eqs: Declare model equations
In qpmR: Quarterly Projection Models for Monetary Policy Analysis
eqs R Documentation
Declare model equations
Description
Each equation is a two-sided formula. Lags and leads use index
notation: x[-1] is the first lag, x[+1] the first lead. Wrap
expectations in E(): E(pi[+1]) is the model-consistent expectation
of next quarter's inflation. Longer lags and leads (e.g. E(pi4[+4]))
are handled automatically via auxiliary state variables.
Usage
eqs(...)
Arguments
...
Two-sided formulas.
Value
A list of formulas.
Examples
eqs(
pi ~ b1 * pi[-1] + (1 - b1) * E(pi[+1]) + b2 * y_gap + eps_pi
)
qpmR documentation built on Sept. 29, 2026, 5:10 p.m.
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| eqs | R Documentation |
Declare model equations
Description
Each equation is a two-sided formula. Lags and leads use index
notation: x[-1] is the first lag, x[+1] the first lead. Wrap
expectations in E(): E(pi[+1]) is the model-consistent expectation
of next quarter's inflation. Longer lags and leads (e.g. E(pi4[+4]))
are handled automatically via auxiliary state variables.
Usage
eqs(...)
Arguments
... |
Two-sided formulas. |
Value
A list of formulas.
Examples
eqs(
pi ~ b1 * pi[-1] + (1 - b1) * E(pi[+1]) + b2 * y_gap + eps_pi
)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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