Late, but since I had the same problem I add my solution:
function newFile(data, fileName) {
var json = JSON.stringify(data);
//IE11 support
if (window.navigator && window.navigator.msSaveOrOpenBlob) {
let blob = new Blob([json], {type: "application/json"});
window.navigator.msSaveOrOpenBlob(blob, fileName);
} else {// other browsers
let file = new File([json], fileName, {type: "application/json"});
let exportUrl = URL.createObjectURL(file);
window.location.assign(exportUrl);
URL.revokeObjectURL(exportUrl);
}
}