of Economic and Social Research. [Downloadable!]

  14. 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:

  15. Andrew P. Blake & Gonzalo Camba-Mendez & Martin R. Weale, 1998. "UK Consumption in the long run: the determinants of consumer spending 1925-1995," NIESR Discussion Papers 138, National Institute of Economic and Social Research. [Downloadable!]

  16. Andrew P. Blake and & Gonzalo Camba-Mendez, 1998. "Filtered least squares and measurement error," NIESR Discussion Papers 130, National Institute of Economic and Social Research. [Downloadable!]
    Published as:

  17. Andrew P. Blake and Peter F. Westaway, 1995. "Time Consistent Policymaking: The Infinite Horizon Linear-Quadratic Case," NIESR Discussion Papers 86, National Institute of Economic and Social Research. [Downloadable!]

  18. Blake, A. & Vines, D. & Weale, M., 1988. "Wealth Targets, Exchange Rate Targets And Macroeconomic Policy," Cambridge Working Papers in Economics 887, Faculty of Economics (formerly DAE), University of Cambridge.
    Other versions:

  19. Andrew P Blake, . "Time consistent mixed precommitment macro-policy," NIESR Discussion Papers 7, National Institute of Economic and Social Research.

  20. Andrew P Blake & Peter Westaway, . "An analysis of the impact of finite horizons on macroeconomic control," NIESR Discussion Papers 11, National Institute of Economic and Social Research.
    Published as:

  21. ew P Blake & Peter F Westaway, . "Small samples and structural change: a simulation study of consumption," NIESR Discussion Papers 63, National Institute of Economic and Social Research.

  22. 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!]

  23. Andrew P Blake & Nigel Pain, . "Investigating structural changes in UK export performance: the role of innovation and direct investment," NIESR Discussion Papers 71, National Institute of Economic and Social Research.

  24. 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!]

  25. Andrew P Blake & Peter F Westaway, . "Why have consumption functions broken down?," NIESR Discussion Papers 38, National Institute of Economic and Social Research.

  26. Andrew P Blake, . "Equilibrium monetary policy in a model of inflation and employment," NIESR Discussion Papers 29, National Institute of Economic and Social Research.

  27. Andrew P Blake & Peter F Westaway, . "Do central bankers have to be conservative?," NIESR Discussion Papers 26, National Institute of Economic and Social Research.

  28. ew P Blake & Peter F Westaway, . "Targetting inflation with nominal interest rates," NIESR Discussion Papers 70, National Institute of Economic and Social Research.

  29. 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:

Articles

  1. Andrew P. Blake & George Kapetanios, 2007. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(6), pages 807-826, November. [Downloadable!] (restricted)
    Other versions:

  2. 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. 127(2), pages 472-488, April. [Downloadable!] (restricted)
    Other versions:

  3. Fernandez-Corugedo, Emilio & Price, Simon & Blake, Andrew P., 2007. "The dynamics of aggregate UK consumers' non-durable expenditure," Economic Modelling, Elsevier, vol. 24(3), pages 453-469, May. [Downloadable!] (restricted)

  4. 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:

  5. Andrew P. Blake, 2004. "Analytic Derivatives for Linear Rational Expectations Models," Computational Economics, Springer, vol. 24(1), pages 77-96, 08. [Downloadable!]

  6. Blake, Andrew P., 2004. "Open loop time consistency for linear rational expectations models," Economics Letters, Elsevier, vol. 82(1), pages 21-27, January. [Downloadable!] (restricted)

  7. 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)

  8. Andrew P. Blake & George Kapetanios, 2003. "A radial basis function artificial neural network test for neglected nonlinearity," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 357-373, December. [Downloadable!] (restricted)
    Other versions:

  9. 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:

  10. Blake, Andrew P., 2000. "Solution and control of linear rational expectations models with structural effects from future instruments," Economics Letters, Elsevier, vol. 67(3), pages 283-288, June. [Downloadable!] (restricted)

  11. 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.

  12. Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May. [Downloadable!] (restricted)
    Other versions:

  13. 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:

  14. Blake, Andrew P & Westaway, Peter F, 1995. "An Analysis of the Impact of Finite Horizons on Macroeconomic Control," Oxford Economic Papers, Oxford University Press, vol. 47(1), pages 98-116, January. [Downloadable!] (restricted)
    Other versions:

  15. Blake, A. P., 1990. "The solution of time-varying linear rational expectations models and the role of terminal conditions," Economics Letters, Elsevier, vol. 33(3), pages 265-269, July. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-06-24
  2. NEP-CMP: Computational Economics (3) 2006-06-24 2007-03-10 2007-06-11 Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (2) 2006-03-05 2006-06-24
  4. NEP-ECM: Econometrics (4) 2003-07-16 2004-02-20 2007-03-10 2007-06-11 Author is listed
  5. NEP-EEC: European Economics (1) 2003-12-07
  6. NEP-ETS: Econometric Time Series (3) 2003-07-13 2007-03-10 2007-06-11 Author is listed
  7. NEP-MAC: Macroeconomics (4) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 Author is listed
  8. NEP-MON: Monetary Economics (4) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 Author is listed
  9. NEP-SOC: Social Norms & Social Capital (1) 2007-03-10
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This page was last updated on 2008-5-5.

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