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debtkit  

Debt Sustainability Analysis and Fiscal Risk Assessment
View on CRAN: Click here


Download and install debtkit package within the R console
Install from CRAN:
install.packages("debtkit")

Install from Github:
library("remotes")
install_github("cran/debtkit")

Install by package version:
library("remotes")
install_version("debtkit", "0.1.2")



Attach the package and use:
library("debtkit")
Maintained by
Charles Coverdale
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-31
Latest Update: 2026-03-31
Description:
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.
How to cite:
Charles Coverdale (2026). debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment. R package version 0.1.2, https://cran.r-project.org/web/packages/debtkit. Accessed 21 Aug. 2026.
Previous versions and publish date:
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Complete documentation for debtkit
Functions, R codes and Examples using the debtkit R package
Full debtkit package functions and examples
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