R: Dynamic Stochastic General Equilibrium Models

# Dynamic Stochastic General Equilibrium Models

## 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