# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "dsge" in publications use:' type: software license: MIT title: 'dsge: Dynamic Stochastic General Equilibrium Models' version: 1.0.0 doi: 10.32614/CRAN.package.dsge abstract: 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 first-order perturbation (linearization around deterministic steady state). Solution uses the method of undetermined coefficients (Klein, 2000 ). Likelihood evaluated via the Kalman filter. Bayesian estimation uses adaptive Random-Walk Metropolis-Hastings with prior specification. Additional tools include Kalman smoothing, historical shock decomposition, local identification diagnostics, parameter sensitivity analysis, second-order perturbation, occasionally binding constraints, impulse-response functions, forecasting, and robust standard errors. authors: - family-names: Mohammed given-names: Mustapha Wasseja email: muswaseja@gmail.com repository: https://muswaseja92.r-universe.dev commit: 937cfc97bedeb6bb353bac8075907c5165c8bdda date-released: '2026-04-02' contact: - family-names: Mohammed given-names: Mustapha Wasseja email: muswaseja@gmail.com