Access Statistics for Thomas Morgan Trimbur

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new approach to the evaluation and selection of leading indicators	0	0	0	16	0	0	1	64
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product	0	0	0	42	1	2	2	106
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering	0	0	0	58	0	1	3	196
Cyclical components in economic time series	0	0	0	98	0	0	3	202
Cyclical components in economic time series: A Bayesian approach	0	0	0	160	0	0	0	570
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series	0	1	4	1,206	3	5	10	2,388
Heterogeneous policy responses and the risk of monetary disintegration in Europe	0	0	0	11	3	4	4	71
Improving real-time estimates of the output gap	0	0	0	33	1	2	3	74
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation	0	0	0	57	0	2	3	123
Trends and cycles in economic time series: A Bayesian approach	1	1	2	226	3	5	7	434
Total Working Papers	1	2	6	1,907	11	21	36	4,228

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Note on Common Cycles, Common Trends, and Convergence	0	0	1	184	1	4	7	478
Comments on "Calling recessions in real time"	0	0	0	9	0	0	0	30
Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter	0	1	2	129	1	5	11	343
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series	0	2	5	413	5	12	20	971
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series	0	0	0	16	1	3	3	117
Properties of higher order stochastic cycles	0	2	2	71	2	6	10	165
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation	0	0	0	11	0	2	3	52
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules	0	0	0	7	3	3	3	40
Stochastic level shifts and outliers and the dynamics of oil price movements	0	0	0	16	3	7	7	77
Trends and cycles in economic time series: A Bayesian approach	0	0	2	279	1	3	13	621
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators	0	0	0	1	0	0	1	3
Total Journal Articles	0	5	12	1,136	17	45	78	2,897

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Statistics updated 2026-01-09