This file contains a measure of Fed monetary policy shocks, as estimated in "A Unified Measure of Fed Monetary Policy Shocks" by Chunya Bu, John Rogers, and Wenbin Wu. month: the month of the monthly estimate BRW_monthly: the policy shock estimate as measured at the monthly frequency date: the FOMC meeting date BRW_fomc: the policy shock estimate as measured at the frequency of the FOMC meetings