debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment

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.

See also

Useful links:

• https://github.com/charlescoverdale/debtkit

• Report bugs at https://github.com/charlescoverdale/debtkit/issues

Author

Maintainer: Charles Coverdale charlesfcoverdale@gmail.com