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 1 1 201 2 4 8 473
A Radial Basis Function Artificial Neural Network Test for ARCH 0 0 0 52 0 0 5 336
A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity 0 0 0 45 0 0 1 506
A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models 0 0 0 104 0 3 5 1,043
An Artificial Neural Network System of Leading Indicators 0 0 0 199 0 0 4 551
Approximate Linear Solutions for Non-Linear R.E. Models: A Technique and Some Problems 0 0 0 0 0 0 0 2
Boosting Estimation of RBF Neural Networks for Dependent Data 0 0 0 0 0 0 1 5
Boosting Estimation of RBF Neural Networks for Dependent Data 0 0 0 95 1 1 5 302
Consumers' expenditure, durables and dynamics: the UK consumption ECM redux 0 1 1 102 1 2 5 268
Discretionary Policy and Multiple Equilibria in LQ RE Models 0 0 0 14 0 0 7 83
Discretionary Policy and Multiple Equilibria in LQ RE Models 0 0 1 50 0 0 6 156
Discretionary Policy and Multiple Equilibria in LQ RE Models 0 0 1 27 1 2 9 116
Feedback Rules and Time Consistent Policymaking in an Open Economy 0 0 0 0 1 1 2 229
Filtered least squares and measurement error 0 0 0 276 1 2 4 740
Fixed interest rates over finite horizons 0 0 4 68 1 1 10 119
Inflation-Conservatism and Monetary-Fiscal Policy Interactions 0 0 1 37 0 2 7 132
Monetary Policy Delegation and Equilibrium Coordination 0 0 1 21 0 0 6 57
Monetary policy delegation and equilibrium coordination 0 0 3 73 0 3 12 107
Non-cooperative Monetary and Fiscal Policy: The Value of Leadership 0 0 1 119 0 0 5 359
Optimal monetary policy in Markov-switching models with rational expectations agents 0 0 0 242 0 0 5 571
Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean 0 0 0 130 0 0 2 332
Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean 0 0 0 0 0 0 0 1
Testing for Neglected Nonlinearity in Cointegrating Relationships 0 0 0 97 0 1 4 286
Testing for Neglected Nonlinearity in Cointegrating Relationships 0 0 0 0 0 0 0 1
Testing the Martingale Difference Hypothesis Using Neural Network Approximations 0 0 0 0 0 0 1 2
Testing the Martingale Difference Hypothesis Using Neural Network Approximations 0 0 0 106 0 0 2 270
The Treasury Model Under Rational Expectations 0 0 0 1 0 0 0 1
The conduct of global monetary policy and domestic stability 0 0 3 99 0 1 8 381
The dynamics of consumers' expenditure: the UK consumption ECM redux 1 8 14 443 11 37 131 1,918
The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies 0 0 2 59 0 0 3 122
Time Consistency and Targeting Rules in Singular Rational Expectations Models 0 0 0 0 0 0 2 230
Time Consistent Policy in Markov Switching Models 0 0 0 104 0 1 6 341
Time Consistent Policy in Markov Switching Models 0 0 0 81 0 0 5 276
UK Consumption in the long run: the determinants of consumer spending 1925-1995 0 0 0 59 1 1 6 184
WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY 0 0 0 0 0 1 10 446
Wealth Targets, Exchange Rate Targets and Macroeconomic Policy 0 0 0 65 2 2 8 392
Total Working Papers 1 10 33 2,969 22 65 295 11,338


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 0 0 0 71 0 0 0 177
A radial basis function artificial neural network test for ARCH 0 0 0 27 0 0 5 140
A radial basis function artificial neural network test for neglected nonlinearity 0 0 0 219 0 0 3 1,243
An Analysis of the Impact of Finite Horizons on Macroeconomic Control 0 0 0 29 0 0 0 164
Analytic Derivatives for Linear Rational Expectations Models 0 0 1 72 0 1 3 213
Chief Economists' Workshop: state-of-the-art modelling for central banks 0 0 0 42 1 2 6 140
Costs of Separating Budgetary Policy from Control of Inflation: A Neglected Aspect of Central Bank Independence 0 0 0 1 1 3 8 384
Credibility and the Effectiveness of Inflation Targeting Regimes 0 0 0 0 0 3 27 614
DSGE Modeling on an iPhone/iPad Using SpaceTime 0 0 7 100 0 1 13 405
Data Adjustment and Forecast Performance 0 0 0 2 0 0 0 13
Determining optimal monetary speed limits 0 1 1 20 0 1 1 53
Discretionary Policy and Multiple Equilibria in LQ RE Models 0 0 0 62 0 2 10 184
Equally shocking news 0 0 0 32 0 0 2 107
Exchange-Rate Targets and Wage Formation 0 0 0 3 0 0 1 10
Filtered least squares and measurement error 0 0 0 13 0 1 1 121
Forecast Error Bounds By Stochastic Simulation 0 0 0 13 0 0 0 22
Inflation Conservatism and Monetary-Fiscal Policy Interactions 1 3 6 70 1 6 14 224
Inflation targeting and term premia estimates for Latin America 0 0 3 31 0 0 9 96
Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution 0 0 2 5 0 0 4 11
Open loop time consistency for linear rational expectations models 0 0 0 25 0 0 2 151
Optimal Monetary Policy 0 0 0 3 0 0 1 21
Optimal policy in Markov-switching rational expectations models 0 1 2 95 0 3 9 250
Optimality and Taylor Rules 0 0 0 4 0 0 2 19
Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives 0 0 0 41 0 0 0 232
Section I. Recent developments and summary of the forecast 0 0 0 0 0 0 0 2
Should the Bank of England be Independent? 0 0 0 4 0 0 1 10
Solution and control of linear rational expectations models with structural effects from future instruments 0 0 0 11 0 0 0 94
Sterling, the Euro and the Dollar 0 0 1 3 1 1 3 24
TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS 0 0 0 17 0 1 2 63
Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean 0 0 0 20 0 0 0 69
Testing for Neglected Nonlinearity in Cointegrating Relationships* 0 0 0 14 0 0 1 47
The UK Economy 0 0 0 0 0 0 0 1
The dynamics of aggregate UK consumers' non-durable expenditure 0 0 0 41 0 0 4 130
The solution of time-varying linear rational expectations models and the role of terminal conditions 0 0 0 31 0 0 1 115
YTS and the Labour Market 0 0 0 1 1 2 12 27
Total Journal Articles 1 5 23 1,122 5 27 145 5,576


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applied Bayesian Econometrics for central bankers 1 14 66 81 14 61 187 218
Applied Bayesian econometrics for central bankers 0 0 1 543 14 37 197 1,480
Deriving option-implied probability densities for foreign exchange markets 1 1 8 8 1 2 19 21
Solving rational expectations models: a practical approach using Scilab® 0 0 0 255 1 2 29 535
Total Books 2 15 75 887 30 102 432 2,254


Statistics updated 2021-01-03