Package: bridgr 1.0.0

bridgr: Bridging Data Frequencies for Timely Economic Forecasts

Implements bridge and MIDAS-style mixed-frequency models for nowcasting and forecasting macroeconomic variables by linking higher-frequency indicator variables to a lower-frequency target series. The package standardizes input data, infers regular frequencies, forecasts missing indicator observations, and aggregates indicators to the target frequency before fitting a regression with autoregressive target dynamics. Frequency alignment can be customized through user-supplied conversion rules. For more on bridge and MIDAS models, see Baffigi, A., Golinelli, R., & Parigi, G. (2004) <doi:10.1016/S0169-2070(03)00067-0>, Ghysels, Sinko, & Valkanov (2007) <doi:10.1080/07474930600972467>, Andreou, Ghysels, & Kourtellos (2010) <doi:10.1016/j.jeconom.2010.01.004>, Schumacher (2016) <doi:10.1016/j.ijforecast.2015.07.004>, and Burri (2026) <doi:10.1111/obes.70073>.

Authors:Marc Burri [aut, cre, cph]