Monetary Policy Shock Series for Empirical Macroeconomics
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘mpshock’ version 0.1.0
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 |