An end-to-end implementation of the semi-structural quarterly projection models used in central-bank forecasting and policy analysis systems: model declaration with model-consistent expectations, a generalized Schur solver with Blanchard-Kahn diagnostics following Klein (2000) <doi:10.1016/S0165-1889(99)00045-7>, Kalman filtering and smoothing for latent states such as the output gap and the neutral rate, historical shock decompositions, conditional forecasts that distinguish announced from unanticipated policy paths, an auditable judgment ledger, forecast rounds with revision decompositions, Bayesian estimation with identification diagnostics following Iskrev (2010) <doi:10.1016/j.jmoneco.2009.12.007>, and reporting. The canonical small open economy model of Berg, Karam and Laxton (2006) <doi:10.5089/9781451863413.001> ships as a calibrated template, with extension blocks for disaggregated food inflation and managed exchange rates.
| Version: | 1.1.0 |
| Depends: | R (≥ 4.1) |
| Imports: | Rcpp, QZ, stats, graphics, grDevices, tools, utils |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | quarto, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-09-29 |
| DOI: | 10.32614/CRAN.package.qpmR (may not be active yet) |
| Author: | Mustapha Mohammed [aut, cre] |
| Maintainer: | Mustapha Mohammed <muswaseja at gmail.com> |
| BugReports: | https://github.com/Mustapha-Wasseja/qpmR/issues |
| License: | MIT + file LICENSE |
| URL: | https://mustapha-wasseja.github.io/qpmR/, https://github.com/Mustapha-Wasseja/qpmR |
| NeedsCompilation: | yes |
| Language: | en-GB |
| Materials: | README, NEWS |
| CRAN checks: | qpmR results |
| Reference manual: | qpmR.html , qpmR.pdf |
| Vignettes: |
Estimating qpmR models: priors, posteriors, identification (source, R code) A forecast in ten minutes: the canonical QPM in qpmR (source, R code) |
| Package source: | qpmR_1.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): qpmR_1.1.0.tgz, r-oldrel (arm64): qpmR_1.1.0.tgz, r-release (x86_64): qpmR_1.1.0.tgz, r-oldrel (x86_64): qpmR_1.1.0.tgz |
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