Matthew Read

Working Papers

Identification and Inference Under Narrative Restrictions (October 2023), with Raffaella Giacomini and Toru Kitagawa, revision requested at Review of Economic Studies

• Replication files

Set-identified Structural Vector Autoregressions and the Effects of a 100 Basis Point Monetary Policy Shock (October 2023), accepted at Review of Economics and Statistics

• Appendix

• Earlier version: RBA Research Discussion Paper No 2022-04 

Monetary Policy and Firm Dynamics (November 2020)

• Matlab code and replication files

Publications

Robust Bayesian Analysis for Econometrics (forthcoming), with Raffaella Giacomini and Toru Kitagawa, Advances in Economics and Econometrics: Twelfth World Congress, Econometric Society Monographs, Cambridge: Cambridge University Press.

• Matlab code and replication files

• CEPR Discussion Paper DP16488

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions (2023), Economic Record, 99(326), pp 329-358.

• Matlab code and replication files 

• RBA Research Discussion Paper No 2022-09

Narrative Restrictions and Proxies (2022), with Raffaella Giacomini and Toru Kitagawa, Journal of Business & Economic Statistics, 40(4), pp 1415-1425.

• Matlab code and replication files

• Discussion by Juan Rubio-Ramírez

• Discussion by Lutz Kilian 

• Discussion by Mikkel Plagborg-Møller 

• Rejoinder

Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions  (2022), The Econometrics Journal, 25(3), pp 699–718.

• Matlab code and replication files

Robust Bayesian Inference in Proxy SVARs (2022), with Raffaella Giacomini and Toru Kitagawa, Journal of Econometrics, 228(1), pp 107–216.

• Matlab code and replication files

• cemmap working paper version