Package index

Data Access

Load and list monetary policy shock series

mp_shock()

Load a monetary policy shock series

mp_list()

List available monetary policy shock series

mp_source()

Citation and provenance for a shock series

Transformation

Align and aggregate shock series

mp_align()

Align a shock series to a target data frame by date

mp_to_quarterly()

Aggregate a monthly shock series to quarterly frequency

mp_cumulate()

Cumulate a shock series

Package

mpshock mpshock-package

mpshock: Monetary Policy Shock Series for Empirical Macroeconomics

Shock Series Data

Individual monetary policy shock datasets

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

nakamura_steinsson

Nakamura-Steinsson policy news shock

ukmpd

UK Monetary Policy Event-Study Database (Braun-Miranda-Agrippino-Saha)

wu_xia

Wu-Xia shadow federal funds rate

S3 Methods

Print method for mp_shock objects

print(<mp_shock>)

Print an mp_shock object