debtkit 0.1.2
- Removed
.GlobalEnv modification in
dk_fan_chart() seed handling, per CRAN policy.
debtkit 0.1.1
- Fixed Bohn (1998) DOI: replaced defunct JSTOR DOI with QJE publisher
DOI (10.1162/003355398555793).
debtkit 0.1.0
- Initial release.
- Deterministic debt projections via
dk_project() using
the standard debt dynamics equation.
- Historical decomposition of debt changes into interest, growth,
primary balance, and stock-flow adjustment effects via
dk_decompose().
- Interest rate-growth differential and debt-stabilising primary
balance via
dk_rg().
- Bohn (1998) fiscal reaction function estimation with OLS,
rolling-window, and quadratic methods via
dk_bohn_test().
HAC (Newey-West) standard errors via robust_se = TRUE.
- Stochastic debt fan charts via Monte Carlo simulation using
dk_fan_chart() and dk_estimate_shocks().
Supports bootstrap residual resampling.
- Six standardised IMF stress tests via
dk_stress_test(),
with optional data-driven calibration.
- IMF-style heat map risk assessment via
dk_heat_map().
- Gross financing needs projection via
dk_gfn().
- European Commission S1/S2 sustainability gap indicators via
dk_sustainability_gap().
- Scenario comparison via
dk_compare().
- Built-in sample data via
dk_sample_data().