[
  {
    "title": "mpshock: Monetary Policy Shock Series for Empirical Macroeconomics",
    "author": [
      {
        "given": "Charles",
        "family": "Coverdale",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "year": "2026",
    "note": "R package version 0.1.0",
    "url": "https://github.com/charlescoverdale/mpshock"
  },
  {
    "title": "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect",
    "author": [
      {
        "given": "Emi",
        "family": "Nakamura",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Jon",
        "family": "Steinsson",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Quarterly Journal of Economics",
    "volume": "133",
    "number": "3",
    "pages": "1283-1330",
    "year": "2018",
    "doi": "10.1093/qje/qjy004"
  },
  {
    "title": "A Reassessment of Monetary Policy Surprises and High-Frequency Identification",
    "author": [
      {
        "given": "Michael",
        "family": "D. Bauer",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Eric",
        "family": "T. Swanson",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "NBER Macroeconomics Annual",
    "volume": "37",
    "pages": "87-155",
    "year": "2023",
    "doi": "10.1086/723574"
  },
  {
    "title": "Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets",
    "author": [
      {
        "given": "Eric",
        "family": "T. Swanson",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Monetary Economics",
    "volume": "118",
    "pages": "32-53",
    "year": "2021",
    "doi": "10.1016/j.jmoneco.2020.09.003"
  },
  {
    "title": "Deconstructing Monetary Policy Surprises: The Role of Information Shocks",
    "author": [
      {
        "given": "Marek",
        "family": "Jarocinski",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Peter",
        "family": "Karadi",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "American Economic Journal: Macroeconomics",
    "volume": "12",
    "number": "2",
    "pages": "1-43",
    "year": "2020",
    "doi": "10.1257/mac.20180090"
  },
  {
    "title": "The Transmission of Monetary Policy Shocks",
    "author": [
      {
        "given": "Silvia",
        "family": "Miranda-Agrippino",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Giovanni",
        "family": "Ricco",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "American Economic Journal: Macroeconomics",
    "volume": "13",
    "number": "3",
    "pages": "74-107",
    "year": "2021",
    "doi": "10.1257/mac.20180124"
  },
  {
    "title": "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound",
    "author": [
      {
        "given": "Jing",
        "family": "Cynthia Wu",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Fan",
        "family": "Dora Xia",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Money, Credit and Banking",
    "volume": "48",
    "number": "2-3",
    "pages": "253-291",
    "year": "2016",
    "doi": "10.1111/jmcb.12300"
  },
  {
    "title": "Measuring Monetary Policy in the UK: The UK Monetary Policy Event-Study Database",
    "author": [
      {
        "given": "Robin",
        "family": "Braun",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Silvia",
        "family": "Miranda-Agrippino",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Tuli",
        "family": "Saha",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Monetary Economics",
    "volume": "149",
    "year": "2025",
    "doi": "10.1016/j.jmoneco.2024.103645"
  },
  {
    "title": "Monetary policy transmission in the United Kingdom: A high frequency identification approach",
    "author": [
      {
        "given": "Ambrogio",
        "family": "Cesa-Bianchi",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Gregory",
        "family": "Thwaites",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Alejandro",
        "family": "Vicondoa",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "European Economic Review",
    "volume": "123",
    "pages": "103375",
    "year": "2020",
    "doi": "10.1016/j.euroecorev.2020.103375"
  },
  {
    "title": "The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom",
    "author": [
      {
        "given": "James",
        "family": "Cloyne",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Patrick",
        "family": "Hurtgen",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "American Economic Journal: Macroeconomics",
    "volume": "8",
    "number": "4",
    "pages": "75-102",
    "year": "2016",
    "doi": "10.1257/mac.20150093"
  },
  {
    "title": "Can we Use High-Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!",
    "author": [
      {
        "given": "Jonathan",
        "family": "Hambur",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Qazi",
        "family": "Haque",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Economic Record",
    "year": "2024",
    "doi": "10.1111/1475-4932.12786",
    "note": "Reserve Bank of Australia Research Discussion Paper 2023-04"
  },
  {
    "title": "Credit Spreads, Monetary Policy and the Price Puzzle in Australia",
    "author": [
      {
        "given": "Benjamin",
        "family": "Beckers",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "institution": "Reserve Bank of Australia",
    "number": "RDP 2020-01",
    "year": "2020",
    "url": "https://www.rba.gov.au/publications/rdp/2020/2020-01/"
  }
]
