Package: mpshock
Title: Monetary Policy Shock Series for Empirical Macroeconomics
Version: 0.1.0
Authors@R: person("Charles", "Coverdale", email = "charlesfcoverdale@gmail.com",
    role = c("aut", "cre", "cph"))
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.
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-US
URL: https://github.com/charlescoverdale/mpshock
BugReports: https://github.com/charlescoverdale/mpshock/issues
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0)
Imports: cli (>= 3.6.0), stats, utils
Suggests: curl, spelling, testthat (>= 3.0.0)
Config/testthat/edition: 3
LazyData: true
NeedsCompilation: no
Packaged: 2026-04-18 11:03:52 UTC; charlescoverdale
Author: Charles Coverdale [aut, cre, cph]
Maintainer: Charles Coverdale <charlesfcoverdale@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-21 19:42:14 UTC
Built: R 4.6.0; ; 2026-04-25 20:34:12 UTC; unix
