<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Consistent Economic Trend Cycle Decomposition</dc:title>
  <dc:title>R package sectorgap version 0.1.0</dc:title>
  <dc:description>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) &lt;https://www.research-collection.ethz.ch/handle/20.500.11850/653682&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 2.10)</dc:relation>
  <dc:relation>Imports: stats, KFAS, zoo, ggplot2, MCMCpack, dplyr, tidyr, tempdisagg</dc:relation>
  <dc:creator>Sina Streicher &lt;streicher.sina@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Sina Streicher [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0001-7848-1842&gt;)</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2024-01-22</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=sectorgap</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.sectorgap</dc:identifier>
</oai_dc:dc>
