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Fixed interest rates over finite horizons
Blake, Andrew P. - 2012
Persistent link: https://www.econbiz.de/10009559814
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Determining optimal monetary speed limits
Blake, Andrew P. - In: Economics letters 116 (2012) 2, pp. 269-271
Persistent link: https://www.econbiz.de/10009674445
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Equally shocking news
Blake, Andrew P. - In: Economics letters 117 (2012) 3, pp. 866-869
Persistent link: https://www.econbiz.de/10009682568
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A timeless perspective on optimality in forward-looking rational expectations models
Blake, Andrew P. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001613861
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Open loop time consistency for linear rational expectations models
Blake, Andrew P. - In: Economics letters 82 (2004) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10001877411
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An artificial neural network system of leading indicators
Blake, Andrew P. (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557936
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Solution and control of linear rational expectations models with structural effects from future instruments
Blake, Andrew P. - In: Economics letters 67 (2000) 3, pp. 283-288
Persistent link: https://www.econbiz.de/10001473668
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Forecast error bounds by stochastic simulation
Blake, Andrew P. - In: National Institute economic review (1996), pp. 72-79
Persistent link: https://www.econbiz.de/10001198977
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An artificial neural network system of leading indicators
Blake, Andrew P. - 1999
Persistent link: https://www.econbiz.de/10001381723
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Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George; Blake, Andrew P. - 2007
The martingale difference restriction is an outcome of many theoretical analyses in economics and finance. A large body of econometric literature deals with tests of that restriction. We provide new tests based on radial basis function neural networks. Our work is based on the test design of...
Persistent link: https://www.econbiz.de/10010284105