Package: mpshock
Title: Monetary Policy Shock Series for Empirical Macroeconomics
Version: 0.1.1
Authors@R: person("Charles", "Coverdale", email = "charlesfcoverdale@gmail.com",
    role = c("aut", "cre", "cph"))
Description: Provides a curated multi-country collection of monetary
        policy shock and stance series from the empirical
        macroeconomics literature, bundled as tidy data frames with
        provenance metadata. Version 0.1.0 includes thirteen series
        covering the United States, United Kingdom, and Australia: for
        the US, the policy news shock of Nakamura and Steinsson (2018)
        <doi:10.1093/qje/qjy004>, the orthogonalised surprise of Bauer
        and Swanson (2023) <doi:10.1086/723574>, the target and path
        factors of the Swanson (2021)
        <doi:10.1016/j.jmoneco.2020.09.003> extension of Gurkaynak,
        Sack, and Swanson (2005), the pure monetary policy and central
        bank information shocks of Jarocinski and Karadi (2020)
        <doi:10.1257/mac.20180090>, the informationally-robust shock of
        Miranda-Agrippino and Ricco (2021) <doi:10.1257/mac.20180124>,
        and the shadow federal funds rate of Wu and Xia (2016)
        <doi:10.1111/jmcb.12300>; for the UK, the UK Monetary Policy
        Event-Study Database of Braun, Miranda-Agrippino, and Saha
        (2025) <doi:10.1016/j.jmoneco.2024.103645>, the high-frequency
        surprise of Cesa-Bianchi, Thwaites, and Vicondoa (2020)
        <doi:10.1016/j.euroecorev.2020.103375>, and the narrative shock
        of Cloyne and Hurtgen (2016) <doi:10.1257/mac.20150093>; for
        Australia, the three-component RBA surprise of Hambur and Haque
        (2023) <doi:10.1111/1475-4932.12786> and the
        credit-spread-augmented RBA narrative shock of Beckers (2020).
        Helpers support date alignment, frequency conversion, and shock
        cumulation. All data is bundled; no runtime network access is
        required.
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-US
URL: https://charlescoverdale.github.io/mpshock/,
        https://github.com/charlescoverdale/mpshock
BugReports: https://github.com/charlescoverdale/mpshock/issues
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0)
Imports: cli (>= 3.6.0), stats, utils
Suggests: curl, spelling, testthat (>= 3.0.0)
Config/testthat/edition: 3
LazyData: true
Repository: https://charlescoverdale.r-universe.dev
Date/Publication: 2026-05-30 14:59:02 UTC
RemoteUrl: https://github.com/charlescoverdale/mpshock
RemoteRef: HEAD
RemoteSha: 3866c4df2866a1e40df19c962227597cefddeaba
NeedsCompilation: no
Packaged: 2026-07-03 12:30:53 UTC; root
Author: Charles Coverdale [aut, cre, cph]
Maintainer: Charles Coverdale <charlesfcoverdale@gmail.com>