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  "Title": "Bridging Data Frequencies for Timely Economic Forecasts",
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  "Description": "Implements bridge and MIDAS-style mixed-frequency models\nfor nowcasting and forecasting macroeconomic variables by\nlinking higher-frequency indicator variables to a\nlower-frequency target series. The package standardizes input\ndata, infers regular frequencies, forecasts missing indicator\nobservations, and aggregates indicators to the target frequency\nbefore fitting a regression with autoregressive target\ndynamics. Frequency alignment can be customized through\nuser-supplied conversion rules. For more on bridge and MIDAS\nmodels, see Baffigi, A., Golinelli, R., & Parigi, G. (2004)\n<doi:10.1016/S0169-2070(03)00067-0>, Ghysels, Sinko, & Valkanov\n(2007) <doi:10.1080/07474930600972467>, Andreou, Ghysels, &\nKourtellos (2010) <doi:10.1016/j.jeconom.2010.01.004>,\nSchumacher (2016) <doi:10.1016/j.ijforecast.2015.07.004>, and\nBurri (2026) <doi:10.1111/obes.70073>.",
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