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Information about:
Andrew Peter Blake

Personal Details | Affiliation | Works
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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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Blake, Andrew P & Markovic, Bojan, 2008. "The conduct of global monetary policy and domestic stability," Bank of England working papers 353, Bank of England. [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. 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!]

  4. 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.

  5. 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:

  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 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!]

  8. 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:

  9. 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.

  10. 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:

  11. 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:

  12. 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!]

  13. 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:

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

  15. 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:

  16. 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!]

  17. 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:

  18. 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!]

  19. 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.
    Other versions:

  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. 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!]

  22. 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.

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

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

  25. 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:

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

  27. 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.

  28. 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!]

  29. Andrew P Blake & Peter F Westaway, . "Why have consumption functions broken down?," NIESR Discussion Papers 38, 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.

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. 137(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., 2004. "Open loop time consistency for linear rational expectations models," Economics Letters, Elsevier, vol. 82(1), pages 21-27, January. [Downloadable!] (restricted)

  5. 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:

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

  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., 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)

  10. 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:

  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

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-06-24 2008-09-20
  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 (5) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 2008-09-20 Author is listed
  8. NEP-MON: Monetary Economics (5) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 2008-09-20 Author is listed
  9. NEP-OPM: Open MacroEconomics (1) 2008-09-20
  10. NEP-SOC: Social Norms & Social Capital (1) 2007-03-10
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This page was last updated on 2009-11-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.