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Details about Thomas Morgan Trimbur

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Workplace:Applied Economics, Johns Hopkins University, (more information at EDIRC)

Access statistics for papers by Thomas Morgan Trimbur.

Last updated 2015-02-05. Update your information in the RePEc Author Service.

Short-id: ptr282


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Working Papers

2012

  1. Signal extraction for nonstationary multivariate time series with illustrations for trend inflation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)

2009

  1. Improving real-time estimates of the output gap
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2007

  1. Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)

2005

  1. Trends and cycles in economic time series: A Bayesian approach
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (7)
    See also Journal Article in Journal of Econometrics (2007)

2004

  1. Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
  2. Cyclical components in economic time series: A Bayesian approach
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (8)

2002

  1. Cyclical components in economic time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)

2001

  1. General Model-based Filters for Extracting Cycles and Trends in Economic Time Series
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (24)
    See also Journal Article in The Review of Economics and Statistics (2003)

2000

  1. Heterogeneous policy responses and the risk of monetary disintegration in Europe
    Research Notes, Deutsche Bank Research Downloads View citations (2)

Journal Articles

2011

  1. Comments on "Calling recessions in real time"
    International Journal of Forecasting, 2011, 27, (4), 1027-1031 Downloads
  2. On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series
    Econometric Reviews, 2011, 30, (5), 475-513 Downloads View citations (3)

2010

  1. Stochastic level shifts and outliers and the dynamics of oil price movements
    International Journal of Forecasting, 2010, 26, (1), 162-179 Downloads View citations (3)

2007

  1. A Note on Common Cycles, Common Trends, and Convergence
    Journal of Business & Economic Statistics, 2007, 25, 12-20 Downloads View citations (14)
  2. Trends and cycles in economic time series: A Bayesian approach
    Journal of Econometrics, 2007, 140, (2), 618-649 Downloads View citations (60)
    See also Working Paper (2005)

2006

  1. Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter
    Journal of Forecasting, 2006, 25, (4), 247-273 Downloads View citations (6)
  2. Properties of higher order stochastic cycles
    Journal of Time Series Analysis, 2006, 27, (1), 1-17 Downloads View citations (18)

2003

  1. General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
    The Review of Economics and Statistics, 2003, 85, (2), 244-255 Downloads View citations (115)
    See also Working Paper (2001)
 
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