stability: Check Stability of DSGE Model

In dsge: Dynamic Stochastic General Equilibrium Models

Check Stability of DSGE Model

Description

Checks saddle-path stability of the model by examining eigenvalues. A model is stable when the number of eigenvalues with modulus less than 1 equals the number of state variables.

Usage

stability(x)

Arguments

x	A dsge_fit or dsge_solution object.

Value

A list of class "dsge_stability" with:

stable

Logical: is the system saddle-path stable?

eigenvalues

Complex eigenvalue vector.

moduli

Moduli of eigenvalues.

classification

Character vector: "stable" or "unstable" for each.

n_stable

Number of stable eigenvalues.

n_states

Number of state variables (required stable count).

dsge documentation built on Sept. 25, 2026, 5:08 p.m.