Access Statistics for Andrew Peter Blake

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A 'Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models 0 7 34 131 1 11 59 295
A Radial Basis Function Artificial Neural Network Test for ARCH 1 4 11 65 7 15 44 841
A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity 1 5 18 116 5 23 82 1,609
A `Timeless Perspective' on Optimality in Forward-Looking Rational Expectations Models 0 1 1 16 1 2 13 210
An Artifical Neural Network System of Leading Indicators 2 7 19 109 9 19 52 939
An analysis of the impact of finite horizons on macroeconomic control 0 0 0 0 0 1 8 61
Boosting Estimation of RBF Neural Networks for Dependent Data 2 14 25 37 9 30 51 65
Consumers' expenditure, durables and dynamics: the UK consumption ECM redux 2 7 17 63 2 11 44 172
Credibility and the effectiveness of inflation targeting regimes 0 0 0 2 7 23 88 1,541
Do central bankers have to be conservative? 0 0 0 0 0 0 12 64
Equilibrium monetary policy in a model of inflation and employment 0 0 0 0 0 0 7 184
Evaluating Macroeconomic Models of the Business Cycle 0 1 4 40 1 3 17 121
Feedback Rules and Time Consistent Policymaking in an Open Economy 0 0 0 0 0 3 24 164
Filtered least squares and measurement error 0 0 3 28 1 2 24 477
Investigating structural changes in UK export performance: the role of innovation and direct investment 0 0 0 0 2 9 32 251
Non-cooperative Monetary and Fiscal Policy: The Value of Leadership 1 5 12 71 2 8 33 218
Optimal monetary policy in Markov-switching models with rational expectations agents 1 8 30 85 4 16 72 190
Small samples and structural change: a simulation study of consumption 0 0 0 0 0 0 15 109
Targetting inflation with nominal interest rates 0 0 0 0 0 3 28 171
Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean 0 3 7 104 2 8 24 222
Testing for Neglected Nonlinearity in Cointegrating Relationships 0 3 17 67 1 6 35 185
Testing the Martingale Difference Hypothesis Using Neural Network Approximations 2 4 21 33 5 13 34 39
The dynamics of consumers' expenditure: the UK consumption ECM redux 0 16 52 240 9 46 196 841
Time Consistency and Targeting Rules in Singular Rational Expectations Models 0 0 0 0 2 8 47 132
Time Consistent Policy in Markov Switching Models 0 4 11 47 4 12 38 123
Time Consistent Policy in Markov Switching Models 1 6 17 69 4 12 54 205
Time Consistent Policymaking: The Infinite Horizon Linear-Quadratic Case 0 1 4 45 1 3 15 504
Time consistent mixed precommitment macro-policy 0 0 0 0 1 2 8 63
UK Consumption in the long run: the determinants of consumer spending 1925-1995 0 5 13 63 5 21 82 1,835
WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY 0 0 0 0 2 7 16 345
Wealth Targets, Exchange Rate Targets and Macroeconomic Policy 0 1 3 25 3 6 28 208
Why have consumption functions broken down? 0 0 0 0 0 1 16 99
Total Working Papers 13 102 319 1,456 90 324 1,298 12,483

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on timeless perspective policy design 1 3 15 32 1 4 25 80
A radial basis function artificial neural network test for ARCH 0 1 5 14 0 1 14 87
A radial basis function artificial neural network test for neglected nonlinearity 3 11 29 166 19 65 134 878
An Analysis of the Impact of Finite Horizons on Macroeconomic Control 0 0 2 14 0 0 12 121
Analytic Derivatives for Linear Rational Expectations Models 0 0 9 41 1 1 18 133
Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence 0 0 1 1 2 3 32 291
Credibility and the Effectiveness of Inflation Targeting Regimes 0 0 0 0 3 17 67 323
Filtered least squares and measurement error 0 0 2 2 0 2 12 70
Open loop time consistency for linear rational expectations models 0 0 2 9 2 2 15 83
Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives 0 0 3 23 1 6 20 141
Solution and control of linear rational expectations models with structural effects from future instruments 0 0 0 4 0 1 9 59
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean 1 2 4 4 5 9 16 18
Testing for Neglected Nonlinearity in Cointegrating Relationships* 1 2 4 4 2 3 7 7
The dynamics of aggregate UK consumers' non-durable expenditure 1 5 11 16 3 12 26 38
The solution of time-varying linear rational expectations models and the role of terminal conditions 0 0 1 12 0 0 11 68
Total Journal Articles 7 24 88 342 39 126 418 2,397

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail .

Statistics updated 2008-07-03