The Michigan Humane Society reports that shelter is required, by law, for any pet that must remain outdoors for any length of time.
The definition of shelter is, at the least, a well-built, insluated, slant-roofed dog house. The interior must be large enough for the animal to stand and lie down comfortably. It must be elevated at least 4 inches from the gorund for circulation, and the door should face away from wind with a protective flap to reduce drafts.
Use hay or straw instead of blankets because blankets may freeze, thus making the animal even colder.