Final shock series for \"Monetary Policy Shocks: Data or Methods\"

This excel file \"BJMW-2025-monetary-policy-shocks-series.xlsx\" contains seven series of high frequency monetary policy shocks through September 2024 and will not be updated. 1. MP1 shock of Kuttner (2001) 2. FF4 shock of Jarocinski and Karadi (2015) 3. Nakamura and Steinsson shock (2018) (NS) 4. Bu, Rogers, and Wu shock (2021) (BRW) 5. BRW method with NS data 6. BRW method with NS data plus long-term Treasuries 7. NS method with BRW data The excel file \"BJMW-BRW-shocks-updated.xlsx\" contains the BRW shock series through September 2025 and will be updated. The views are those of the authors and not of the Federal Reserve Board, System, or Governors.