Matthew Read
Selected Publications
Narrative restrictions and proxies
We compare two approaches to using information about the signs of structural shocks at specific dates […]
Robust Bayesian inference in proxy SVARs
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of […]
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Robust Bayesian Inference in Proxy SVARs
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the impulse responses […]