Package: dsge Title: Dynamic Stochastic General Equilibrium Models Version: 1.2.0 Authors@R: person(given = c("Mustapha", "Wasseja"), family = "Mohammed", role = c("aut", "cre"), email = "muswaseja@gmail.com") Description: Specify, solve, and estimate dynamic stochastic general equilibrium (DSGE) models by maximum likelihood and Bayesian methods. Supports both linear models via an equation-based formula interface and nonlinear models via string-based equations with perturbation up to third order (Schmitt-Grohe and Uribe, 2004 ). Solution uses the method of undetermined coefficients (Klein, 2000 ). Likelihood evaluated via the Kalman filter or a bootstrap particle filter (Gordon et al., 1993). Bayesian estimation uses adaptive Random-Walk Metropolis-Hastings or Particle Marginal Metropolis-Hastings (Andrieu et al., 2010 ) with parallel chain support. Additional tools include Bayes factor model comparison with Kass-Raftery evidence scales, Ramsey optimal policy via linear-quadratic regulator, nonlinear perfect foresight via stacked-time Newton (Juillard et al., 1998), Kalman smoothing, historical shock decomposition, local identification diagnostics, parameter sensitivity analysis, occasionally binding constraints, impulse-response functions, forecasting, and robust standard errors. License: MIT + file LICENSE Depends: R (>= 3.5.0) Imports: grDevices, graphics, stats, numDeriv Suggests: coda, Matrix, R.matlab, readxl, testthat (>= 3.0.0), knitr, rmarkdown Config/testthat/edition: 3 Encoding: UTF-8 RoxygenNote: 7.3.3 VignetteBuilder: knitr NeedsCompilation: no Packaged: 2026-10-25 12:03:09 UTC; root Author: Mustapha Wasseja Mohammed [aut, cre] Maintainer: Mustapha Wasseja Mohammed Repository: https://muswaseja92.r-universe.dev Date/Publication: 2026-09-25 14:10:02 UTC RemoteUrl: https://github.com/cran/dsge RemoteRef: HEAD RemoteSha: 5d8675d1f464b5888a0dc0375736ec85527fd782