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bridgr

Bridging Data Frequencies for Timely Economic Forecasts

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>.

Versions across snapshots

VersionRepositoryFileSize
0.1.2 rolling linux/jammy R-4.5 bridgr_0.1.2.tar.gz 863.5 KiB
0.1.2 rolling linux/noble R-4.5 bridgr_0.1.2.tar.gz 863.4 KiB
0.1.2 rolling source/ R- bridgr_0.1.2.tar.gz 1.2 MiB
0.1.2 latest linux/jammy R-4.5 bridgr_0.1.2.tar.gz 863.5 KiB
0.1.2 latest linux/noble R-4.5 bridgr_0.1.2.tar.gz 863.4 KiB
0.1.2 latest source/ R- bridgr_0.1.2.tar.gz 1.2 MiB
0.1.2 2026-04-26 source/ R- bridgr_0.1.2.tar.gz 1.2 MiB
0.1.2 2026-04-23 source/ R- bridgr_0.1.2.tar.gz 1.2 MiB
0.1.2 2026-04-09 windows/windows R-4.5 bridgr_0.1.2.zip 865.9 KiB
0.1.1 2025-04-20 source/ R- bridgr_0.1.1.tar.gz 1.2 MiB

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