@kokkieh, yes, I set the "Blog" page as the Posts Page under Settings->Reading, according to the directions on WordPress Support | Setting up a Static Front Page.
The directions on WordPress Support | Archives Shortcode don't say it could not be used on the Posts Page, so I assumed it could be.
Based on what you said, I decided to try putting the shortcode on another page, my "Calendar" page, and it worked.
@knashermac2009 I found out that the rendering of the shortcode inserts no space after the "before" text or before the "after" text, so if you don't want "here they areMarch 2014 (3)there they were" you have to add spaces inside the single quotes in the code. I decided to add spaces and arrows, like so:
[archives type=monthly format=html limit=6 showcount=true before='here they are→ ' after=' ←there they were' order=asc]
And what I got was:
here they are→ March 2014 (3) ←there they were
here they are→ April 2014 (8) ←there they were
here they are→ May 2014 (7) ←there they were
here they are→ June 2014 (6) ←there they were
here they are→ July 2014 (22) ←there they were
here they are→ August 2014 (1) ←there they were
@WordPress, the bottom line is that the Archives shortcode has no effect in the Posts Page, right?