Andrew P. Blake

Bank of England - CCBS

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 40,680

in Total Papers Downloads

1,454

SSRN CITATIONS
Rank 16,511

SSRN RANKINGS

Top 16,511

in Total Papers Citations

19

CROSSREF CITATIONS

49

Scholarly Papers (14)

1.

The Dynamics of Consumers' Expenditure: The UK Consumption Ecm Redux

Bank of England Working Paper No. 204
Number of pages: 38 Posted: 29 Sep 2004
Bank of England, City University London - Department of EconomicsEssex Business School and Bank of England - CCBS
Downloads 235 (163,711)
Citation 27

Abstract:

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Error correction, consumption, dynamics

2.

Discretionary Policy and Multiple Equilibria in LQ RE Models

Number of pages: 36 Posted: 09 Nov 2006 Last Revised: 20 Nov 2011
Andrew P. Blake and Tatiana Kirsanova
Bank of England - CCBS and University of Glasgow
Downloads 212 (180,521)
Citation 21

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Time Consistency, Discretion, Multiple Equilibria, LQ RE models

3.

Inflation Conservatism and Monetary-Fiscal Policy Interactions

Number of pages: 32 Posted: 29 Jan 2008 Last Revised: 28 Apr 2010
Andrew P. Blake and Tatiana Kirsanova
Bank of England - CCBS and University of Glasgow
Downloads 206 (185,385)
Citation 13

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Monetary and Fiscal Policy, Policy Delegation, Discretion, Leadership Equilibria

4.

Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents

Bank of England Working Paper No. 298
Number of pages: 54 Posted: 26 Sep 2006
Andrew P. Blake and Fabrizio Zampolli
Bank of England - CCBS and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 151 (244,163)
Citation 14

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Monetary policy, structural breaks, regime switching, rational expectations, heterogeneous beliefs, time consistency, commitment

5.

Testing for Arch in the Presence of Nonlinearity of Unknown Form in the Conditional Mean

U of London Queen Mary Economics Working Paper No. 496
Number of pages: 21 Posted: 31 Aug 2003
Andrew P. Blake and George Kapetanios
Bank of England - CCBS and King's College, London
Downloads 122 (286,453)
Citation 1

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Nonlinearity, ARCH, Neural Networks

6.

Monetary and Fiscal Policy Interactions: Optimal Delegation and the Value of Leadership

Number of pages: 46 Posted: 08 Nov 2006
Andrew P. Blake and Tatiana Kirsanova
Bank of England - CCBS and University of Glasgow
Downloads 105 (318,176)

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Monetary and Fiscal Policy, Optimal Delegation, Discretion, Leadership Equilibria

Monetary Policy Delegation and Equilibrium Coordination

Number of pages: 25 Posted: 27 Apr 2010 Last Revised: 11 Apr 2013
Andrew P. Blake, Tatiana Kirsanova and Anthony Yates
Bank of England - CCBS, University of Glasgow and Bank of England - Monetary Analysis
Downloads 57 (458,090)

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Time Consistency, Discretion, Multiple Equilibria, Policy Delegation

The Gains from Delegation Revisited: Price-Level Targeting, Speed-Limit and Interest Rate Smoothing Policies

Bank of England Working Paper No. 415
Number of pages: 32 Posted: 18 Mar 2011
Andrew P. Blake, Tatiana Kirsanova and Tony Yates
Bank of England - CCBS, University of Glasgow and affiliation not provided to SSRN
Downloads 26 (617,123)

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8.

A Note on Timeless Perspective Policy Design

Number of pages: 15 Posted: 05 Jun 2005
Tatiana Kirsanova and Andrew P. Blake
University of Glasgow and Bank of England - CCBS
Downloads 76 (388,616)
Citation 1

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Monetary and Fiscal Policy, Timeless Perspective

9.

The Conduct of Global Monetary Policy and Domestic Stability

Bank of England Working Paper No. 353
Number of pages: 42 Posted: 08 Oct 2008 Last Revised: 28 Jan 2009
Andrew P. Blake and Bojan Markovic
Bank of England - CCBS and EBRD - Economics, Policy and Governance
Downloads 71 (403,616)
Citation 2

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Indeterminacy, stochastic volatility, Taylor rule, international spillovers, Great Inflation

10.

Inflation Targeting and Term Premia Estimates for Latin America

Latin American Economic Review (2015), 24(3)
Number of pages: 21 Posted: 15 Aug 2015
Ole Rummel, Andrew P. Blake and Garreth Rule
South East Asian Central Banks (SEACEN) Research and Training Centre, Bank of England - CCBS and Bank of England
Downloads 51 (474,232)

Abstract:

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Inflation targeting, term premia, affine term structure model

11.

Chief Economists’ Workshop: State-of-The-Art Modelling for Central Banks

Bank of England Quarterly Bulletin 2010 Q3
Number of pages: 5 Posted: 22 Sep 2010
Andrew P. Blake and Céline Gondat-Larralde
Bank of England - CCBS and Bank of England, Centre for Central Banking Studies
Downloads 47 (490,866)

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12.

'Wet' or 'Impatient'? New Perspective on Discretionary Monetary Policymaking

Number of pages: 22 Posted: 25 Mar 2008
Andrew P. Blake and Tatiana Kirsanova
Bank of England - CCBS and University of Glasgow
Downloads 40 (522,641)
Citation 1

Abstract:

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Time Consistency, Discretion, Multiple Equilibria

13.

Fixed Interest Rates over Finite Horizons

Bank of England Working Paper No. 454
Number of pages: 39 Posted: 21 May 2012
Andrew P. Blake
Bank of England - CCBS
Downloads 28 (587,237)
Citation 5

Abstract:

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fixed nominal interest rates, uniqueness, indeterminacy

14.

Testing for Neglected Nonlinearity in Cointegrating Relationships

Journal of Time Series Analysis, Vol. 28, Issue 6, pp. 807-826, November 2007
Number of pages: 20 Posted: 17 Oct 2007
Andrew P. Blake and George Kapetanios
Bank of England - CCBS and King's College, London
Downloads 27 (593,411)
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