@TechReport{BJMW:DataMethods:2024, author = {Connor M. Brennan, Margaret M. Jacobson, Christian Matthes and Todd B. Walker}, title = {Monetary Policy Shocks: Data or Methods?}, year = {2024}, number = {11}, institution = {Finance and Economics Discussion Paper Series}, doi = {https://doi.org/10.17016/FEDS.2024.011} }