Details about Matthew Read

Access statistics for papers by Matthew Read.

Last updated 2024-09-08. Update your information in the RePEc Author Service.

Short-id: pre629

Working Papers

2024

1. Sign Restrictions and Supply-demand Decompositions of Inflation
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)

2023

2. Identification and Inference under Narrative Restrictions
   RBA Research Discussion Papers, Reserve Bank of Australia
   Also in Papers, arXiv.org (2021) View citations (14)

2022

3. Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions
   Papers, arXiv.org View citations (1)
   See also Journal Article Algorithms for inference in SVARs identified with sign and zero restrictions, The Econometrics Journal, Royal Economic Society (2022) View citations (1) (2022)
4. Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (2)
   See also Journal Article Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions, The Economic Record, The Economic Society of Australia (2023) (2023)
5. The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (1)

2021

6. Robust Bayesian Analysis for Econometrics
   Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2020

7. Monetary Policy and Firm Dynamics
   Papers, arXiv.org
8. Robust Bayesian Inference in Proxy SVARs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (12)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (2)
   See also Journal Article Robust Bayesian inference in proxy SVARs, Journal of Econometrics, Elsevier (2022) View citations (15) (2022)

2015

9. Stress Testing the Australian Household Sector Using the HILDA Survey
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (35)

2014

10. Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (13)

Journal Articles

2023

1. Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions
   The Economic Record, 2023, 99, (326), 329-358
   See also Working Paper Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions, RBA Research Discussion Papers (2022) View citations (2) (2022)

2022

2. Algorithms for inference in SVARs identified with sign and zero restrictions
   (Identification and inference with ranking restrictions)
   The Econometrics Journal, 2022, 25, (3), 699-718 View citations (1)
   See also Working Paper Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions, Papers (2022) View citations (1) (2022)
3. Narrative Restrictions and Proxies
   Journal of Business & Economic Statistics, 2022, 40, (4), 1415-1425 View citations (4)
4. Narrative Restrictions and Proxies: Rejoinder
   Journal of Business & Economic Statistics, 2022, 40, (4), 1438-1441 View citations (5)
5. Robust Bayesian inference in proxy SVARs
   Journal of Econometrics, 2022, 228, (1), 107-126 View citations (15)
   See also Working Paper Robust Bayesian Inference in Proxy SVARs, CEPR Discussion Papers (2020) View citations (2) (2020)

Chapters

2015

1. Housing Prices and Entrepreneurship: Evidence for the Housing Collateral Channel in Australia
   A chapter in Small Business Conditions and Finance, 2015 View citations (8)