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
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.3
Imports: stats, KFAS, zoo, ggplot2, MCMCpack, dplyr, tidyr, tempdisagg
Depends: R (>= 2.10)
LazyData: true
Config/pak/sysreqs: libicu-dev
Repository: https://sinast3000.r-universe.dev
Date/Publication: 2024-01-27 16:24:51 UTC
RemoteUrl: https://github.com/sinast3000/sectorgap
RemoteRef: HEAD
RemoteSha: b600a41e8141240b34100c839dcdc8d84b56af8b
NeedsCompilation: no
Packaged: 2026-06-18 10:33:22 UTC; root
Author: Sina Streicher [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-7848-1842>)
Maintainer: Sina Streicher <streicher.sina@gmail.com>