Changes in version 0.1.0 (2026-04-21)                  

Initial release. Thirteen monetary policy shock and stance series
bundled across three countries.

United States (8 series)

  - 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.

United Kingdom (3 series)

  - 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.

Australia (2 series)

  - 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.

Functions

  - 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.
  - S3 print() and format() methods for mp_shock objects.