Monetary policy shocks data for India:  Excel File  [Updated through May 2026]
For details, see the paper Measuring Monetary Policy Shocks in Emerging Economies: Evidence from India  with Rajeswari Sengupta, Journal of Money, Credit and Banking, Vol 57, Issue 2-3, pages 407-437, March-April 2025

Monetary Policy Uncertainty Data for US: Latest data available from San Francisco Fed here: :
Orignal data: 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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