[Download: Updated shocks (ECB to February 2020, Fed to June 2019)] <-obsolete

[Download: ECB shocks updated until December 2021] <-obsolete

[Download: ECB shocks updated until October 2022] <-obsolete

[Download: ECB shocks updated until June 2023] <-obsolete

Download: ECB shocks updated until October 2023 <-latest available ECB shocks

Download: Fed shocks updated until January 2024 <- latest available Fed shocks