Package index • debtkit

Projections

Debt-to-GDP paths and financing

dk_project(): Project Debt-to-GDP Path
dk_gfn(): Gross Financing Needs
dk_rg(): Interest Rate-Growth Differential and Debt-Stabilising Primary Balance

Sustainability Analysis

Bohn test, gaps, and decomposition

dk_bohn_test(): Bohn's Fiscal Reaction Function Test
dk_sustainability_gap(): S1 and S2 Sustainability Gap Indicators
dk_decompose(): Decompose Historical Debt Changes
dk_estimate_shocks(): Estimate Joint Distribution of Macro Shocks

Stress Testing

IMF-style macro stress tests

dk_stress_test(): IMF Standardised Stress Tests
dk_compare(): Compare Debt Projections

Visualisation

Fan charts and heat maps

dk_fan_chart(): Stochastic Debt Fan Chart
dk_heat_map(): IMF-Style Risk Heat Map

Data

Sample data

dk_sample_data(): Sample Fiscal Data

Package

debtkit debtkit-package: debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment