7
H index
6
i10 index
149
Citations
Reserve Bank of Australia | 7 H index 6 i10 index 149 Citations RESEARCH PRODUCTION: 5 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Matthew Read. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| RBA Research Discussion Papers / Reserve Bank of Australia | 8 |
| Papers / arXiv.org | 4 |
| CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies | 2 |
| Year | Title of citing document |
|---|---|
| 2026 | A note on global identification in structural vector autoregressions. (2021). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2102.04048. Full description at Econpapers || Download paper |
| 2025 | Optimal Decision Rules when Payoffs are Partially Identified. (2023). Schorfheide, Frank ; Christensen, Timothy ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:2204.11748. Full description at Econpapers || Download paper |
| 2025 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
| 2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper |
| 2025 | Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244. Full description at Econpapers || Download paper |
| 2025 | Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555. Full description at Econpapers || Download paper |
| 2025 | Plausible GMM: a quasi-bayesian approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian. In: CeMMAP working papers. RePEc:azt:cemmap:14/25. Full description at Econpapers || Download paper |
| 2025 | Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475. Full description at Econpapers || Download paper |
| 2025 | Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139. Full description at Econpapers || Download paper |
| 2025 | Plausible GMM: A Quasi-Bayesian Approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian B. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/817. Full description at Econpapers || Download paper |
| 2026 | Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155. Full description at Econpapers || Download paper |
| 2025 | Comparing external and internal instruments for vector autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000971. Full description at Econpapers || Download paper |
| 2025 | High public debts: Are shocks or discretionary fiscal policy to blame?. (2025). Patel, Nikhil ; Peralta-Alva, Adrian. In: Journal of International Economics. RePEc:eee:inecon:v:158:y:2025:i:c:s0022199625000868. Full description at Econpapers || Download paper |
| 2025 | Gasoline price pass-through into CPI inflation: Evidence from a structural VAR. (2025). ZHAI, Weiyang. In: International Economics. RePEc:eee:inteco:v:184:y:2025:i:c:s2110701725000769. Full description at Econpapers || Download paper |
| 2025 | Can exchange rate pass-throughs be perverse? A robust multiple-prior Bayesian SVAR approach*. (2025). Yoshida, Yushi ; Zhai, Weiyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000476. Full description at Econpapers || Download paper |
| 2025 | An empirical inquiry into the distributional consequences of energy price shocks. (2025). Martinoli, Mario ; Fierro, Luca Eduardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001561. Full description at Econpapers || Download paper |
| 2025 | Identifying monetary policy shocks through external constraints. (2025). Fusari, Francesco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000321. Full description at Econpapers || Download paper |
| 2024 | Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Castelnuovo, Efrem ; Andreasen, Martin M ; Pellegrino, Giovanni ; Caggiano, Giovanni. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290. Full description at Econpapers || Download paper |
| 2024 | Blended identification in structural VARs. (2024). Marcellino, Massimiliano ; Carriero, Andrea ; Tornese, Tommaso. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345. Full description at Econpapers || Download paper |
| 2025 | Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments. (2025). Nguyen, Lam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:155:y:2025:i:c:s0304393225000844. Full description at Econpapers || Download paper |
| 2026 | Macroeconomic Effects of Unconventional Monetary Policy in Japan : Analysis Using Narrative Sign Restrictions. (2026). Shintani, Mototsugu ; Iiboshi, Hirokuni ; Fujita, Shumpei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-156. Full description at Econpapers || Download paper |
| 2025 | Comment on Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level 2. (2025). Watson, Mark W. In: NBER Chapters. RePEc:nbr:nberch:15146. Full description at Econpapers || Download paper |
| 2025 | Monetary Policy Shocks and Narrative Restrictions: Rules Matter. (2025). Castelnuovo, Efrem ; Saerkjaer, Laust L ; Pellegrino, Giovanni. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0328. Full description at Econpapers || Download paper |
| 2025 | Gasoline price pass-through into CPI inflation: Evidence from Structure VAR. (2025). Zhai, Weiyang. In: MPRA Paper. RePEc:pra:mprapa:124208. Full description at Econpapers || Download paper |
| 2026 | Review of Proxy Vector and Autoregressive Analysis. (2026). Lautkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2026-01. Full description at Econpapers || Download paper |
| 2025 | Combining Proxies and Narrative Sign Restrictions: Revisiting the Effects of Technology Shocks. (2025). Yang, Yang ; Zhang, Ren. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:5:p:554-568. Full description at Econpapers || Download paper |
| 2025 | An empirical assessment of the influence of informative rotation prior in the sign-identified SVAR model. (2025). Kim, David ; Huh, Hyeon-Seung. In: Working papers. RePEc:yon:wpaper:2025rwp-246. Full description at Econpapers || Download paper |
| 2026 | High-frequency instruments with time-varying reliability: Understanding identification in macroeconomics. (2026). Wang, Mu-Chun ; Matthes, Christian ; Ahmadi, Pooyan Amir. In: Discussion Papers. RePEc:zbw:bubdps:338091. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Monetary Policy and Firm Dynamics In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Identification and Inference Under Narrative Restrictions In: Papers. [Full Text][Citation analysis] | paper | 20 |
| 2023 | Identification and Inference under Narrative Restrictions.(2023) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Algorithms for inference in SVARs identified with sign and zero restrictions.(2022) In: The Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2026 | Fast Posterior Sampling in Tightly Identified SVARs Using Soft Sign Restrictions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Fast Posterior Sampling in Tightly Identified SVARs Using Soft Sign Restrictions.(2025) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Estimating the Effects of Monetary Policy in Australia Using Sign‐restricted Structural Vector Autoregressions In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
| 2022 | Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions.(2022) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Robust Bayesian Inference in Proxy SVARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2022 | Robust Bayesian inference in proxy SVARs.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2020 | Robust Bayesian inference in proxy SVARs.(2020) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2019 | Robust Bayesian Inference in Proxy SVARs.(2019) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2021 | Robust Bayesian Analysis for Econometrics In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Housing Prices and Entrepreneurship: Evidence for the Housing Collateral Channel in Australia In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 9 |
| 2014 | Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Stress Testing the Australian Household Sector Using the HILDA Survey In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2022 | The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Sign Restrictions and Supply-demand Decompositions of Inflation In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2026 | Shock-percentile Restrictions for SVARs In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Narrative Restrictions and Proxies In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 13 |
| 2022 | Narrative Restrictions and Proxies: Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 14 |
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