Andrew P. Blake

Bank of England - CCBS

Threadneedle Street

London, EC2R 8AH

United Kingdom

  • Bank of England - CCBS

SCHOLARLY PAPERS

13

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1,989

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87

Scholarly Papers (13)

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1.

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 - Adam Smith Business School
Downloads 320 (201,321)
Citation 20

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Time Consistency, Discretion, Multiple Equilibria, LQ RE models

2.

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
Emilio Fernández Corugedo, Simon Price and Andrew P. Blake
Bank of England, Essex Business School and Bank of England - CCBS
Downloads 275 (236,237)
Citation 26

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Error correction, consumption, dynamics

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 - Adam Smith Business School
Downloads 274 (237,168)
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 186 (344,728)
Citation 15

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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 155 (404,321)
Citation 1

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Nonlinearity, ARCH, Neural Networks

6.

Monetary Policy Delegation and Equilibrium Coordination

Downloads 134 (454,730)

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 - Adam Smith Business School and Bank of England - Monetary Analysis
Downloads 85 (636,896)

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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 - Adam Smith Business School and affiliation not provided to SSRN
Downloads 49 (856,961)

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7.

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 - Adam Smith Business School
Downloads 129 (468,796)

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

8.

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 107 (540,628)
Citation 2

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Inflation targeting, term premia, affine term structure model

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 106 (544,352)
Citation 2

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

10.

A Note on Timeless Perspective Policy Design

Number of pages: 15 Posted: 05 Jun 2005
Tatiana Kirsanova and Andrew P. Blake
University of Glasgow - Adam Smith Business School and Bank of England - CCBS
Downloads 102 (559,942)
Citation 1

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Monetary and Fiscal Policy, Timeless Perspective

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 70 (701,856)

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12.

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 68 (712,925)
Citation 6

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fixed nominal interest rates, uniqueness, indeterminacy

13.

'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 - Adam Smith Business School
Downloads 63 (741,897)
Citation 1

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Time Consistency, Discretion, Multiple Equilibria