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Andrew Peter Blake

Personal Details

First Name:Andrew
Middle Name:Peter
Last Name:Blake
Suffix:
RePEc Short-ID:pbl29
[This author has chosen not to make the email address public]
https://github.com/andrewpeterblake
Twitter: @andrewpblake
Terminal Degree:1989 School of Economics and Finance; Queen Mary University of London (from RePEc Genealogy)

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Blake, Andrew P. & Kirsanova, Tatiana & Yates, Tony, 2013. "Monetary Policy Delegation and Equilibrium Coordination," SIRE Discussion Papers 2013-54, Scottish Institute for Research in Economics (SIRE).
  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. Andrew Blake & Tatiana Kirsanova, 2008. "Discretionary Policy and Multiple Equilibria in LQ RE Models," Discussion Papers 0813, University of Exeter, Department of Economics.
  5. Andrew P. Blake & Tatiana Kirsanova, 2008. "Inflation-Conservatism and Monetary-Fiscal Policy Interactions," Discussion Papers 0801, University of Exeter, Department of Economics.
  6. Blake, Andrew P & Markovic, Bojan, 2008. "The conduct of global monetary policy and domestic stability," Bank of England working papers 353, Bank of England.
  7. 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.
  8. 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.
  9. 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.
  10. Fabrizio Zampolli & Andrew Blake, 2005. "Time Consistent Policy in Markov Switching Models," Money Macro and Finance (MMF) Research Group Conference 2005 2, Money Macro and Finance Research Group.
  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. 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. 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. 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.
  18. Dr. James Mitchell, 2003. "Reconsidering the Evidence: Are Eurozone Business Cycles Converging?," National Institute of Economic and Social Research (NIESR) Discussion Papers 210, National Institute of Economic and Social Research.
  19. Ray Barrell & Dawn Holland, 2002. "An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period," National Institute of Economic and Social Research (NIESR) Discussion Papers 204, National Institute of Economic and Social Research.
  20. 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.
  21. Professor E. Philip Davis & Joseph Byrne, 2002. "Investment and Uncertainty in the G7," National Institute of Economic and Social Research (NIESR) Discussion Papers 198, National Institute of Economic and Social Research.
  22. Andrew Blake, 1999. "A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity," National Institute of Economic and Social Research (NIESR) Discussion Papers 153, National Institute of Economic and Social Research.
  23. Andrew Blake, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," National Institute of Economic and Social Research (NIESR) Discussion Papers 154, National Institute of Economic and Social Research.
  24. Blake, Andrew & Westaway, Peter, 1992. "An analysis of the impact of finite horizons on macroeconomic control," National Institute of Economic and Social Research (NIESR) Discussion Papers 11, National Institute of Economic and Social Research.
  25. 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.
  26. A.P. Blake, 1986. "The Treasury Model Under Rational Expectations," Working Papers 152, Queen Mary University of London, School of Economics and Finance.
  27. A.P. Blake, 1986. "Approximate Linear Solutions for Non-Linear R.E. Models: A Technique and Some Problems," Working Papers 151, Queen Mary University of London, School of Economics and Finance.
    repec:qmw:qmwecw:wp588 is not listed on IDEAS
    repec:qmw:qmwecw:wp508 is not listed on IDEAS
    repec:qmw:qmwecw:wp601 is not listed on IDEAS
    repec:qmw:qmwecw:wp496 is not listed on IDEAS

