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 21 Aug. 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

preputils  
Utilities for Preparation of Data Analysis
Miscellaneous small utilities are provided to mitigate issues with messy, inconsistent or high dimen ...
Download / Learn more Package Citations See dependency  
potential  
Implementation of the Potential Model
Provides functions to compute the potential model as defined by Stewart (1941) ...
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  
artfima  
ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stat ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,034

Author Associations

28,333

Publication Badges

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