debtkit
0.1.2Debt Sustainability Analysis and Fiscal Risk Assessment
Overview
Analyses government debt sustainability using the standard debt dynamics framework from Blanchard (1990) doi:10.1787/budget-v2-art12-en and the IMF Debt Sustainability Analysis methodology (IMF, 2013) and the Sovereign Risk and Debt Sustainability Framework (IMF, 2022). Projects debt-to-GDP paths, decomposes historical debt changes into interest, growth, and primary balance contributions, and estimates fiscal reaction functions following Bohn (1998) doi:10.1162/003355398555793. Produces stochastic fan charts via Monte Carlo simulation, standardised stress tests, and IMF- style heat map risk assessments. Computes S1/S2 sustainability gap indicators used by the European Commission. All methods are pure computation with no external dependencies beyond base R; works with fiscal data from any source.
Install
Health
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-017 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 62%
Downloads
Repository
Repository practices
2 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/charlescoverdale/debtkit on 2026-08-03.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.2Latest2026-03-31 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-31
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet