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Identification and Inference under Narrative Restrictions
26 Oct 2023
RDP
2023-07
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
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
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
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
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
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
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
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
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
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