Package: debtkit 0.1.3
debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment
Analyses government debt sustainability using the standard debt dynamics framework from Blanchard (1990) <doi:10.1787/budget-v2-art12-en> and the IMF Debt Sustainability Analysis methodology (IMF, 2013) and the Sovereign Risk and Debt Sustainability Framework (IMF, 2022). Projects debt-to-GDP paths, decomposes historical debt changes into interest, growth, and primary balance contributions, and estimates fiscal reaction functions following Bohn (1998) <doi:10.1162/003355398555793>. Produces stochastic fan charts via Monte Carlo simulation, standardised stress tests, and IMF- style heat map risk assessments. Computes S1/S2 sustainability gap indicators used by the European Commission. All methods are pure computation with no external dependencies beyond base R; works with fiscal data from any source.
Authors:
debtkit_0.1.3.tar.gz
debtkit_0.1.3.zip(r-4.7-any)debtkit_0.1.3.zip(r-4.6-any)debtkit_0.1.3.zip(r-4.5-any)
debtkit_0.1.3.tgz(r-4.6-any)debtkit_0.1.3.tgz(r-4.5-any)
debtkit_0.1.3.tar.gz(r-4.7-any)debtkit_0.1.3.tar.gz(r-4.6-any)
debtkit_0.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
debtkit/json (API)
| # Install 'debtkit' in R: |
| install.packages('debtkit', repos = c('https://charlescoverdale.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/charlescoverdale/debtkit/issues
Pkgdown/docs site:https://charlescoverdale.github.io
Last updated from:cb285131b7. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 117 | ||
| source / vignettes | OK | 167 | ||
| linux-release-x86_64 | OK | 124 | ||
| macos-release-arm64 | OK | 109 | ||
| macos-oldrel-arm64 | OK | 84 | ||
| windows-devel | OK | 62 | ||
| windows-release | OK | 89 | ||
| windows-oldrel | OK | 84 | ||
| wasm-release | OK | 95 |
Exports:dk_bohn_testdk_comparedk_decomposedk_estimate_shocksdk_fan_chartdk_gfndk_heat_mapdk_projectdk_rgdk_sample_datadk_stress_testdk_sustainability_gap
Dependencies:cli
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bohn's Fiscal Reaction Function Test | dk_bohn_test |
| Compare Debt Projections | dk_compare |
| Decompose Historical Debt Changes | dk_decompose |
| Estimate Joint Distribution of Macro Shocks | dk_estimate_shocks |
| Stochastic Debt Fan Chart | dk_fan_chart |
| Gross Financing Needs | dk_gfn |
| IMF-Style Risk Heat Map | dk_heat_map |
| Project Debt-to-GDP Path | dk_project |
| Interest Rate-Growth Differential and Debt-Stabilising Primary Balance | dk_rg |
| Sample Fiscal Data | dk_sample_data |
| IMF Standardised Stress Tests | dk_stress_test |
| S1 and S2 Sustainability Gap Indicators | dk_sustainability_gap |
