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Bayesian Inference under NR

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 5. Bayesian Inference under NR. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. This section presents approaches to conducting
https://www.rba.gov.au/publications/rdp/2023/2023-07/bayesian-inference-under-nr.html

Identification under NR

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 4. Identification under NR. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. This section formally analyses identification in the
https://www.rba.gov.au/publications/rdp/2023/2023-07/identification-under-nr.html

Introduction

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 1. Introduction. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. Understanding the dynamic causal effects of structural shocks is
https://www.rba.gov.au/publications/rdp/2023/2023-07/introduction.html

General Framework

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 3. General Framework. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. This section describes the general SVAR, outlines the
https://www.rba.gov.au/publications/rdp/2023/2023-07/general-framework.html

Empirical Application: Dynamic Effects of US Monetary Policy

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
RDP 2023-07: Identification and Inference under Narrative Restrictions 7. Empirical Application: Dynamic Effects of US Monetary Policy. Raffaella Giacomini, Toru Kitagawa and Matthew Read. October 2023. Download the Paper 1.10. MB. AR18 estimate the
https://www.rba.gov.au/publications/rdp/2023/2023-07/empirical-application-dynamic-effects-of-us-monetary-policy.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. 1. Introduction. Understanding the dynamic causal effects of
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html

Supplementary Information for RDP 2023-07: Identification and Inference under Narrative Restrictions

11 Sep 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. Details of the supplementary information available for this research discussion
https://www.rba.gov.au/publications/rdp/2023/2023-07/supplementary-information.html