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
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
Earlier version: RBA Research Discussion Paper No 2022-04
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.
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions (2023), Economic Record, 99(326), pp 329-358.
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.
Robust Bayesian Inference in Proxy SVARs (2022), with Raffaella Giacomini and Toru Kitagawa, Journal of Econometrics, 228(1), pp 107–216.