| Name : R-sectorgap
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.1.1
| Date : 2024-01-24 16:33:34
|
| Group : Development/Libraries/Other
| Source RPM : R-sectorgap-0.1.0-lp155.1.1.src.rpm
|
| Size : 0.31 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Consistent Economic Trend Cycle Decomposition
|
Description :
Determining potential output and the output gap - two inherently
unobservable variables - is a major challenge for macroeconomists.
\'sectorgap\' features a flexible modeling and estimation framework for a
multivariate Bayesian state space model identifying economic output
fluctuations consistent with subsectors of the economy. The proposed
model is able to capture various correlations between output and a set
of aggregate as well as subsector indicators. Estimation of the latent
states and parameters is achieved using a simple Gibbs sampling
procedure and various plotting options facilitate the assessment of the
results. For details on the methodology and an illustrative example,
see Streicher (2024)
< https://www.research-collection.ethz.ch/handle/20.500.11850/653682>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
