bridgr

bridgr-package

To learn more about bridgr, start with the vignettes:
<code>browseVignettes(package = "bridgr")</code>

internal

Implements bridge models for nowcasting and forecasting macroeconomic variables by linking high-frequency indicator variables (e.g., monthly data) to low-frequency target variables (e.g., quarterly GDP). Simplifies forecasting and aggregating indicator variables to match the target frequency, enabling timely predictions ahead of official data releases. For more on bridge models, see Baffigi, A., Golinelli, R., & Parigi, G. (2004) <doi:10.1016/S0169-2070(03)00067-0>, Burri (2023) <https://www5.unine.ch/RePEc/ftp/irn/pdfs/WP23-02.pdf> or Schumacher (2016) <doi:10.1016/j.ijforecast.2015.07.004>.

Marc Burri

Bridging Data Frequencies for Timely Economic Forecasts

bridgr-package function

Maintainer: Marc Burri <a href="/link/marc.burri91%40gmail.com?package=bridgr&version=0.1.2" data-mini-rdoc="bridgr::marc.burri91@gmail.com">marc.burri91@gmail.com</a> (<a href="https://orcid.org/0000-0001-8974-9090">ORCID</a>) [copyright holder]

Author

bridgr: Bridging Data Frequencies for Timely Economic Forecasts — bridgr-package

Maintainer: Marc Burri <a href='mailto:marc.burri91@gmail.com'>marc.burri91@gmail.com</a> (<a href='https://orcid.org/0000-0001-8974-9090'>ORCID</a>) [copyright holder]

bridgr-package: bridgr: Bridging Data Frequencies for Timely Economic Forecasts

Description

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Author

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