Monetary policy shocks data for India:  Excel File  [Updated through February 2023]
For details, see the paper "Measuring Monetary Policy Shocks in Emerging Economies: Evidence from India"  with Rajeswari Sengupta, forthcoming in Journal of Money, Credit and Banking

Monetary Policy Uncertainty Data for US: CSV File
from the paper "Market-Based Monetary Policy Uncertainty"  with Michael Bauer and Philippe Mueller, published in The Economic Journal
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