Researcher Profiles Matthew Read

Economic Research Department

Current research interests: heterogeneous agents, macroeconometrics, monetary policy, time series econometrics

ORCiD
RePEc

Matthew’s recent work has focused on identifying and conducting inference about macroeconomic shocks using time series methods. He is also interested in the role of heterogeneity among households and firms in the transmission of monetary policy. Matthew holds a PhD in Economics from University College London.

Academic Publications

Read M (2023) ‘Estimating the Effects of Monetary Policy in Australian 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

Giacomini R, T Kitagawa and M Read (2023) ‘Identification and Inference under Narrative Restrictions’ RBA Research Discussion Paper No 2023-07.
Read M (2022) ‘The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions’ RBA Research Discussion Paper No 2022-04.
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.