Andrew Mountford and Harald Uhlig, "What Are the Effects of Fiscal Policy Shocks", Journal of Applied Econometrics, forthcoming. All files are ASCII files in DOS format. They are all zipped in the file mu-files.zip. Unix users should use "unzip -a". The data are in the file mudata.csv, which is a CSV file arranged in 10 column matrix. The data are described in Appendix B of the paper and are in the following order: 1. GDP 2. Government Expenditure 3. Government Revenue 4. Federal Funds Rate 5. Adjusted Reserves 6. Producer Price Index of Crude Materials 7. GDP Deflator 8. Private Consumption 9. Private Non-Residential Investment 10. Real Wages There are also three GAUSS programmes: 1. jaevar1.txt - this performs the VAR and identifies a government spending shocks(To identify a government revenue shock simply amend the third penalty function). It outputs the coefficient and identified shocks to a folder c:\Gausswin\output . 2. jaeimps.txt - this reads in the coefficient and the shocks and graphs the impulse responses for a Government Revenue Shock. For a government spending shock. simply read in the shocks for a government spending shock instead. 3. jaecumul.txt - this reads in the coefficient and the shocks and creates the policy shock and plots the cumulative discounted responses for a tax cut policy shock.