sectorgap
0.1.0Consistent Economic Trend Cycle Decomposition
Overview
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.
Install
Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 100%
- References docs
- 0%
Downloads
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Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2024-01-22
- Total releases
- 1 / 2 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 26 KB / 3 files
- Download size
- 77 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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