R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
dsge
View on CRAN: Click
here
Download and install dsge package within the R console
Install from CRAN:
install.packages("dsge")
Install from Github:
library("remotes")
install_github("cran/dsge") Install by package version:
library("remotes")
install_version("dsge", "1.0.0") Attach the package and use:
library("dsge")
Maintained by
Mustapha Wasseja Mohammed
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-02
Latest Update: 2026-04-02
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 first-order perturbation (linearization around deterministic steady state). Solution uses the method of undetermined coefficients (Klein, 2000 <doi:10.1016/S0165-1889(99)00045-7>). 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.
How to cite:
Mustapha Wasseja Mohammed (2026). dsge: Dynamic Stochastic General Equilibrium Models. R package version 1.0.0, https://cran.r-project.org/web/packages/dsge. Accessed 27 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited dsge R package
View dsge citation profile
Other R packages that dsge depends,
imports, suggests or enhances
Complete documentation for dsge
Functions, R codes and Examples using
the dsge R package
Full dsge package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
assert
Lightweight validation tool for checking function arguments and
validating data analysis scripts. T ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Olivier Binette (view profile)
AzureKeyVault
Manage keys, certificates, secrets, and storage accounts in Microsoft's 'Key Vault' service: ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Hong Ooi (view profile)
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
PeakSegOptimal
Computes optimal changepoint models using the
Poisson likelihood for non-negative count data,
subj ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Toby Dylan Hocking (view profile)
AHSurv
Flexible parametric Accelerated Hazards (AH) regression models in overall and relative survival fram ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Abdisalam Hassan Muse (view profile)
27,535
R Packages
236,180
Dependencies
73,487
Author Associations
27,536
Publication Badges
