12 citations · 22 across the 3 of their papers we have counts for
3 papers
econ.EM2021★ 12 cited
Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions
Matthew Read
I develop algorithms to facilitate Bayesian inference in structural vector autoregressions that are set-identified with sign and zero restrictions by showing that the system of res…
econ.EM2021★ 10 cited
Identification and Inference Under Narrative Restrictions
Raffaella Giacomini, Toru Kitagawa, Matthew Read
We consider structural vector autoregressions subject to 'narrative restrictions', which are inequality restrictions on functions of the structural shocks in specific periods. Thes…
econ.GN2020
Monetary Policy and Firm Dynamics
Matthew Read
Do firm dynamics matter for the transmission of monetary policy? Empirically, the startup rate declines following a monetary contraction, while the exit rate increases, both of whi…