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Changelog

Source: NEWS.md

debtkit 0.1.3

  • dk_gfn() now returns an S3 object of class dk_gfn with dedicated print() and plot() methods, consistent with other debtkit functions.

debtkit 0.1.2

CRAN release: 2026-03-31

  • 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().