Authors and Citation
Authors
-
Charles Coverdale. Author, maintainer, copyright holder.
Citation
Source: inst/CITATION
Coverdale C (2026). mpshock: Monetary Policy Shock Series for Empirical Macroeconomics. R package version 0.1.0, https://github.com/charlescoverdale/mpshock.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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.
@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},
}
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. Reserve Bank of Australia Research Discussion Paper 2023-04.
@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},
}
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/.
@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/},
}