Articles

  1. Ray Barrell & Andy Blake & Garry Young, 2018. "Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution," National Institute Economic Review, National Institute of Economic and Social Research, vol. 246(1), pages 3-14, November.
  2. Andrew Blake & Garreth Rule & Ole Rummel, 2015. "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 24(1), pages 1-21, December.
  3. Andrew Blake, 2012. "DSGE Modeling on an iPhone/iPad Using SpaceTime," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 313-332, December.
  4. Blake, Andrew P., 2012. "Equally shocking news," Economics Letters, Elsevier, vol. 117(3), pages 866-869.
  5. Blake, Andrew P., 2012. "Determining optimal monetary speed limits," Economics Letters, Elsevier, vol. 116(2), pages 269-271.
  6. Andrew P. Blake & Tatiana Kirsanova, 2012. "Discretionary Policy and Multiple Equilibria in LQ RE Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(4), pages 1309-1339.
  7. 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.
  8. 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.
  9. 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(5), pages 1363-1397, October.
  10. 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.
  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. & 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.
  13. 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.
  14. Blake, Andrew P., 2004. "Open loop time consistency for linear rational expectations models," Economics Letters, Elsevier, vol. 82(1), pages 21-27, January.
  15. Blake, Andrew P. & Kirsanova, Tatiana, 2004. "A note on timeless perspective policy design," Economics Letters, Elsevier, vol. 85(1), pages 9-16, October.
  16. Andrew P. Blake, 2004. "Analytic Derivatives for Linear Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 24(1), pages 77-96, August.
  17. 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, May.
  18. 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.
  19. Blake, Andrew P. & Byrne, Joseph P., 2002. "Sterling, the Euro and the Dollar," National Institute Economic Review, National Institute of Economic and Social Research, vol. 181, pages 44-46, July.
  20. Blake, Andrew P. & Weale, Martin, 2001. "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 175, pages 8-15, January.
  21. Andrew P. Blake & Martin Weale, 2001. "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 175(1), pages 8-15, January.
  22. 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.
  23. 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.
  24. Blake, Andrew P., 2000. "Optimality and Taylor Rules," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174, pages 80-91, October.
  25. Blake, Andrew P. & Young, Garry, 2000. "Section I. Recent developments and summary of the forecast," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174, pages 8-16, October.
  26. 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 449-467, July.
  27. Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.
  28. Blake, Andrew P. & Weale, Martin & Young, Garry, 1998. "Optimal Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 164, pages 100-109, April.
  29. 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..
  30. Blake, Andrew P., 1996. "Forecast Error Bounds By Stochastic Simulation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 156, pages 72-79, May.
  31. 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.
  32. Blake, Andrew P & Westaway, Peter F, 1993. "Should the Bank of England be Independent?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 143, pages 72-80, February.
  33. 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.
  34. I. G. Begg & A. P. Blake & B. M. Deakin, 1991. "YTS and the Labour Market," British Journal of Industrial Relations, London School of Economics, vol. 29(2), pages 223-236, June.
  35. 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.
  36. Blake, Andrew & Weale, Martin, 1988. "Exchange-Rate Targets and Wage Formation∗," National Institute Economic Review, National Institute of Economic and Social Research, vol. 123, pages 48-64, February.
  37. 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 Blake & Haroon Mumtaz, 2015. "Applied Bayesian Econometrics for central bankers," Handbooks, Centre for Central Banking Studies, Bank of England, number 36, April.
  2. Andrew Blake & Garreth Rule, 2015. "Deriving option-implied probability densities for foreign exchange markets," Handbooks, Centre for Central Banking Studies, Bank of England, number 35, April.
  3. Andrew P Blake & Emilio Fernandez-Corugedo, 2010. "Solving rational expectations models: a practical approach using Scilab®," Technical Books, Centre for Central Banking Studies, Bank of England, edition 1, number 2, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2003-03-10 2003-03-10 2003-03-10 2004-09-30 2005-11-19 2006-03-05 2006-06-24 2008-09-20 2011-03-26 2012-06-05 2013-05-05 2013-12-29. Author is listed
  2. NEP-MON: Monetary Economics (9) 2004-09-30 2005-11-19 2006-03-05 2006-06-24 2008-09-20 2011-03-26 2012-06-05 2013-05-05 2013-12-29. Author is listed
  3. NEP-CBA: Central Banking (7) 2003-03-10 2006-06-24 2008-09-20 2011-03-26 2012-06-05 2013-05-05 2013-12-29. Author is listed
  4. NEP-ECM: Econometrics (4) 2003-07-16 2004-02-20 2007-03-10 2007-06-11
  5. NEP-CMP: Computational Economics (3) 2006-06-24 2007-03-10 2007-06-11
  6. NEP-EEC: European Economics (3) 2003-03-10 2003-03-10 2003-12-07
  7. NEP-ETS: Econometric Time Series (3) 2003-07-13 2007-03-10 2007-06-11
  8. NEP-IFN: International Finance (3) 2003-03-10 2003-03-10 2003-03-10
  9. NEP-DGE: Dynamic General Equilibrium (2) 2006-03-05 2006-06-24
  10. NEP-OPM: Open Economy Macroeconomics (1) 2008-09-20
  11. NEP-SOC: Social Norms and Social Capital (1) 2007-03-10

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