Package: bridgr 0.1.1

bridgr: Bridging Data Frequencies for Timely Economic Forecasts

Provides tools for implementing bridge models, which are used to nowcast and forecast macroeconomic variables by linking high-frequency indicator variables (e.g., monthly data) to low-frequency target variables (e.g., quarterly GDP). Forecasting and aggregation of the indicator variables to match the target frequency are simplified, enabling timely predictions before official data releases are available. For more information about 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>.

Authors:Marc Burri [aut, cre, cph]