This article is outdated, please see an appropriate User Guide:
You can export and import created shortcodes, as well as blog posts using the built-in WordPress tool.
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Take the following steps to export shortcodes:
Download of export xml-file will be started. You can import this file on the other site.
Take the following steps to import created shortcodes:
New shortcodes will be available on Dashboard – Shortcodes – Custom shortcodes page after completion of import.