Package: sectorgap 0.1.0

sectorgap: Consistent Economic Trend Cycle Decomposition

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>.

Authors:Sina Streicher [aut, cre]

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Bug tracker:https://github.com/sinast3000/sectorgap/issues

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Last updated 8 months agofrom:b600a41e81. Checks:OK: 7. Indexed: yes.

Exports:compute_mcmc_resultsdefine_ssmodelestimate_ssmodelinitialize_priorinitialize_settingsis.settingsprepate_datatransform_results

Dependencies:clicodacolorspacecpp11dplyrfansifarvergenericsggplot2gluegtableisobandKFASlabelinglatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcMCMCpackmgcvmunsellnlmepillarpkgconfigpurrrquantregR6RColorBrewerrlangscalesSparseMstringistringrsurvivaltempdisaggtibbletidyrtidyselectutf8vctrsviridisLitewithrzoo