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Andrew Peter Blake

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Personal Details

First Name: Andrew
Middle Name: Peter
Last Name: Blake
Suffix:

RePEc Short-ID: pbl29

Email:
Homepage: http://www.bankofengland.co.uk/research/Pages/economists/staff/andrew_blake.aspx
Postal Address:
Phone:

Affiliation

(75%) Bank of England
Location: London, United Kingdom
Homepage: http://www.bankofengland.co.uk/
Email:
Phone: +44 (020) 7601 4444
Fax: +44 (020) 7601 5460
Postal: Threadneedle Street, London EC2R 8AH
Handle: RePEc:edi:boegvuk (more details at EDIRC)
(25%) School of Economics and Finance
Queen Mary
Location: London, United Kingdom
Homepage: http://www.econ.qmul.ac.uk/
Email:
Phone: +44 (0) 20 7882 5096
Fax: +44 (0) 20 8983 3580
Postal: London E1 4NS
Handle: RePEc:edi:deqmwuk (more details at EDIRC)

Works

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Working papers

  1. Andrew P. Blake & Tatiana Kirsanova & Tony Yates, 2013. "Monetary policy delegation and equilibrium coordination," Working Papers 2013_09, Business School - Economics, University of Glasgow.
  2. Blake, Andrew, 2012. "Fixed interest rates over finite horizons," Bank of England working papers 454, Bank of England.
  3. Blake, Andy & Kirsanova, Tatiana & Yates, Tony, 2011. "The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies," Bank of England working papers 415, Bank of England.
  4. Blake, Andrew P & Markovic, Bojan, 2008. "The conduct of global monetary policy and domestic stability," Bank of England working papers 353, Bank of England.
  5. Andrew P. Blake & Tatiana Kirsanova, 2008. "Inflation-Conservatism and Monetary-Fiscal Policy Interactions," Discussion Papers 0801, Exeter University, Department of Economics.
  6. George Kapetanios & Andrew P. Blake, 2007. "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers 601, Queen Mary, University of London, School of Economics and Finance.
  7. George Kapetanios & Andrew P. Blake, 2007. "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers 588, Queen Mary, University of London, School of Economics and Finance.
  8. Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England.
  9. Blake, Andrew P. & Kirsanova, Tatiana, 2006. "Discretionary Policy and Multiple Equilibria in LQ RE Models," MPRA Paper 21901, University Library of Munich, Germany, revised 01 Apr 2010.
  10. Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, Society for Computational Economics.
  11. 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.
  12. Andrew P. Blake & George Kapetanios, 2004. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Working Papers 508, Queen Mary, University of London, School of Economics and Finance.
  13. 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.
  14. 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.
  15. 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.
  16. Emilio Fernandez-Corugedo & Simon Price & Andrew Blake, 2003. "The dynamics of consumers' expenditure: the UK consumption ECM redux," Bank of England working papers 204, Bank of England.
  17. 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, School of Economics and Finance.
  18. 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.
  19. Andrew P. Blake & Garry Young, 2000. "Evaluating Macroeconomic Models of the Business Cycle," NIESR Discussion Papers 176, National Institute of Economic and Social Research.
  20. 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.
  21. 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.
  22. Andrew P Blake, 1999. "An Artifical Neural Network System of Leading Indicators," NIESR Discussion Papers 144, National Institute of Economic and Social Research.
  23. 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.
  24. 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.
  25. 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.
  26. Blake, A. & Vines, D. & Weale, M., 1988. "Wealth Targets, Exchange Rate Targets And Macroeconomic Policy," Cambridge Working Papers in Economics 887, Faculty of Economics, University of Cambridge.
  27. Andrew P Blake, . "Equilibrium monetary policy in a model of inflation and employment," NIESR Discussion Papers 29, National Institute of Economic and Social Research.
  28. 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.
  29. 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.
  30. ew P Blake & Peter F Westaway, . "Targetting inflation with nominal interest rates," NIESR Discussion Papers 70, National Institute of Economic and Social Research.
  31. 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.
  32. Andrew P Blake & Peter F Westaway, . "Do central bankers have to be conservative?," NIESR Discussion Papers 26, National Institute of Economic and Social Research.
  33. 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.
  34. Andrew P Blake, . "Time consistent mixed precommitment macro-policy," NIESR Discussion Papers 7, National Institute of Economic and Social Research.
  35. Andrew P Blake & Peter F Westaway, . "Why have consumption functions broken down?," NIESR Discussion Papers 38, National Institute of Economic and Social Research.

