Sylvia Frühwirth-Schnatter and Sylvia Kaufmann, "How Do Changes in Monetary Policy Affect Bank Lending? An Analysis of Austrian Bank Data", Journal of Applied Econometrics, Vol. 21, No. 3, 2006, pp. 275-305. The individual bank data used in the paper are not publicly available due to data confidentiality. They stem from the monthly bank statements reported to the Austrian central bank: Oesterreichische Nationalbank P.O. Box 61 A-1011 Vienna Austria The series used in the paper is total loans to non-financial corporations and covers the period 1990Q1 through 1998Q4. Only those banks operating during the whole observation period are retained for the investigation. Banks merged into other banks are not in the original sample. Special purpose banks (like leasing and foreign banks) are dropped from the sample. Outliers due to mergers and statistical outliers are handled as missing values and replaced by an estimate given all information in the data. The file fsk-programs.txt describes the Matlab programs used in the analysis. These programs, without the data, are zipped in the file fsk-programs.zip. The programs are ASCII files in DOS format. Sylvia Kaufmann sylvia.kaufmann [AT] oenb.at