Researcher Profiles Matthew Read

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

  • 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