Access Statistics for Thomas Morgan Trimbur

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 1 5 68
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 0 2 5 109
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering 0 0 1 59 1 8 12 207
Cyclical components in economic time series 0 0 0 98 0 1 4 205
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 2 6 19 589
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series 0 0 3 1,207 1 4 23 2,404
Heterogeneous policy responses and the risk of monetary disintegration in Europe 0 0 0 11 0 1 7 74
Improving real-time estimates of the output gap 0 0 0 33 0 2 7 78
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation 0 0 0 57 0 5 13 133
Trends and cycles in economic time series: A Bayesian approach 0 0 1 226 0 1 6 435
Total Working Papers 0 0 5 1,909 5 31 101 4,302

Journal Article File Downloads Abstract Views
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 0 184 0 3 9 483
Comments on "Calling recessions in real time" 0 0 0 9 0 3 5 35
Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter 0 0 2 129 0 1 14 349
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series 0 1 5 415 1 4 29 986
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series 0 0 0 16 0 3 7 121
Properties of higher order stochastic cycles 0 0 2 71 0 3 16 173
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation 0 0 0 11 0 1 9 58
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules 0 0 0 7 1 3 7 44
Stochastic level shifts and outliers and the dynamics of oil price movements 0 0 0 16 0 1 11 81
Trends and cycles in economic time series: A Bayesian approach 0 0 2 280 0 4 23 636
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators 0 0 0 1 2 5 11 13
Total Journal Articles 0 1 11 1,139 4 31 141 2,979

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04