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Holston, Laubach & Williams (2017)

Posted: Wed May 01, 2019 2:56 am
by hardmann
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