Dear Dr. Doan:
Estima gave the sample of Laubach and Williams(2003), "Measuring the Natural Rate of Interest", Review of Economics and Statistics. FRB of NY had upgraded the model of Holston, Laubach & Williams (2017) , which provide estimates of the natural rate of interest of US, UK,EU and Canada. FRB of NY also posts the codes of R and data files.
May Estima supply newest sample of HLW(2017)?
Best Regard.
hardmann
Holston, Laubach & Williams (2017)
If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
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