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.
- Version0.1.1
- R versionR (≥ 3.5)
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release12/13/2024
Documentation
Team
Marc Burri
MaintainerShow author details
Insights
Last 30 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN