Quarterly Projection Models for Monetary Policy Analysis

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Documentation for package ‘qpmR’ version 1.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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
coef.qpm_estimate	Estimate model parameters (Bayesian or maximum likelihood)
compare_rounds	Compare two forecast rounds: the revision decomposition
confint.qpm_estimate	Posterior covariance and credible intervals
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
fevd.qpm_solution	Forecast error variance decomposition
fitted.qpm_filtration	One-step-ahead prediction errors and fitted values
irf	Impulse response functions
irf.qpm_solution	Impulse response functions
judgment_log	Print a forecast's judgment ledger
list_rounds	Save, load, and list forecast rounds
load_round	Save, load, and list forecast rounds
logLik.qpm_estimate	Log-likelihood of a filtration or an estimate
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_estimate	Number of observations
nobs.qpm_filtration	Number of observations
plot.qpm_counterfactual	Historical counterfactuals
plot.qpm_decomposition	Historical shock decomposition
plot.qpm_disaggregation	Temporal disaggregation of low-frequency data
plot.qpm_fevd	Forecast error variance decomposition
plot.qpm_model_comparison	Compare the behaviour of two or more models
plot.qpm_revision	Compare two forecast rounds: the revision decomposition
plot.qpm_rule_eval	Evaluate alternative policy rules
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