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RBA Glossary definition for RDP

RDP – Research Discussion Paper. One of a series which makes the results of current economic research within the Reserve Bank of Australia (RBA) available to the public. Papers present preliminary results of research to encourage discussion and comment. The contents represent views of the authors and not necessarily those of the RBA.

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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.
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.
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
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. ... These data are contained in Uhlig_Data_Updated.mat. Data used to plot the figures can
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.
https://www.rba.gov.au/publications/rdp/2023/2023-07/appendix-a.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.
https://www.rba.gov.au/publications/rdp/2023/2023-07/sections.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.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.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.
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.
https://www.rba.gov.au/publications/rdp/2023/2023-07/appendix-b.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.
https://www.rba.gov.au/publications/rdp/2023/2023-07/supplementary-information.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.
https://www.rba.gov.au/publications/rdp/2023/2023-07/references.html