Other packages > Find by keyword >

mpshock  

Monetary Policy Shock Series for Empirical Macroeconomics
View on CRAN: Click here


Download and install mpshock package within the R console
Install from CRAN:
install.packages("mpshock")

Install from Github:
library("remotes")
install_github("cran/mpshock")

Install by package version:
library("remotes")
install_version("mpshock", "0.1.0")



Attach the package and use:
library("mpshock")
Maintained by
Charles Coverdale
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-21
Latest Update: 2026-04-21
Description:
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) <doi:10.1093/qje/qjy004>, the orthogonalised surprise of Bauer and Swanson (2023) <doi:10.1257/aer.20201220>, the target and path factors of the Swanson (2021) <doi:10.1016/j.jmoneco.2020.09.003> extension of Gurkaynak, Sack, and Swanson (2005), the pure monetary policy and central bank information shocks of Jarocinski and Karadi (2020) <doi:10.1257/mac.20180090>, the informationally-robust shock of Miranda-Agrippino and Ricco (2021) <doi:10.1257/mac.20180124>, and the shadow federal funds rate of Wu and Xia (2016) <doi:10.1111/jmcb.12300>; for the UK, the UK Monetary Policy Event-Study Database of Braun, Miranda-Agrippino, and Saha (2025) <doi:10.1016/j.jmoneco.2024.103645>, the high-frequency surprise of Cesa-Bianchi, Thwaites, and Vicondoa (2020) <doi:10.1016/j.euroecorev.2020.103375>, and the narrative shock of Cloyne and Hurtgen (2016) <doi:10.1257/mac.20150093>; for Australia, the three-component RBA surprise of Hambur and Haque (2023) <doi:10.1111/1475-4932.12786> 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.
How to cite:
Charles Coverdale (2026). mpshock: Monetary Policy Shock Series for Empirical Macroeconomics. R package version 0.1.0, https://cran.r-project.org/web/packages/mpshock. Accessed 28 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited mpshock R package
View mpshock citation profile
Other R packages that mpshock depends, imports, suggests or enhances
Complete documentation for mpshock
Functions, R codes and Examples using the mpshock R package
Full mpshock package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

NPBayesImputeCat  
Non-Parametric Bayesian Multiple Imputation for Categorical Data
These routines create multiple imputations of missing at random categorical data, and create multipl ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
ExplodeLayout  
Calculate Exploded Coordinates Based on Original Node Coordinates and Node Clustering Membership
Current layout algorithms such as Kamada Kawai do not take into consideration disjoint clusters in a ...
Download / Learn more Package Citations See dependency  
openintro  
Datasets and Supplemental Functions from 'OpenIntro' Textbooks and Labs
Supplemental functions and data for 'OpenIntro' resources, which includes open-source textbooks and ...
Download / Learn more Package Citations See dependency  
textmineR  
Functions for Text Mining and Topic Modeling
An aid for text mining in R, with a syntax that should be familiar to experienced R users. Provides ...
Download / Learn more Package Citations See dependency  
daqapo  
Data Quality Assessment for Process-Oriented Data
Provides a variety of methods to identify data quality issues in process-oriented data, which are us ...
Download / Learn more Package Citations See dependency  

27,987

R Packages

239,283

Dependencies

74,234

Author Associations

27,988

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA