R: Monetary Policy Shock Series for Empirical Macroeconomics

# Monetary Policy Shock Series for Empirical Macroeconomics

## Documentation for package ‘mpshock’ version 0.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

bauer_swanson | Bauer-Swanson orthogonalised monetary policy surprise
beckers_au | Beckers Australian narrative monetary policy shock
cesa_bianchi_uk | Cesa-Bianchi-Thwaites-Vicondoa UK high-frequency shock
cloyne_hurtgen_uk | Cloyne-Hurtgen UK narrative monetary policy shock
gss_path | GSS path factor (Swanson extended)
gss_target | GSS target factor (Swanson extended)
hambur_haque_au | Hambur-Haque Australian monetary policy shock
jarocinski_karadi_cbi | Jarocinski-Karadi central bank information shock
jarocinski_karadi_mp | Jarocinski-Karadi pure monetary policy shock
miranda_agrippino_ricco | Miranda-Agrippino-Ricco informationally-robust MP shock
mp_align | Align a shock series to a target data frame by date
mp_cumulate | Cumulate a shock series
mp_list | List available monetary policy shock series
mp_shock | Load a monetary policy shock series
mp_source | Citation and provenance for a shock series
mp_to_quarterly | Aggregate a monthly shock series to quarterly frequency
nakamura_steinsson | Nakamura-Steinsson policy news shock
print.mp_shock | Print an mp_shock object
ukmpd | UK Monetary Policy Event-Study Database (Braun-Miranda-Agrippino-Saha)
wu_xia | Wu-Xia shadow federal funds rate