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>.
Version: 0.1.1 Depends: R (≥ 3.5) Imports: magrittr, dplyr, rlang, generics, tsbox, lubridate, forecast Suggests: knitr, rmarkdown, testthat (≥ 3.0.0) Published: 2024-12-13 DOI: 10.32614/CRAN.package.bridgr Author: Marc Burri [aut, cre, cph] Maintainer: Marc Burri <marc.burri91 at gmail.com> BugReports: https://github.com/marcburri/bridgr/issues License: MIT + file LICENSE URL: https://github.com/marcburri/bridgr, https://marcburri.github.io/bridgr/ NeedsCompilation: no Materials: README, NEWS CRAN checks: bridgr results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=bridgr to link to this page.
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