Package: qpmR
Title: Quarterly Projection Models for Monetary Policy Analysis
Version: 1.1.0
Authors@R: 
    person("Mustapha", "Mohammed", email = "muswaseja@gmail.com",
           role = c("aut", "cre"))
Description: An end-to-end implementation of the semi-structural
        quarterly projection models used in central-bank forecasting
        and policy analysis systems: model declaration with
        model-consistent expectations, a generalized Schur solver with
        Blanchard-Kahn diagnostics following Klein (2000)
        <doi:10.1016/S0165-1889(99)00045-7>, Kalman filtering and
        smoothing for latent states such as the output gap and the
        neutral rate, historical shock decompositions, conditional
        forecasts that distinguish announced from unanticipated policy
        paths, an auditable judgment ledger, forecast rounds with
        revision decompositions, Bayesian estimation with
        identification diagnostics following Iskrev (2010)
        <doi:10.1016/j.jmoneco.2009.12.007>, and reporting. The
        canonical small open economy model of Berg, Karam and Laxton
        (2006) <doi:10.5089/9781451863413.001> ships as a calibrated
        template, with extension blocks for disaggregated food
        inflation and managed exchange rates.
License: MIT + file LICENSE
Encoding: UTF-8
Language: en-GB
LazyData: true
RoxygenNote: 7.3.3
Depends: R (>= 4.1)
Imports: Rcpp, QZ, stats, graphics, grDevices, tools, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: quarto, testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
VignetteBuilder: knitr
URL: https://mustapha-wasseja.github.io/qpmR/,
        https://github.com/Mustapha-Wasseja/qpmR
BugReports: https://github.com/Mustapha-Wasseja/qpmR/issues
NeedsCompilation: yes
Packaged: 2026-09-29 16:30:18 UTC; root
Author: Mustapha Mohammed [aut, cre]
Maintainer: Mustapha Mohammed <muswaseja@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-09-29 14:10:02 UTC
RemoteUrl: https://github.com/cran/qpmR
RemoteRef: HEAD
RemoteSha: fb78366294790fda6a30a5ffa03fb768313a1701