NEWS
debtkit 0.1.3
dk_gfn() now returns an S3 object of class dk_gfn with dedicated
print() and plot() methods, consistent with other debtkit functions.
debtkit 0.1.2 (2026-03-31)
- Removed
.GlobalEnv modification in dk_fan_chart() seed handling, per CRAN
policy.
debtkit 0.1.1
- Fixed Bohn (1998) DOI: replaced defunct JSTOR DOI with QJE publisher DOI
(10.1162/003355398555793).
debtkit 0.1.0
- Initial release.
- Deterministic debt projections via
dk_project() using the standard debt
dynamics equation.
- Historical decomposition of debt changes into interest, growth, primary
balance, and stock-flow adjustment effects via
dk_decompose().
- Interest rate-growth differential and debt-stabilising primary balance via
dk_rg().
- Bohn (1998) fiscal reaction function estimation with OLS, rolling-window,
and quadratic methods via
dk_bohn_test(). HAC (Newey-West) standard errors
via robust_se = TRUE.
- Stochastic debt fan charts via Monte Carlo simulation using
dk_fan_chart()
and dk_estimate_shocks(). Supports bootstrap residual resampling.
- Six standardised IMF stress tests via
dk_stress_test(), with optional
data-driven calibration.
- IMF-style heat map risk assessment via
dk_heat_map().
- Gross financing needs projection via
dk_gfn().
- European Commission S1/S2 sustainability gap indicators via
dk_sustainability_gap().
- Scenario comparison via
dk_compare().
- Built-in sample data via
dk_sample_data().