debtkit: Debt Sustainability Analysis and Fiscal Risk Assessment

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.

Version: 0.1.2
Depends: R (≥ 4.1.0)
Imports: cli (≥ 3.6.0), grDevices, graphics, stats
Suggests: testthat (≥ 3.0.0)
Published: 2026-03-31
DOI: 10.32614/CRAN.package.debtkit (may not be active yet)
Author: Charles Coverdale [aut, cre]
Maintainer: Charles Coverdale <charlesfcoverdale at gmail.com>
BugReports: https://github.com/charlescoverdale/debtkit/issues
License: MIT + file LICENSE
URL: https://github.com/charlescoverdale/debtkit
NeedsCompilation: no
Language: en-US
Materials: README, NEWS
CRAN checks: debtkit results

Documentation:

Reference manual: debtkit.html , debtkit.pdf

Downloads:

Package source: debtkit_0.1.2.tar.gz
Windows binaries: r-devel: debtkit_0.1.2.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): debtkit_0.1.2.tgz, r-oldrel (arm64): not available, r-release (x86_64): debtkit_0.1.2.tgz, r-oldrel (x86_64): debtkit_0.1.2.tgz

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