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Andrew Peter Blake

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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. 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.
  11. Fabrizio Zampolli & Andrew P. Blake, 2005. "Time Consistent Policy in Markov Switching Models," Computing in Economics and Finance 2005 134, 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. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Dr Martin Weale & Ray Barrell, 2003. "Designing and Choosing Macroeconomic Frameworks: The Position of the UK after 4 years of the Euro," NIESR Discussion Papers 130, National Institute of Economic and Social Research.
  18. 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.
  19. 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.
  20. Ray Barrell & Dawn Holland, 2002. "An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period," NIESR Discussion Papers 138, National Institute of Economic and Social Research.
  21. Professor E. Philip Davis, 2002. "Investment and Uncertainty in the G7," NIESR Discussion Papers 144, National Institute of Economic and Social Research.
  22. n/a, 2000. "Information Criteria, Model Selection Uncertainty and the Determination of Cointegration Rank," NIESR Discussion Papers 176, National Institute of Economic and Social Research.
  23. n/a, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," NIESR Discussion Papers 188, National Institute of Economic and Social Research.
  24. 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.

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Articles

  1. Blake, Andrew P., 2012. "Equally shocking news," Economics Letters, Elsevier, vol. 117(3), pages 866-869.
  2. Andrew Blake, 2012. "DSGE Modeling on an iPhone/iPad Using SpaceTime," Computational Economics, Society for Computational Economics, vol. 40(4), pages 313-332, December.
  3. 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.
  4. Blake, Andrew P., 2012. "Determining optimal monetary speed limits," Economics Letters, Elsevier, vol. 116(2), pages 269-271.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  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. 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.
  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. 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.
  19. 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.
  20. 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.
  21. Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.
  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 & 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..
  24. 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.
  25. 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.
  26. 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.
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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 Macroeconomics (1) 2008-09-20
  10. NEP-SOC: Social Norms & Social Capital (1) 2007-03-10

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