mpshock: An R Package for Cross-Country Monetary Policy Shock Analysis
Published:
Abstract
Bundles thirteen datasets of monetary policy surprises, the moments when a central bank decision caught markets off guard, for the United States, United Kingdom, and Australia. Each series loads in one line, carries its source paper with it, and plugs straight into standard R tools for studying how interest-rate shocks ripple through the economy.
| Source (Rmd) | Code | CRAN |
Recommended citation: Coverdale, C. (2026). mpshock: An R Package for Cross-Country Monetary Policy Shock Analysis. Working paper.
Download Paper | Download Slides