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