To cite `mpshock` in academic work, cite both the package and the
underlying paper(s) for the series you used:

  Coverdale C (2026). _mpshock: Monetary Policy Shock Series for
  Empirical Macroeconomics_. R package version 0.1.0,
  <https://github.com/charlescoverdale/mpshock>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {mpshock: Monetary Policy Shock Series for Empirical Macroeconomics},
    author = {Charles Coverdale},
    year = {2026},
    note = {R package version 0.1.0},
    url = {https://github.com/charlescoverdale/mpshock},
  }

For the `nakamura_steinsson` series, additionally cite:

  Nakamura E, Steinsson J (2018). “High-Frequency Identification of
  Monetary Non-Neutrality: The Information Effect.” _Quarterly Journal
  of Economics_, *133*(3), 1283-1330. doi:10.1093/qje/qjy004
  <https://doi.org/10.1093/qje/qjy004>.

A BibTeX entry for LaTeX users is

  @Article{nakamura_steinsson_2018,
    title = {High-Frequency Identification of Monetary Non-Neutrality: The Information Effect},
    author = {Emi Nakamura and Jon Steinsson},
    journal = {Quarterly Journal of Economics},
    volume = {133},
    number = {3},
    pages = {1283-1330},
    year = {2018},
    doi = {10.1093/qje/qjy004},
  }

For the `bauer_swanson` series, additionally cite:

  D. Bauer M, T. Swanson E (2023). “A Reassessment of Monetary Policy
  Surprises and High-Frequency Identification.” _NBER Macroeconomics
  Annual_, *37*, 87-155. doi:10.1086/723574
  <https://doi.org/10.1086/723574>.

A BibTeX entry for LaTeX users is

  @Article{bauer_swanson_2023,
    title = {A Reassessment of Monetary Policy Surprises and High-Frequency Identification},
    author = {Michael {D. Bauer} and Eric {T. Swanson}},
    journal = {NBER Macroeconomics Annual},
    volume = {37},
    pages = {87-155},
    year = {2023},
    doi = {10.1086/723574},
  }

For the `gss_target` and `gss_path` series, additionally cite:

  T. Swanson E (2021). “Measuring the Effects of Federal Reserve
  Forward Guidance and Asset Purchases on Financial Markets.” _Journal
  of Monetary Economics_, *118*, 32-53.
  doi:10.1016/j.jmoneco.2020.09.003
  <https://doi.org/10.1016/j.jmoneco.2020.09.003>.

A BibTeX entry for LaTeX users is

  @Article{swanson_2021,
    title = {Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets},
    author = {Eric {T. Swanson}},
    journal = {Journal of Monetary Economics},
    volume = {118},
    pages = {32-53},
    year = {2021},
    doi = {10.1016/j.jmoneco.2020.09.003},
  }

For the `jarocinski_karadi_mp` and `jarocinski_karadi_cbi` series,
additionally cite:

  Jarocinski M, Karadi P (2020). “Deconstructing Monetary Policy
  Surprises: The Role of Information Shocks.” _American Economic
  Journal: Macroeconomics_, *12*(2), 1-43. doi:10.1257/mac.20180090
  <https://doi.org/10.1257/mac.20180090>.

A BibTeX entry for LaTeX users is

  @Article{jarocinski_karadi_2020,
    title = {Deconstructing Monetary Policy Surprises: The Role of Information Shocks},
    author = {Marek Jarocinski and Peter Karadi},
    journal = {American Economic Journal: Macroeconomics},
    volume = {12},
    number = {2},
    pages = {1-43},
    year = {2020},
    doi = {10.1257/mac.20180090},
  }

For the `miranda_agrippino_ricco` series, additionally cite:

  Miranda-Agrippino S, Ricco G (2021). “The Transmission of Monetary
  Policy Shocks.” _American Economic Journal: Macroeconomics_, *13*(3),
  74-107. doi:10.1257/mac.20180124
  <https://doi.org/10.1257/mac.20180124>.

A BibTeX entry for LaTeX users is

  @Article{miranda_agrippino_ricco_2021,
    title = {The Transmission of Monetary Policy Shocks},
    author = {Silvia Miranda-Agrippino and Giovanni Ricco},
    journal = {American Economic Journal: Macroeconomics},
    volume = {13},
    number = {3},
    pages = {74-107},
    year = {2021},
    doi = {10.1257/mac.20180124},
  }

For the `wu_xia` series, additionally cite:

  Cynthia Wu J, Dora Xia F (2016). “Measuring the Macroeconomic Impact
  of Monetary Policy at the Zero Lower Bound.” _Journal of Money,
  Credit and Banking_, *48*(2-3), 253-291. doi:10.1111/jmcb.12300
  <https://doi.org/10.1111/jmcb.12300>.

