Initial release. Thirteen monetary policy shock and stance series bundled across three countries.
nakamura_steinsson: policy news shock from Nakamura and Steinsson
(2018), monthly 2000-02 to 2014-03. Harvard Dataverse CC0 1.0.bauer_swanson: orthogonalised monetary policy surprise (MPS_ORTH)
from Bauer and Swanson (2023), monthly 1988-02 to 2023-12. SF Fed
research data.gss_target: Federal Funds Rate factor from the Swanson (2021)
extension of Gurkaynak, Sack, and Swanson (2005), monthly 1991-07 to
2015-10.gss_path: Forward Guidance factor from the Swanson (2021)
extension, monthly 1991-07 to 2015-10.jarocinski_karadi_mp: pure monetary policy shock from Jarocinski
and Karadi (2020), monthly 1990-02 to 2024-01.jarocinski_karadi_cbi: central bank information shock from
Jarocinski and Karadi (2020), monthly 1990-02 to 2024-01.miranda_agrippino_ricco: informationally-robust monetary policy
shock from Miranda-Agrippino and Ricco (2021), monthly 1991-01 to
2019-06.wu_xia: shadow federal funds rate from Wu and Xia (2016), monthly
1960-01 to 2022-02. US Federal Reserve research output, public
domain.ukmpd: UK Monetary Policy Event-Study Database from Braun,
Miranda-Agrippino, and Saha (2025), three-factor decomposition
(Target, Path, QE), monthly 1997-06 onwards, live-maintained by the
Bank of England.cesa_bianchi_uk: UK high-frequency surprise from Cesa-Bianchi,
Thwaites, and Vicondoa (2020), monthly 1997-06 to 2015-01.cloyne_hurtgen_uk: UK narrative monetary policy shock from Cloyne
and Hurtgen (2016), bundled via the Cesa-Bianchi-Thwaites-Vicondoa
re-compilation, monthly 1997-06 to 2009-02.hambur_haque_au: three-component Australian high-frequency surprise
(action, path, term premium) from Hambur and Haque (2023, RDP
2023-04), monthly 2001-04 to 2019-12. RBA research output, CC BY 4.0.beckers_au: Australian narrative monetary policy shock (Bishop-
Tulip plus credit spreads) from Beckers (2020, RDP 2020-01),
quarterly 1994-Q1 to 2018-Q4. RBA research output, CC BY 4.0.mp_shock() loads a named series as a tidy data frame with class
mp_shock.mp_list() returns a metadata table of available series.mp_source() returns the citation and source URL for a series.mp_align() aligns a series to a target data frame by date.mp_to_quarterly() aggregates monthly series to quarterly frequency.mp_cumulate() computes cumulative or rolling-window shock sums.print() and format() methods for mp_shock objects.