Other packages > Find by keyword >

bridgr  

Bridging Data Frequencies for Timely Economic Forecasts
View on CRAN: Click here


Download and install bridgr package within the R console
Install from CRAN:
install.packages("bridgr")

Install from Github:
library("remotes")
install_github("cran/bridgr")

Install by package version:
library("remotes")
install_version("bridgr", "0.1.1")



Attach the package and use:
library("bridgr")
Maintained by
Marc Burri
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-12-13
Latest Update: 2024-12-13
Description:
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>.
How to cite:
Marc Burri (2024). bridgr: Bridging Data Frequencies for Timely Economic Forecasts. R package version 0.1.1, https://cran.r-project.org/web/packages/bridgr. Accessed 05 Jun. 2026.
Previous versions and publish date:
0.1.1 (2024-12-13 17:40)
Other packages that cited bridgr R package
View bridgr citation profile
Other R packages that bridgr depends, imports, suggests or enhances
Complete documentation for bridgr
Functions, R codes and Examples using the bridgr R package
Full bridgr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA