Specify, solve, and estimate dynamic stochastic general equilibrium (DSGE) models by maximum likelihood and Bayesian methods. Supports both linear models via an equation-based formula interface and nonlinear models via string-based equations with first-order perturbation (linearization around deterministic steady state). Solution uses the method of undetermined coefficients (Klein, 2000 <doi:10.1016/S0165-1889(99)00045-7>). Likelihood evaluated via the Kalman filter. Bayesian estimation uses adaptive Random-Walk Metropolis-Hastings with prior specification. Additional tools include Kalman smoothing, historical shock decomposition, local identification diagnostics, parameter sensitivity analysis, second-order perturbation, occasionally binding constraints, impulse-response functions, forecasting, and robust standard errors.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | grDevices, graphics, stats, numDeriv |
| Suggests: | coda, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-04-02 |
| DOI: | 10.32614/CRAN.package.dsge (may not be active yet) |
| Author: | Mustapha Wasseja Mohammed [aut, cre] |
| Maintainer: | Mustapha Wasseja Mohammed <muswaseja at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | dsge results |
| Reference manual: | dsge.html , dsge.pdf |
| Vignettes: |
Introduction to the dsge Package (source, R code) |
| Package source: | dsge_1.0.0.tar.gz |
| Windows binaries: | r-devel: dsge_1.0.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): dsge_1.0.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Please use the canonical form https://CRAN.R-project.org/package=dsge to link to this page.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.