Sign Restrictions and Supply-demand Decompositions of Inflation (September 2026), arXiv:2609.06907, revision requested at Journal of Applied Econometrics
Shock-percentile Restrictions for SVARs (March 2026), Reserve Bank of Australia Research Discussion Paper No 2026-01
Identification and Inference Under Narrative Restrictions (October 2023), with Raffaella Giacomini and Toru Kitagawa, Reserve Bank of Australia Research Discussion Paper No 2023-07, revision requested at Review of Economic Studies
Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions (forthcoming), with Dan Zhu, Quantitative Economics
Working paper versions: arXiv; Reserve Bank of Australia Research Discussion Paper No 2025-03
Set-identified Structural Vector Autoregressions and the Effects of a 100 Basis Point Monetary Policy Shock (forthcoming), Review of Economics and Statistics
Online Appendix available via Review of Economics and Statistics website
Working paper version: RBA Research Discussion Paper No 2022-04
Robust Bayesian Analysis for Econometrics (2026), with Raffaella Giacomini and Toru Kitagawa, in Chernozhukov V, J Hörner, E La Ferrara and I Werning, Advances in Economics and Econometrics: Twelfth World Congress: Volume 2, Econometric Society Monographs, Cambridge University Press, Cambridge, pp 117-157.
Working paper version: 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.
Working paper version: 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.
Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions (2022), The Econometrics Journal, 25(3), pp 699–718.
Replication package available via The Econometrics Journal website.
Robust Bayesian Inference in Proxy SVARs (2022), with Raffaella Giacomini and Toru Kitagawa, Journal of Econometrics, 228(1), pp 107–216.
Working paper version: cemmap Working Paper CWP13/20