Production Function Output Gap Estimation


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Documentation for package ‘RGAP’ version 0.1.1

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amecoData2input Data for estimation
autoGapProd Fit best production function model
cubs CUBS indicator
fetchAmecoData Current 'AMECO' data vintage
fit Fit Method
fit.KuttnerModel Maximum likelihood estimation of a 'KuttnerModel'
fit.NAWRUmodel Estimation of a 'NAWRUmodel'
fit.TFPmodel Estimation of a 'TFPmodel'
gap gap data set
gapHP HP-filter output gap
gapProd Production function output gap
hpfilter HP filter
indicator Indicators fo CUBS
initializeExo Initialization of exogenous variables
initializePrior Initialization of prior distributions
initializeRestr Initialization of parameter restrictions
is.gap 'gap' object check
is.KuttnerModel 'KuttnerModel' object check
is.NAWRUmodel 'NAWRUodel' object check
is.TFPmodel 'TFPmodel' object check
KuttnerModel Kuttner model
NAWRUmodel NAWRU model
plot.gap Plots for a 'gap' object
plot.KuttnerFit Plots for a 'KuttnerFit' object
plot.NAWRUfit Plots for a 'NAWRUfit' object
plot.TFPfit Plots for a 'TFPfit' object
predict.fit Predictions
print.gap Print 'gap' object
print.KuttnerFit Print 'KuttnerFit' object
print.KuttnerModel Print 'KuttnerModel' object
print.NAWRUfit Print 'NAWRUfit' object
print.NAWRUmodel Print 'NAWRUmodel' object
print.TFPfit Print 'TFPfit' object
print.TFPmodel Print 'TFPmodel' object
TFPmodel TFP trend model
trendAnchor Trend anchor