You know, the question above had a regional implication yet the answers above disregard it. I know a lot of members on this board are overseas (i.e. not in the United States) and others are here in the US. Seems like it wouldn't be that much trouble to answer a regional question with some information that puts your answer into a regional context. I pretty much block all traffic from outside the United States so my answer is based almost entirely on US traffic and the answer is that we had one of the best days ever on the first day of the shutdown. Even had new member signups from DC itself. Maybe being off work gives people more time to surf the Internet. Who knows?
Also, there's the niche and target audience of any given website to consider. Of course we don't discuss our niches here but if you're running a site about US Political news, this might be a great time for you. If you're operating a site about home baking, you may see no effect at all.
Also, if you're comparing today with last week, you might want to consider that last week was the end of the quarter and companies just might have been dumping dollars into the auction like they're not going to put in again until we get a bit closer to the holidays.
My main question would be, has traffic slowed down and maybe, how well is that traffic converting e.g. what kind of a CTR are you getting with that traffic? A traffic dip could bother your earnings obviously. You might also get a traffic increase but the traffic could be of lesser quality than you're normally used to resulting in a wash. Revenue depends on a lot of variables (most notably, competition in the auction). To say that revenue is lower because of a Government shutdown is to disregard a great many other factors that naturally cause revenues to fluctuate. You may be able to see cause and effect in your stats if you're detailed enough and you can relate your niche to the shutdown in some direct way but, in my mind, if your only measuring stick is the bottom line then you're probably overlooking information you could use to better influence that bottom line. Attention to the details can not only benefit yourself, it also has the ability to contribute to the success of others when it is shared openly which is the primary purpose of this detailed response.