Man pages for dsge
Dynamic Stochastic General Equilibrium Models
| bayes_dsge | Estimate a DSGE Model by Bayesian Methods |
| bayes_dsge_var | Bayesian VAR with DSGE-Implied Prior (DSGE-VAR) |
| bayes_dsge_var_mh | Joint Bayesian Estimation of DSGE-VAR(lambda) |
| bayes_factor | Bayes factor and posterior odds ratio for DSGE model... |
| bayes_particle | Bayesian DSGE Estimation Using Particle Marginal... |
| bayes_smc | Tempered Sequential Monte Carlo Sampler for DSGE Estimation |
| calibrated_smoother | Run the Kalman Smoother on a Calibrated Model |
| check_identification | Check Local Identification of DSGE Parameters |
| conditional_forecast | Conditional Forecast |
| conditional_forecast.dsge_dsgevar | Conditional Forecast for a DSGE-VAR Posterior |
| discretionary_policy | Discretionary (Time-Consistent) Optimal Policy |
| dot-compute_equation_hessians | Compute Equation Hessians via Central Differences |
| dot-forward_simulate | Forward simulate a linear state-space system |
| dot-parse_constraint_string | Parse a constraint from a string |
| dsge_model | Define a Linear DSGE Model |
| dsgenl_model | Define a Nonlinear DSGE Model |
| dsge-package | dsge: Dynamic Stochastic General Equilibrium Models |
| E | Expectation Operator (Alias for lead) |
| endogenous_prior | Endogenous Prior on Model-Implied Moments |
| estimate | Estimate a Linear DSGE Model by Maximum Likelihood |
| extended_path | Stochastic Simulation via the Extended Path |
| fitted.dsge_fit | Fitted values from a DSGE model |
| forecast | Forecast from a DSGE Model |
| forecast.dsge_dsgevar | Forecasts from a DSGE-VAR Posterior |
| forecast.dsge_fit | Forecast from a Fitted DSGE Model |
| geweke_test | Geweke convergence diagnostic |
| global_sensitivity | Global Sensitivity Analysis of a DSGE Model |
| gmm_estimate | Generalised Method of Moments (GMM) Estimation |
| irf | Compute Impulse-Response Functions |
| irf_2nd_order | Generalized IRFs Using Second-Order Approximation |
| irf_match | Impulse-Response Matching Estimation |
| kalman_filter_skewed | Skewed Kalman Filter for Skew-Normal Structural Shocks |
| lead | Forward Lead Operator for DSGE Equations |
| linearize | Linearize a Nonlinear DSGE Model |
| marginal_likelihood | Marginal likelihood estimation |
| mcmc_diagnostics | MCMC diagnostic summary |
| model_covariance | Model-implied covariance and correlation matrices |
| model_latex | Export DSGE Model Equations to LaTeX |
| ms_filter | Markov-Switching Volatility Filter (Kim 1994) |
| obc_constraint | Create an Occasionally Binding Constraint |
| obs | Define an Observed Control Variable Equation |
| osr | Optimal Simple (Restricted) Policy Rules |
| pac_simulate | Simulate a PAC Equation Along a Target Path |
| pac_target_loading | Closed-Form Loading of a PAC Forward Sum on a Linear State... |
| pac_weights | Solve a Polynomial Adjustment Cost (PAC) Equation |
| parameter_sensitivity | Parameter Sensitivity Analysis for DSGE Models |
| particle_filter | Bootstrap Particle Filter |
| particle_filter_loglik | Particle Filter Log-Likelihood for a DSGE Solution |
| perfect_foresight | Perfect Foresight / Deterministic Transition Paths |
| perfect_foresight_expect_err | Perfect Foresight Simulation with Expectation Errors |
| perfect_foresight_nonlinear | Perfect Foresight for Nonlinear DSGE Models |
| plot.dsge_bayes | Plot Bayesian DSGE Results |
| plot.dsge_decomposition | Plot Historical Shock Decomposition |
| plot.dsge_forecast | Plot DSGE Forecasts |
| plot.dsge_irf | Plot Impulse-Response Functions |
| plot.dsge_occbin | Plot OccBin Simulation Results |
| plot.dsge_perfect_foresight | Plot Perfect Foresight Transition Paths |
| plot.dsge_smoothed | Plot Smoothed States |
| plot.dsge_variance_decomposition | Plot a Variance Decomposition |
| policy_matrix | Extract Policy Matrix |
| posterior_predictive | Posterior predictive check |
| predetermined | Declare a Predetermined (Backward-Looking) State Variable |
| predict.dsge_fit | Predict Method for DSGE Models |
| prediction_accuracy | Prediction accuracy measures for a fitted DSGE model |
| prediction_interval | Prediction intervals for DSGE models |
| prior | Specify a Prior Distribution |
| prior_posterior_update | Prior-Posterior Update Diagnostics |
| ramsey_policy | Ramsey Optimal Policy for a DSGE Model |
| read_dynare | Import a Dynare .mod File |
| residuals.dsge_fit | Residuals from a fitted DSGE model |
| robust_vcov | Robust (sandwich) variance-covariance matrix |
| shock_decomposition | Historical Shock Decomposition |
| simulate_2nd_order | Simulate Using Second-Order Approximation (Pruned) |
| simulate_3rd_order | Simulate Using Third-Order Approximation (Pruned) |
| simulate_occbin | Simulate with Occasionally Binding Constraints |
| simulate_perfect_foresight | Perfect-foresight simulation of an imported Dynare model |
| smm_estimate | Simulated Method of Moments (SMM) Estimation |
| smooth_shocks | Extract Smoothed Structural Shocks |
| smooth_states | Smoothed State Estimates from an Estimated DSGE Model |
| solve_2nd_order | Solve Second-Order Perturbation |
| solve_3rd_order | Solve Third-Order Perturbation |
| solve_dsge | Solve a Linear or Linearized DSGE Model |
| stability | Check Stability of DSGE Model |
| state | Define a State Variable Equation |
| steady_state | Solve for the Deterministic Steady State |
| summary.dsge_perfect_foresight | Summary of Perfect Foresight Transition |
| transition_matrix | Extract State Transition Matrix |
| unobs | Define an Unobserved Control Variable Equation |
| variance_decomposition | Variance Decomposition |
| vcov.dsge_fit | Robust vcov via vcov generic |
| welfare_loss | Evaluate Welfare Loss Under a Given Policy |
