Quotations spanning multiple paragraphs in csquotes

Question

I have a quotation which extends for multiple paragraphs. The literary convention is that there is no end-quote at the end of each paragraph, except for the last one.

However, this seems to be incompatible with the package csquotes (which I am using so that I don't have to convert every instance of "..." in my copy-pasted Word document into LaTeX quotation marks).

The following code causes 2 errors, and makes every subsequent quotation mark the wrong orientation...

\documentclass{article}
\usepackage{csquotes}
\MakeOuterQuote{"}
\begin{document}

"This is a quotation," he said.  "It continues onto the next paragraph.

"Here is the continuation of my quote.  As per literary convention,
there is no end-quote at the end of the previous paragraph."

\end{document}

Answer 1

Instead of having unbalanced quotes, you could use csquotess possibility to configure a "middle quote". Interestingly, this is pre-configured for french "guillemets" style, but not for american.

The following example, derived from the original setting for american language, seems to do what you want.

Adapt to your own taste.

\documentclass{article}
\usepackage{csquotes}
\usepackage[american]{babel}
\DeclareQuoteStyle[american]{english}% verified
  {\textquotedblleft}
  [\textquotedblleft]
  {\textquotedblright}
  [0.05em]
  {\textquoteleft}
  {\textquoteright}
\MakeOuterQuote{"}
\begin{document}

"This is a quotation," he said.  "It continues onto the next paragraph.

Here is the continuation of my quote.  As per literary convention,
there is no end-quote at the end of the previous paragraph."

\end{document}

Answer 2

From the csquotes documentation:

As you see, unbalanced groups will always trigger an error.