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Identification and Inference under Narrative Restrictions

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
Research Discussion Paper – RDP 2023-07 Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. 1.1. MB. Supplementary information. global economy, interest rates, modelling,
https://www.rba.gov.au/publications/rdp/2023/2023-07.html

Conclusion

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 8. Conclusion. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. Restricting the values of structural shocks to be consistent with
https://www.rba.gov.au/publications/rdp/2023/2023-07/conclusion.html

Identification and Inference under Narrative Restrictions

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
Research Discussion Paper – RDP 2023-07 Identification and Inference under Narrative Restrictions. Raffaella Giacomini. , Toru Kitagawa. and Matthew Read. October 2023. 1.10. MB. We thank Isaiah Andrews, Sophocles Mavroeidis, Karel Mertens, José
https://www.rba.gov.au/publications/rdp/2023/2023-07/sections.html

Identification and Inference under Narrative Restrictions

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions Read me file. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. This ‘read me’ file contains instructions about how to replicate the results in RDP 2023-07.
https://www.rba.gov.au/publications/rdp/2023/2023-07/read-me.html

Appendix A: Numerical Implementation

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions Appendix A: Numerical Implementation. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. This appendix describes a general algorithm
https://www.rba.gov.au/publications/rdp/2023/2023-07/appendix-a.html

Non-technical summary for ‘Identification and Inference under Narrative Restrictions’

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions Non-technical summary for ‘Identification and Inference under Narrative Restrictions’. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the
https://www.rba.gov.au/publications/rdp/2023/2023-07/non-technical-summary.html

Frequentist Coverage

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 6. Frequentist Coverage. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. This section analyses the frequentist properties of the
https://www.rba.gov.au/publications/rdp/2023/2023-07/frequentist-coverage.html

Appendix B: Proofs

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions Appendix B: Proofs. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. Proof of Proposition 4.1. (. ϕ. ,. Q. ). can be written as.
https://www.rba.gov.au/publications/rdp/2023/2023-07/appendix-b.html

References

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions References. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. Altavilla C, M Darracq Pariès and G Nicoletti (2019), ‘Loan Supply,
https://www.rba.gov.au/publications/rdp/2023/2023-07/references.html

Bivariate Example

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 2. Bivariate Example. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. We illustrate the econometric issues that arise when
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html