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A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
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inequality: Inequality Measurement, Decomposition, and Poverty Analysis in R
Published in , 2026
Measures income and wealth inequality using every standard yardstick economists use: the Gini coefficient, top income shares, poverty rates, how progressive a tax system is, and more. Works natively with household survey data, respects sampling weights, and breaks results down by region or group so you can see where the gap is actually coming from.
Recommended citation: Coverdale, C. (2026). inequality: Inequality Measurement, Decomposition, and Poverty Analysis in R. Working paper.
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nowcast: Economic Nowcasting with Bridge Equations and Real-Time Evaluation in R
Published in , 2026
Estimates GDP and other headline economic numbers before the official figures are released, using the higher-frequency monthly data that arrives first. Measures how accurate those early estimates turn out to be once the true number lands, and tests whether one forecasting method beats another.
Recommended citation: Coverdale, C. (2026). nowcast: Economic Nowcasting with Bridge Equations and Real-Time Evaluation in R. Working paper.
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predictset: Conformal Prediction and Uncertainty Quantification in R
Published in , 2026
Puts a trustworthy uncertainty band around any prediction model. If the model predicts a number, you get a plausible range that is mathematically guaranteed to contain the true answer 90 per cent, or 95 per cent, of the time. If the model predicts a category, you get a short list of likely answers carrying the same guarantee. Works with any model, no matter how complex.
Recommended citation: Coverdale, C. (2026). predictset: Conformal Prediction and Uncertainty Quantification in R. Working paper.
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yieldcurves: Yield Curve Fitting, Analysis, and Decomposition in R
Published in , 2026
Turns the handful of government bond yields published each day into a smooth curve, so you can read off the interest rate for any maturity. Measures bond risk, and breaks down daily market moves into three simple drivers: an overall shift, a steepening or flattening, and a change in the bend of the curve.
Recommended citation: Coverdale, C. (2026). yieldcurves: Yield Curve Fitting, Analysis, and Decomposition in R. Working paper.
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debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment in R
Published in , 2026
The public-debt analysis toolkit used by finance ministries and the IMF, rebuilt in R. Projects how government debt-to-GDP is likely to evolve, works out how much of past debt growth came from interest costs versus deficits, and runs the standard what happens if growth disappoints, or interest rates jump scenarios.
Recommended citation: Coverdale, C. (2026). debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment in R. Working paper.
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inflateR: Inflation Adjustment for Historical Currency Values Across Thirteen Currencies in R
Published in , 2026
Converts historical currency values into modern-day equivalents, adjusting for inflation, across thirteen currencies including GBP, USD, EUR, JPY, and AUD. Handles both household prices and whole-economy price measures. All data ships inside the package, no internet connection needed.
Recommended citation: Coverdale, C. (2026). inflateR: Inflation Adjustment for Historical Currency Values Across Thirteen Currencies in R. Working paper.
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mpshock: An R Package for Cross-Country Monetary Policy Shock Analysis
Published in , 2026
Bundles thirteen datasets of monetary policy surprises, the moments when a central bank decision caught markets off guard, for the United States, United Kingdom, and Australia. Each series loads in one line, carries its source paper with it, and plugs straight into standard R tools for studying how interest-rate shocks ripple through the economy.
Recommended citation: Coverdale, C. (2026). mpshock: An R Package for Cross-Country Monetary Policy Shock Analysis. Working paper.
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inflationkit: Inflation Dynamics, Decomposition, and Phillips Curve Analysis in R
Published in , 2026
Measures inflation the way central banks do. Breaks headline CPI into components, builds trimmed-mean and weighted-median core measures that strip out volatile items, estimates how persistent inflation is, fits a Phillips curve linking slack in the economy to price growth, and scores how well past forecasts actually predicted inflation. Works with any country’s CPI data and returns tidy output.
Recommended citation: Coverdale, C. (2026). inflationkit: Inflation Dynamics, Decomposition, and Phillips Curve Analysis in R. Working paper.
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climatekit: Unified Climate Indices for Temperature, Precipitation, and Drought in R
Published in , 2026
Computes standard climate indicators from daily weather data: hot days, cold snaps, droughts, wet spells, growing seasons, and human-comfort measures like wind chill and heat index. Thirty indicators share one simple interface and return tidy tables.
Recommended citation: Coverdale, C. (2026). climatekit: Unified Climate Indices for Temperature, Precipitation, and Drought in R. Working paper.
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Comparing Theoretical and Observed AI Exposure: Evidence from the Anthropic Economic Index for the United Kingdom
Published in , 2026
Joins the Anthropic Economic Index’s UK Claude usage shares with UK employment by occupation, and compares the resulting employment-weighted exposure index against Felten, Raj, and Seamans (2021). Observed and theoretical exposure correlate at a Spearman rho of 0.43 across 15 matched major groups, a moderately positive point estimate whose bootstrap confidence interval does not exclude zero. Individual divergences are large even where the headline correlation is inconclusive: Legal occupations rank first on the theoretical measure but ninth by observed usage.
Recommended citation: Coverdale, C. (2026). Comparing Theoretical and Observed AI Exposure: Evidence from the Anthropic Economic Index for the United Kingdom. Working paper.
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ivcheck: Tests for Instrumental Variable Validity in R
Published in , 2026
Tests whether an instrumental variable is doing the job we hope it is. Implements three published falsification tests for the identifying assumptions behind local average treatment effects. A one-shot wrapper inspects a fitted IV model, picks the applicable tests, and returns a tidy verdict table.
Recommended citation: Coverdale, C. (2026). ivcheck: Tests for Instrumental Variable Validity in R. Working paper.
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