Tino Berger and Bernd Kempa, "Testing for Time Variation in the Natural 
Rate of Interest", Journal of Applied Econometrics, Vol. 34, No. 5, 
2019, pp. 836-842.

The zip file bk-files.zip contains MatLab files to replicate the
results of this paper.

Store all files in one folder. To replicate Figure 1, run the file
"replication_HLW.m" To replicate all other tables and figures, run
the file "run_me.m".