# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "mpshock" in publications use:' type: software license: MIT title: 'mpshock: Monetary Policy Shock Series for Empirical Macroeconomics' version: 0.1.1 identifiers: - type: doi value: 10.32614/CRAN.package.mpshock abstract: '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) , the orthogonalised surprise of Bauer and Swanson (2023) , the target and path factors of the Swanson (2021) extension of Gurkaynak, Sack, and Swanson (2005), the pure monetary policy and central bank information shocks of Jarocinski and Karadi (2020) , the informationally-robust shock of Miranda-Agrippino and Ricco (2021) , and the shadow federal funds rate of Wu and Xia (2016) ; for the UK, the UK Monetary Policy Event-Study Database of Braun, Miranda-Agrippino, and Saha (2025) , the high-frequency surprise of Cesa-Bianchi, Thwaites, and Vicondoa (2020) , and the narrative shock of Cloyne and Hurtgen (2016) ; for Australia, the three-component RBA surprise of Hambur and Haque (2023) 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.' authors: - family-names: Coverdale given-names: Charles email: charlesfcoverdale@gmail.com preferred-citation: type: manual title: 'mpshock: Monetary Policy Shock Series for Empirical Macroeconomics' authors: - family-names: Coverdale given-names: Charles email: charlesfcoverdale@gmail.com year: '2026' notes: R package version 0.1.0 url: https://github.com/charlescoverdale/mpshock repository: https://charlescoverdale.r-universe.dev repository-code: https://github.com/charlescoverdale/mpshock commit: 3866c4df2866a1e40df19c962227597cefddeaba url: https://charlescoverdale.github.io/mpshock/ date-released: '2026-05-30' contact: - family-names: Coverdale given-names: Charles email: charlesfcoverdale@gmail.com references: - type: article title: 'High-Frequency Identification of Monetary Non-Neutrality: The Information Effect' authors: - family-names: Nakamura given-names: Emi - family-names: Steinsson given-names: Jon journal: Quarterly Journal of Economics volume: '133' issue: '3' year: '2018' doi: 10.1093/qje/qjy004 start: 1283-1330 - type: article title: A Reassessment of Monetary Policy Surprises and High-Frequency Identification authors: - family-names: D. Bauer given-names: Michael - family-names: T. Swanson given-names: Eric journal: NBER Macroeconomics Annual volume: '37' year: '2023' doi: 10.1086/723574 start: 87-155 - type: article title: Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets authors: - family-names: T. Swanson given-names: Eric journal: Journal of Monetary Economics volume: '118' year: '2021' doi: 10.1016/j.jmoneco.2020.09.003 start: 32-53 - type: article title: 'Deconstructing Monetary Policy Surprises: The Role of Information Shocks' authors: - family-names: Jarocinski given-names: Marek - family-names: Karadi given-names: Peter journal: 'American Economic Journal: Macroeconomics' volume: '12' issue: '2' year: '2020' doi: 10.1257/mac.20180090 start: 1-43 - type: article title: The Transmission of Monetary Policy Shocks authors: - family-names: Miranda-Agrippino given-names: Silvia - family-names: Ricco given-names: Giovanni journal: 'American Economic Journal: Macroeconomics' volume: '13' issue: '3' year: '2021' doi: 10.1257/mac.20180124 start: 74-107 - type: article title: Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound authors: - family-names: Cynthia Wu given-names: Jing - family-names: Dora Xia given-names: Fan journal: Journal of Money, Credit and Banking volume: '48' issue: 2-3 year: '2016' doi: 10.1111/jmcb.12300 start: 253-291 - type: article title: 'Measuring Monetary Policy in the UK: The UK Monetary Policy Event-Study Database' authors: - family-names: Braun given-names: Robin - family-names: Miranda-Agrippino given-names: Silvia - family-names: Saha given-names: Tuli journal: Journal of Monetary Economics volume: '149' year: '2025' doi: 10.1016/j.jmoneco.2024.103645 - type: article title: 'Monetary policy transmission in the United Kingdom: A high frequency identification approach' authors: - family-names: Cesa-Bianchi given-names: Ambrogio - family-names: Thwaites given-names: Gregory - family-names: Vicondoa given-names: Alejandro journal: European Economic Review volume: '123' year: '2020' doi: 10.1016/j.euroecorev.2020.103375 start: '103375' - type: article title: 'The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom' authors: - family-names: Cloyne given-names: James - family-names: Hurtgen given-names: Patrick journal: 'American Economic Journal: Macroeconomics' volume: '8' issue: '4' year: '2016' doi: 10.1257/mac.20150093 start: 75-102 - type: article title: Can we Use High-Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No! authors: - family-names: Hambur given-names: Jonathan - family-names: Haque given-names: Qazi journal: Economic Record year: '2024' doi: 10.1111/1475-4932.12786 notes: Reserve Bank of Australia Research Discussion Paper 2023-04 - type: report title: Credit Spreads, Monetary Policy and the Price Puzzle in Australia authors: - family-names: Beckers given-names: Benjamin institution: name: Reserve Bank of Australia issue: RDP 2020-01 year: '2020' url: https://www.rba.gov.au/publications/rdp/2020/2020-01/