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	1	1	1	64
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product	0	0	0	42	0	0	0	104
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering	0	0	0	58	0	0	2	195
Cyclical components in economic time series	0	0	1	98	0	2	4	201
Cyclical components in economic time series: A Bayesian approach	0	0	0	160	0	0	1	570
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series	1	1	6	1,205	1	1	13	2,382
Heterogeneous policy responses and the risk of monetary disintegration in Europe	0	0	0	11	0	0	0	67
Improving real-time estimates of the output gap	0	0	0	33	1	1	1	72
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation	0	0	0	57	0	0	1	120
Trends and cycles in economic time series: A Bayesian approach	0	0	1	225	0	0	2	429
Total Working Papers	1	1	8	1,905	3	5	25	4,204

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	1	1	184	0	1	4	474
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	0	0	127	0	2	4	335
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series	0	0	19	410	1	2	35	958
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series	0	0	0	16	0	0	0	114
Properties of higher order stochastic cycles	0	0	1	69	0	1	4	157
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation	0	0	1	11	0	0	2	49
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules	0	0	1	7	0	0	2	37
Stochastic level shifts and outliers and the dynamics of oil price movements	0	0	0	16	0	0	0	70
Trends and cycles in economic time series: A Bayesian approach	0	0	1	278	0	3	10	613
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators	0	0	1	1	0	0	1	2
Total Journal Articles	0	1	25	1,128	1	9	62	2,839

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Statistics updated 2025-07-04