E                       Expectations operator (equation syntax only)
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
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
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
