Package: dsge
Title: Dynamic Stochastic General Equilibrium Models
Version: 1.0.0
Authors@R: person(given = c("Mustapha", "Wasseja"), family = "Mohammed",
    role = c("aut", "cre"), email = "muswaseja@gmail.com")
Description: Specify, solve, and estimate dynamic stochastic general
    equilibrium (DSGE) models by maximum likelihood and Bayesian methods.
    Supports both linear models via an equation-based formula interface
    and nonlinear models via string-based equations with first-order
    perturbation (linearization around deterministic steady state).
    Solution uses the method of undetermined coefficients (Klein, 2000
    <doi:10.1016/S0165-1889(99)00045-7>). Likelihood evaluated via the
    Kalman filter. Bayesian estimation uses adaptive Random-Walk
    Metropolis-Hastings with prior specification. Additional tools include
    Kalman smoothing, historical shock decomposition, local identification
    diagnostics, parameter sensitivity analysis, second-order perturbation,
    occasionally binding constraints, impulse-response functions,
    forecasting, and robust standard errors.
License: MIT + file LICENSE
Depends: R (>= 3.5.0)
Imports: grDevices, graphics, stats, numDeriv
Suggests: coda, testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-03-30 03:36:44 UTC; musta
Author: Mustapha Wasseja Mohammed [aut, cre]
Maintainer: Mustapha Wasseja Mohammed <muswaseja@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-02 07:50:10 UTC
Built: R 4.6.0; ; 2026-04-25 10:50:05 UTC; unix