Articles

  1. Blake, Andrew P., 2012. "Equally shocking news," Economics Letters, Elsevier, vol. 117(3), pages 866-869.
  2. Blake, Andrew P., 2012. "Determining optimal monetary speed limits," Economics Letters, Elsevier, vol. 116(2), pages 269-271.
  3. Andrew Blake, 2012. "DSGE Modeling on an iPhone/iPad Using SpaceTime," Computational Economics, Society for Computational Economics, vol. 40(4), pages 313-332, December.
  4. Andrew P. Blake & Tatiana Kirsanova, 2012. "Discretionary Policy and Multiple Equilibria in LQ RE Models," Review of Economic Studies, Oxford University Press, vol. 79(4), pages 1309-1339.
  5. Blake, Andrew P. & Zampolli, Fabrizio, 2011. "Optimal policy in Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1626-1651, October.
  6. Andrew P. Blake & Tatiana Kirsanova, 2011. "Inflation Conservatism and Monetary-Fiscal Policy Interactions," International Journal of Central Banking, International Journal of Central Banking, vol. 7(2), pages 41-83, June.
  7. Blake, Andy & Gondat-Larralde, Celine, 2010. "Chief Economists' Workshop: state-of-the-art modelling for central banks," Bank of England Quarterly Bulletin, Bank of England, vol. 50(3), pages 214-218.
  8. Kapetanios, George & Blake, Andrew P., 2010. "Tests Of The Martingale Difference Hypothesis Using Boosting And Rbf Neural Network Approximations," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1363-1397, October.
  9. 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.
  10. 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.
  11. Andrew P. Blake & George Kapetanios, 2007. "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 807-826, November.
  12. Blake, Andrew P., 2004. "Open loop time consistency for linear rational expectations models," Economics Letters, Elsevier, vol. 82(1), pages 21-27, January.
  13. Andrew P. Blake, 2004. "Analytic Derivatives for Linear Rational Expectations Models," Computational Economics, Society for Computational Economics, vol. 24(1), pages 77-96, 08.
  14. Blake, Andrew P. & Kirsanova, Tatiana, 2004. "A note on timeless perspective policy design," Economics Letters, Elsevier, vol. 85(1), pages 9-16, October.
  15. Andrew P. Blake & George Kapetanios, 2003. "Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 253-267, 05.
  16. 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.
  17. Andrew P. Blake & Joseph P. Byrne, 2002. "Sterling, the Euro and the Dollar," National Institute Economic Review, National Institute of Economic and Social Research, vol. 181(1), pages 44-46, July.
  18. Andrew P. Blake, 2000. "Optimality and Taylor Rules," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174(1), pages 80-91, October.
  19. 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.
  20. Andrew P. Blake & Garry Young, 2000. "Section I. Recent developments and summary of the forecast," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174(1), pages 8-16, October.
  21. 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.
  22. 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.
  23. Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.
  24. Andrew P. Blake & Martin Weale & Garry Young, 1998. "Optimal Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 164(1), pages 100-109, April.
  25. Blake, Andrew P & Westaway, Peter F, 1996. "Credibility and the Effectiveness of Inflation Targeting Regimes," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(0), pages 28-50, Suppl..
  26. Andrew P. Blake, 1996. "Forecast Error Bounds By Stochastic Simulation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 156(1), pages 72-79, May.
  27. 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.
  28. Andrew P Blake & Peter F Westaway, 1993. "Should the Bank of England be Independent?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 143(1), pages 72-80, February.
  29. Andy Blake & Nigel Pain, 1991. "Data Adjustment and Forecast Performance," National Institute Economic Review, National Institute of Economic and Social Research, vol. 135(1), pages 66-78, February.
  30. 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.
  31. Andrew Blake & Martin Weale, 1988. "Exchange-Rate Targets and Wage Formation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 123(1), pages 48-64, February.

Books

  1. Andrew P Blake & Haroon Mumtaz, 2012. "Applied Bayesian econometrics for central bankers," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 4.
  2. Andrew P Blake & Emilio Fernandez-Corugedo, 2010. "Solving rational expectations models: a practical approach using ScilabĀ®," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 2.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2006-06-24 2008-09-20 2011-03-26 2012-06-05 2013-05-05. Author is listed
  2. NEP-CMP: Computational Economics (3) 2006-06-24 2007-03-10 2007-06-11
  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
  7. NEP-MAC: Macroeconomics (8) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 2008-09-20 2011-03-26 2012-06-05 2013-05-05. Author is listed
  8. NEP-MON: Monetary Economics (8) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 2008-09-20 2011-03-26 2012-06-05 2013-05-05. Author is listed
  9. NEP-OPM: Open Economy Macroeconomic (1) 2008-09-20
  10. NEP-SOC: Social Norms & Social Capital (1) 2007-03-10

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