Details about Thomas Morgan Trimbur

Access statistics for papers by Thomas Morgan Trimbur.

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

Short-id: ptr282

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.) View citations (4)

2009

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

2007

3. 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.) View citations (2)

2005

4. Trends and cycles in economic time series: A Bayesian approach
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
   See also Journal Article in Journal of Econometrics (2007)

2004

5. 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 View citations (3)
6. Cyclical components in economic time series: A Bayesian approach
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (8)

2002

7. Cyclical components in economic time series
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)

2001

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

2000

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

Journal Articles

2011

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

2010

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

2007

4. A Note on Common Cycles, Common Trends, and Convergence
   Journal of Business & Economic Statistics, 2007, 25, 12-20 View citations (18)
5. Trends and cycles in economic time series: A Bayesian approach
   Journal of Econometrics, 2007, 140, (2), 618-649 View citations (76)
   See also Working Paper (2005)

2006

6. Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter
   Journal of Forecasting, 2006, 25, (4), 247-273 View citations (7)
7. Properties of higher order stochastic cycles
   Journal of Time Series Analysis, 2006, 27, (1), 1-17 View citations (19)

2003

8. General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
   The Review of Economics and Statistics, 2003, 85, (2), 244-255 View citations (147)
   See also Working Paper (2001)