To cite `mpshock` in academic work, cite both the package and the underlying paper(s) for the series you used:

Coverdale C (2026). mpshock: Monetary Policy Shock Series for Empirical Macroeconomics. R package version 0.1.0, https://github.com/charlescoverdale/mpshock.

For the `nakamura_steinsson` series, additionally cite:

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.

For the `bauer_swanson` series, additionally cite:

D. Bauer M, T. Swanson E (2023). “An Alternative Explanation for the ‘Fed Information Effect’.” American Economic Review, 113(3), 664-700. doi:10.1257/aer.20201220.

For the `gss_target` and `gss_path` series, additionally cite:

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.

For the `jarocinski_karadi_mp` and `jarocinski_karadi_cbi` series, additionally cite:

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.

For the `miranda_agrippino_ricco` series, additionally cite:

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.

For the `wu_xia` series, additionally cite:

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.

For the `ukmpd` series, additionally cite:

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.

For the `cesa_bianchi_uk` series, additionally cite:

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.

For the `cloyne_hurtgen_uk` series, additionally cite:

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.

For the `hambur_haque_au` series, additionally cite:

Hambur J, Haque Q (2024). “Monetary Policy Transmission, Real Interest Rates and Credit Spreads: Evidence from Australia.” Economic Record. doi:10.1111/1475-4932.12786, Reserve Bank of Australia Research Discussion Paper 2023-04.

For the `beckers_au` series, additionally cite:

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/.

Corresponding BibTeX entries:

  @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},
  }

  @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},
  }

  @Article{bauer_swanson_2023,
    title = {An Alternative Explanation for the `Fed Information
      Effect'},
    author = {Michael {D. Bauer} and Eric {T. Swanson}},
    journal = {American Economic Review},
    volume = {113},
    number = {3},
    pages = {664-700},
    year = {2023},
    doi = {10.1257/aer.20201220},
  }

  @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},
  }

  @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},
  }

  @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},
  }

  @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},
  }

  @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},
  }

  @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},
  }

  @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},
  }

  @Article{hambur_haque_2023,
    title = {Monetary Policy Transmission, Real Interest Rates and
      Credit Spreads: Evidence from Australia},
    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},
  }

  @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/},
  }