Man pages for qpmR
Quarterly Projection Models for Monetary Policy Analysis
| add_block | Apply an extension block to a model |
| add_judgment | Add logged judgment to a forecast |
| apply_estimate | Recalibrate a model at an estimate's point values |
| block_food_cpi | Disaggregated CPI: food and core inflation |
| block_fx_intervention | Foreign-exchange intervention (managed float) |
| chart_pack | The standard forecast-round chart pack |
| compare_rounds | Compare two forecast rounds: the revision decomposition |
| czechia | Czech quarterly macroeconomic dataset |
| E | Expectations operator (equation syntax only) |
| eigen_table | Generalized eigenvalues of a solved model |
| eqs | Declare model equations |
| fevd | Forecast error variance decomposition |
| irf | Impulse response functions |
| judgment_log | Print a forecast's judgment ledger |
| logLik.qpm_filtration | Log-likelihood of a filtration or an estimate |
| marginal_likelihood | Marginal likelihood of an estimated model |
| model_properties | Model-implied moments, and how they compare with the data |
| next_quarters | Generate consecutive quarter labels |
| nobs.qpm_filtration | Number of observations |
| posterior_forecast | Forecast with parameter uncertainty (posterior fan) |
| priors | Declare priors for Bayesian estimation |
| qpm_block | Model extension blocks |
| qpm_calibrate | Update a model's calibration |
| qpm_compare_models | Compare the behaviour of two or more models |
| qpm_condition | Conditional forecasts: impose paths, back out the shocks |
| qpm_counterfactual | Historical counterfactuals |
| qpm_decompose | Historical shock decomposition |
| qpm_diff | Compare two models structurally |
| qpm_disaggregate | Temporal disaggregation of low-frequency data |
| qpm_estimate | Estimate model parameters (Bayesian or maximum likelihood) |
| qpm_filter | Estimate latent states from data (Kalman filter/smoother) |
| qpm_forecast | Model forecast with uncertainty bands |
| qpm_identify | Identification diagnostics (Iskrev-style Jacobian analysis) |
| qpm_lint | Check a model for common specification problems |
| qpm_model | Define a quarterly projection model |
| qpm_report | Write (and optionally render) a monetary policy report |
| qpm_risk | Express a balance of risks (skewed fan charts) |
| qpm_round | Forecast rounds: one replayable artifact per forecast |
| qpmR-package | qpmR: Quarterly Projection Models for Monetary Policy... |
| qpm_rule_eval | Evaluate alternative policy rules |
| qpm_scenario | Shock-based alternative scenarios |
| qpm_solve | Solve a model under model-consistent expectations |
| qpm_template | Shipped model templates |
| qpm_use_cpp | Use the compiled Kalman filter |
| residuals.qpm_filtration | One-step-ahead prediction errors and fitted values |
| risk_log | Print a forecast's balance-of-risks assessment |
| save_round | Save, load, and list forecast rounds |
| shocks | Declare the structural shocks of a model |
| simulate.qpm_solution | Simulate a solved model |
| state_space | State-space representation of a solved model |
| steady_state | Steady state of a model or solution |
| summary.qpm_estimate | Summarise an estimate |
| summary.qpm_filtration | Summarise a filtration |
| var | Declare a model variable with a label and unit |
| vars | Declare the endogenous variables of a model |
| vcov.qpm_estimate | Posterior covariance and credible intervals |
| verify_round | Verify that an archived round still reproduces |
| write_dynare | Export a model to a Dynare .mod file |
