LAUBACH_WILLIAMS_RESTAT2003: RATS program to replicate Laubach-Williams multivariate state-space model with regressors

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Laubach and Williams(2003), "Measuring the Natural Rate of Interest", Review of Economics and Statistics, vol. 85, no 4, 1063-1070. Estimates several state-space models with multiple observables with a combination of regression equations and latent variables.

Language: RATS
Requires: RATS 8.00
Keywords: State-space; models (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/laubach_williams_restat2003.zip (application/zip)

Related works:
Journal Article: Measuring the Natural Rate of Interest (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00214

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