A BibTeX entry for LaTeX users is

  @Article{wu_xia_2016,
    title = {Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound},
    author = {Jing {Cynthia Wu} and Fan {Dora Xia}},
    journal = {Journal of Money, Credit and Banking},
    volume = {48},
    number = {2-3},
    pages = {253-291},
    year = {2016},
    doi = {10.1111/jmcb.12300},
  }

For the `ukmpd` series, additionally cite:

  Braun R, Miranda-Agrippino S, Saha T (2025). “Measuring Monetary
  Policy in the UK: The UK Monetary Policy Event-Study Database.”
  _Journal of Monetary Economics_, *149*.
  doi:10.1016/j.jmoneco.2024.103645
  <https://doi.org/10.1016/j.jmoneco.2024.103645>.

A BibTeX entry for LaTeX users is

  @Article{braun_miranda_agrippino_saha_2025,
    title = {Measuring Monetary Policy in the UK: The UK Monetary Policy Event-Study Database},
    author = {Robin Braun and Silvia Miranda-Agrippino and Tuli Saha},
    journal = {Journal of Monetary Economics},
    volume = {149},
    year = {2025},
    doi = {10.1016/j.jmoneco.2024.103645},
  }

For the `cesa_bianchi_uk` series, additionally cite:

  Cesa-Bianchi A, Thwaites G, Vicondoa A (2020). “Monetary policy
  transmission in the United Kingdom: A high frequency identification
  approach.” _European Economic Review_, *123*, 103375.
  doi:10.1016/j.euroecorev.2020.103375
  <https://doi.org/10.1016/j.euroecorev.2020.103375>.

A BibTeX entry for LaTeX users is

  @Article{cesa_bianchi_thwaites_vicondoa_2020,
    title = {Monetary policy transmission in the United Kingdom: A high frequency identification approach},
    author = {Ambrogio Cesa-Bianchi and Gregory Thwaites and Alejandro Vicondoa},
    journal = {European Economic Review},
    volume = {123},
    pages = {103375},
    year = {2020},
    doi = {10.1016/j.euroecorev.2020.103375},
  }

For the `cloyne_hurtgen_uk` series, additionally cite:

  Cloyne J, Hurtgen P (2016). “The Macroeconomic Effects of Monetary
  Policy: A New Measure for the United Kingdom.” _American Economic
  Journal: Macroeconomics_, *8*(4), 75-102. doi:10.1257/mac.20150093
  <https://doi.org/10.1257/mac.20150093>.

A BibTeX entry for LaTeX users is

  @Article{cloyne_hurtgen_2016,
    title = {The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom},
    author = {James Cloyne and Patrick Hurtgen},
    journal = {American Economic Journal: Macroeconomics},
    volume = {8},
    number = {4},
    pages = {75-102},
    year = {2016},
    doi = {10.1257/mac.20150093},
  }

For the `hambur_haque_au` series, additionally cite:

  Hambur J, Haque Q (2024). “Can we Use High-Frequency Data to Better
  Understand the Effects of Monetary Policy and its Communication? Yes
  and No!” _Economic Record_. doi:10.1111/1475-4932.12786
  <https://doi.org/10.1111/1475-4932.12786>. Reserve Bank of Australia
  Research Discussion Paper 2023-04.

A BibTeX entry for LaTeX users is

  @Article{hambur_haque_2023,
    title = {Can we Use High-Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!},
    author = {Jonathan Hambur and Qazi Haque},
    journal = {Economic Record},
    year = {2024},
    doi = {10.1111/1475-4932.12786},
    note = {Reserve Bank of Australia Research Discussion Paper 2023-04},
  }

For the `beckers_au` series, additionally cite:

  Beckers B (2020). “Credit Spreads, Monetary Policy and the Price
  Puzzle in Australia.” Technical Report RDP 2020-01, Reserve Bank of
  Australia. <https://www.rba.gov.au/publications/rdp/2020/2020-01/>.

A BibTeX entry for LaTeX users is

  @TechReport{beckers_2020,
    title = {Credit Spreads, Monetary Policy and the Price Puzzle in Australia},
    author = {Benjamin Beckers},
    institution = {Reserve Bank of Australia},
    number = {RDP 2020-01},
    year = {2020},
    url = {https://www.rba.gov.au/publications/rdp/2020/2020-01/},
  }