This is a series of code I used for my paper with Bill Russell. For more information http:https://www.billrussell.info/html/publications.html. The data can be downloaded from the FED website. The model is applied on US data and the code identifies the year structural shifts happen in the mean using the changepoint package. The paper is published in the empirical economics website :

Russell, B., & Rambaccussing, D. (2019). Breaks and the statistical process of inflation: the case of estimating the ‘modern’long-run Phillips curve. Empirical Economics, 56(5), 1455-1475.