Researcher Profiles Matthew Read

Matthew is a Research Manager in the Economic Research Department. His recent work has focused on identifying and conducting inference about macroeconomic shocks using time series methods. Matthew holds a PhD in Economics from University College London. He also has a combined Bachelor of Commerce (First Class Honours and University Medal) and Bachelor of Science from the University of Sydney.

Academic Publications

• Read M (forthcoming) ‘Set-identified Structural Vector Autoregressions and the Effects of a 100 Basis Point Monetary Policy Shock’ The Review of Economics and Statistics. Also released as RBA Research Discussion Paper No 2022-04.
• Read M (2023) ‘Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions’ Economic Record, 99(326), pp 329–358. Also released as RBA Research Discussion Paper No 2022-09.
• Giacomini R, T Kitagawa and M Read (2022) ‘Narrative Restrictions and Proxies: Rejoinder’ Journal of Business & Economic Statistics, 40(4), pp 1438–1441.
• Giacomini R, T Kitagawa and M Read (2022) ‘Narrative Restrictions and Proxies’ Journal of Business & Economic Statistics, 40(4), pp 1415–1425.
• Read M (2022) ‘Algorithms for Inference in SVARs Identified With Sign and Zero Restrictions’ The Econometrics Journal, 25(3), pp 699–718.
• Giacomini R, T Kitagawa and M Read (2022) ‘Robust Bayesian Inference in Proxy SVARs’ Journal of Econometrics, 228(1), pp 107–216.

Other Research Papers

• Read M and D Zhu (2025) ‘Fast Posterior Sampling in Tightly Identified SVARs Using “Soft” Sign Restrictions’ RBA Research Discussion Paper No 2025-03.
• Read M (2024) ‘Sign Restrictions and Supply-demand Decompositions of Inflation’ RBA Research Discussion Paper No 2024-05.
• Giacomini R, T Kitagawa and M Read (2023) ‘Identification and Inference under Narrative Restrictions’ RBA Research Discussion Paper No 2023-07.
• Giacomini R, T Kitagawa and M Read (2021) ‘Robust Bayesian Analysis for Econometrics’ Working Paper.
• Read M (2021) ‘Monetary Policy and Firm Dynamics’ arXiv Working Paper No 2011.03514.
• Connolly E, G La Cava and M Read (2015) ‘Housing Prices and Entrepreneurship: Evidence for the Housing Collateral Channel in Australia’ in J Simon and A Moore (eds), Small Business Conditions and Finance, Proceedings of a Conference, RBA, Sydney, pp 115–144.
• Bilston T, R Johnson and M Read (2015) ‘Stress Testing the Australian Household Sector Using the HILDA Survey’ RBA Research Discussion Paper No 2015-01.
• Read M, C Stewart and G La Cava (2014) ‘Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data’ RBA Research Discussion Paper No 2014-13.