Shepherd, who lives in Wellington and is still a director of Flying Nun, said he was in need of a creative project after returning from the UK, and stepping back from the day-to-day running of the label.
"I've been one of those people who's been lucky enough to base their life around their hobbies," Shepherd said. "Music was my hobby; I was a fan so I came up with a way to support my fandom. I love reading musical histories, so writing a book seemed like the sensible next step."
In Love With These Times begins with Shepherd's childhood in Aranui, Christchurch, where he was "the odd kid at school, who always got the seat at the back by the window."
At 16, he got a holiday job at Factory Records, where he became mesmerised by the post-punk sound of the Christchurch and Dunedin scene.
"There wasn't much of a music industry in New Zealand. You'd hear about bands from word of mouth, not from radio play. I knew all this music I was finding had to be recorded, otherwise we'd lose it."
Flying Nun was born in 1981 -- and, after learning "from making mistakes," Shepherd's new venture caught national attention with the release of The Clean's Tally Ho, which made the New Zealand charts.
"Back then, New Zealand bands were considered inferior -- but people were listening to our stuff and going, 'this isn't bad'. We didn't have all the slick production, so bands were given licence to grow. They'd think, 'oh, they sound s*** now, but they'll be great in six months', so they'd keep listening."
Shepherd said writing In Love With These Times was a whole new challenge -- on account of his "terrible memory".
"There was a lot of and staring out of the window, and thinking, 'now what did happen?'
"It's not a blow by blow account of history -- you get more of the significant bits than the humdrum bits.
"But there's enough embarrassing stuff to make it humorous and interesting."
Roger Shepherd will be speaking at Hedley's at 7.30pm this evening. Door charge is $8.