Publications

Working papers and research articles.

2026

Coverdale, C. (2026). mpshock: An R Package for Cross-Country Monetary Policy Shock Analysis. Working paper, April 2026. [PDF] [code]

Introduces mpshock, an R package that bundles thirteen monetary policy shock and stance series across the United States, United Kingdom, and Australia. Series span five identification families: narrative, high-frequency, sign-restriction, informationally-robust, and shadow-rate term-structure. Available on CRAN.