sectorgap
Consistent Economic Trend Cycle Decomposition
Determining potential output and the output gap - two inherently unobservable variables - is a major challenge for macroeconomists. 'sectorgap' features a flexible modeling and estimation framework for a multivariate Bayesian state space model identifying economic output fluctuations consistent with subsectors of the economy. The proposed model is able to capture various correlations between output and a set of aggregate as well as subsector indicators. Estimation of the latent states and parameters is achieved using a simple Gibbs sampling procedure and various plotting options facilitate the assessment of the results. For details on the methodology and an illustrative example, see Streicher (2024) <https://www.research-collection.ethz.ch/handle/20.500.11850/653682>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | sectorgap_0.1.0.tar.gz |
309.4 KiB |
0.1.0 |
rolling linux/noble R-4.5 | sectorgap_0.1.0.tar.gz |
309.9 KiB |
0.1.0 |
rolling source/ R- | sectorgap_0.1.0.tar.gz |
77.1 KiB |
0.1.0 |
latest linux/jammy R-4.5 | sectorgap_0.1.0.tar.gz |
309.4 KiB |
0.1.0 |
latest linux/noble R-4.5 | sectorgap_0.1.0.tar.gz |
309.9 KiB |
0.1.0 |
latest source/ R- | sectorgap_0.1.0.tar.gz |
77.1 KiB |
0.1.0 |
2026-04-26 source/ R- | sectorgap_0.1.0.tar.gz |
77.1 KiB |
0.1.0 |
2026-04-23 source/ R- | sectorgap_0.1.0.tar.gz |
77.1 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | sectorgap_0.1.0.zip |
315.1 KiB |
0.1.0 |
2025-04-20 source/ R- | sectorgap_0.1.0.tar.gz |
77.1 KiB |