Package: dsge
Title: Dynamic Stochastic General Equilibrium Models
Version: 1.2.0
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 perturbation up to
    third order (Schmitt-Grohe and Uribe, 2004
    <doi:10.1016/S0165-1889(03)00043-5>).
    Solution uses the method of undetermined coefficients (Klein, 2000
    <doi:10.1016/S0165-1889(99)00045-7>). Likelihood evaluated via the
    Kalman filter or a bootstrap particle filter (Gordon et al., 1993).
    Bayesian estimation uses adaptive Random-Walk Metropolis-Hastings or
    Particle Marginal Metropolis-Hastings (Andrieu et al., 2010
    <doi:10.1111/j.1467-9868.2009.00736.x>) with parallel chain support.
    Additional tools include Bayes factor model comparison with
    Kass-Raftery evidence scales, Ramsey optimal policy via linear-quadratic
    regulator, nonlinear perfect foresight via stacked-time Newton
    (Juillard et al., 1998), Kalman smoothing, historical shock decomposition, local
    identification diagnostics, parameter sensitivity analysis,
    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, Matrix, R.matlab, readxl, testthat (>= 3.0.0), knitr,
        rmarkdown
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-09-25 13:12:56 UTC; root
Author: Mustapha Wasseja Mohammed [aut, cre]
Maintainer: Mustapha Wasseja Mohammed <muswaseja@gmail.com>
Repository: CRAN
Date/Publication: 2026-09-25 14:10:02 UTC
Built: R 4.6.1; ; 2026-09-25 16:59:03 UTC; unix
