rStar: Holsten, Laubach, and Williams estimation of rStar

Description Details Author(s)


Contains one function that estimates the natural rate of interest and the output gap. Saves these estimates to a specified folder.


Also contains supplementary functions that create datasets based on newest data published on the St.Louis Fed website (FRED). These are available for the United States and South Africa at the moment. The US it is possible to specify alternate output measures. The user has the choice between real GDP and real GDP per capita.


Jannes Reddig

JannesRed/rStar documentation built on Nov. 11, 2019, 4 p.m.