Matthew Read

Selected Publications

Working Paper
Narrative restrictions and proxies

We compare two approaches to using information about the signs of structural shocks at specific dates […]

Raffaella Giacomini, Toru Kitagawa, Matthew Read
6 April 2022 | CWP09/22
Robust Bayesian inference in proxy SVARs

We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]

Raffaella Giacomini, Toru Kitagawa, Matthew Read
15 April 2020 | CWP13/20

Previous version

Robust Bayesian Inference in Proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
23 July 2019 | CWP38/19
Robust Bayesian Inference in Proxy SVARs

We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses […]

Raffaella Giacomini, Toru Kitagawa, Matthew Read
23 July 2019 | CWP38/19

Latest version

Robust Bayesian inference in proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
15 April 2020 | CWP13/20
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