Dynamic Stochastic General Equilibrium Models

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Documentation for package ‘dsge’ version 1.0.0

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

bayes_dsge	Estimate a DSGE Model by Bayesian Methods
check_identification	Check Local Identification of DSGE Parameters
check_identification.dsge_bayes	Check Local Identification of DSGE Parameters
check_identification.dsge_fit	Check Local Identification of DSGE Parameters
dsgenl_model	Define a Nonlinear DSGE Model
dsge_model	Define a Linear DSGE Model
E	Expectation Operator (Alias for lead)
estimate	Estimate a Linear DSGE Model by Maximum Likelihood
fitted.dsge_fit	Fitted values from a DSGE model
forecast	Forecast from a DSGE Model
forecast.dsge_fit	Forecast from a Fitted DSGE Model
geweke_test	Geweke convergence diagnostic
irf	Compute Impulse-Response Functions
irf.dsge_bayes	Compute Impulse-Response Functions
irf_2nd_order	Generalized IRFs Using Second-Order Approximation
lead	Forward Lead Operator for DSGE Equations
linearize	Linearize a Nonlinear DSGE Model
marginal_likelihood	Marginal likelihood estimation
mcmc_diagnostics	MCMC diagnostic summary
model_covariance	Model-implied covariance and correlation matrices
obc_constraint	Create an Occasionally Binding Constraint
obs	Define an Observed Control Variable Equation
parameter_sensitivity	Parameter Sensitivity Analysis for DSGE Models
parameter_sensitivity.dsge_bayes	Parameter Sensitivity Analysis for DSGE Models
parameter_sensitivity.dsge_fit	Parameter Sensitivity Analysis for DSGE Models
perfect_foresight	Perfect Foresight / Deterministic Transition Paths
plot.dsge_bayes	Plot Bayesian DSGE Results
plot.dsge_decomposition	Plot Historical Shock Decomposition
plot.dsge_forecast	Plot DSGE Forecasts
plot.dsge_irf	Plot Impulse-Response Functions
plot.dsge_occbin	Plot OccBin Simulation Results
plot.dsge_perfect_foresight	Plot Perfect Foresight Transition Paths
plot.dsge_smoothed	Plot Smoothed States
policy_matrix	Extract Policy Matrix
posterior_predictive	Posterior predictive check
predict.dsge_fit	Predict Method for DSGE Models
prediction_accuracy	Prediction accuracy measures for a fitted DSGE model
prediction_interval	Prediction intervals for DSGE models
prior	Specify a Prior Distribution
prior_posterior_update	Prior-Posterior Update Diagnostics
prior_posterior_update.dsge_bayes	Prior-Posterior Update Diagnostics
residuals.dsge_fit	Residuals from a fitted DSGE model
robust_vcov	Robust (sandwich) variance-covariance matrix
shock_decomposition	Historical Shock Decomposition
shock_decomposition.dsge_bayes	Historical Shock Decomposition
shock_decomposition.dsge_fit	Historical Shock Decomposition
simulate_2nd_order	Simulate Using Second-Order Approximation (Pruned)
simulate_occbin	Simulate with Occasionally Binding Constraints
smooth_shocks	Extract Smoothed Structural Shocks
smooth_shocks.dsge_bayes	Extract Smoothed Structural Shocks
smooth_shocks.dsge_fit	Extract Smoothed Structural Shocks
smooth_states	Smoothed State Estimates from an Estimated DSGE Model
smooth_states.dsge_bayes	Smoothed State Estimates from an Estimated DSGE Model
smooth_states.dsge_fit	Smoothed State Estimates from an Estimated DSGE Model
solve_dsge	Solve a Linear or Linearized DSGE Model
stability	Check Stability of DSGE Model
state	Define a State Variable Equation
steady_state	Solve for the Deterministic Steady State
steady_state.dsgenl_model	Solve for the Deterministic Steady State
summary.dsge_perfect_foresight	Summary of Perfect Foresight Transition
transition_matrix	Extract State Transition Matrix
unobs	Define an Unobserved Control Variable Equation
vcov.dsge_fit	Robust vcov via vcov generic