MoTrans-15: Monetary policy surprises, central bank communication and equity-index responses for the largest economies, 2010-2025 (v2.1.1)

MoTrans-15 (v2.1.1) is a dataset of monetary policy decisions, policy-surprise measures, macroeconomic controls and equity-index return responses for the period 2010-01-01 to 2025-12-31. Central banks and equity indices for 15 economies were screened; usable analysis decisions exist for the Fed, ECB, BoE, BoC, RBA and CBR (Bank of Japan is kept as a sensitivity set). Brazil, Mexico, India, Korea and China have no usable decisions in this version. Contents: 718 usable policy decisions (26,655 decision-by-index event rows) in three analysis tables: Tier 1 (Fed and ECB high-frequency surprises; 253 decisions), Tier 2 primary (rate-change decisions with one-day sovereign-yield proxy shocks; 130 decisions) and secondary holds (335 decisions). A daily return panel (38 equity indices, log returns only; no price levels), a macro-revision sensitivity table and rolling-origin fold definitions (folds.csv) are included, together with documentation, audit reports, checksums and code. Splits: TRAIN 2010-2021 (572 decisions), VALIDATION 2022-2023 (76 decisions), TEST 2024-2025 (70 decisions), with a 60-day embargo around split boundaries. The test split contains no rate hikes (28 cuts, 42 holds) and no Fed Tier 1 decisions, because the Fed high-frequency series ends in December 2023 (the ECB series runs to October 2025). Fed decisions in the test window use Tier 2 yield proxies. Known limitations: 36 of 38 equity series come from a single vendor feed (only the S&P 500 and Nikkei 225 were cross-checked against FRED); emerging-market announcement times are unverified; BoE timing before 2016 is verified at convention level only; industrial-production controls are not real-time vintages; statement hand labels are not completed and are not included. See LIMITATIONS_PACKAGE.md in the package. Access and status: this is a pre-clearance snapshot deposited under Restricted Access. Access requests are not being approved at present while licence review and vendor redistribution clearance for derived equity returns are completed. A refined version is planned. Code and data pipeline were developed with AI-assisted coding tools.