Package: sectorgap
Type: Package
Title: Consistent Economic Trend Cycle Decomposition
Version: 0.1.0
Authors@R: 
    person("Sina", "Streicher", , "streicher.sina@gmail.com", 
           role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7848-1842"))
Description: Determining potential output and the output gap - two inherently unobservable variables - is a major challenge for macroeconomists. 'sectorgap' features a flexible modeling and estimation framework for a multivariate Bayesian state space model identifying economic output fluctuations consistent with subsectors of the economy. The proposed model is able to capture various correlations between output and a set of aggregate as well as subsector indicators. Estimation of the latent states and parameters is achieved using a simple Gibbs sampling procedure and various plotting options facilitate the assessment of the results. For details on the methodology and an illustrative example, see Streicher (2024) <https://www.research-collection.ethz.ch/handle/20.500.11850/653682>.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
Imports: stats, KFAS, zoo, ggplot2, MCMCpack, dplyr, tidyr, tempdisagg
Depends: R (>= 2.10)
LazyData: true
NeedsCompilation: no
Packaged: 2024-01-21 14:21:36 UTC; Sina
Author: Sina Streicher [aut, cre] (<https://orcid.org/0000-0001-7848-1842>)
Maintainer: Sina Streicher <streicher.sina@gmail.com>
Repository: CRAN
Date/Publication: 2024-01-22 17:40:02 UTC
Built: R 4.6.0; ; 2026-04-26 21:29:29 UTC; unix
