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 0 0 4 68
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 1 1 6 110
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering 0 0 1 59 0 0 12 207
Cyclical components in economic time series 0 0 0 98 0 0 3 205
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 0 1 20 590
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series 0 0 2 1,207 4 4 25 2,408
Heterogeneous policy responses and the risk of monetary disintegration in Europe 0 0 0 11 1 2 9 76
Improving real-time estimates of the output gap 0 0 0 33 0 0 6 78
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation 0 0 0 57 0 0 12 133
Trends and cycles in economic time series: A Bayesian approach 0 0 1 226 1 1 7 436
Total Working Papers 0 0 4 1,909 7 9 104 4,311

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 1 3 12 486
Comments on "Calling recessions in real time" 0 0 0 9 0 0 5 35
Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter 0 0 1 129 0 0 11 349
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series 1 1 5 416 3 3 30 989
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series 0 0 0 16 0 1 8 122
Properties of higher order stochastic cycles 1 2 4 73 1 3 17 176
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation 0 0 0 11 1 2 11 60
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules 0 0 0 7 0 1 8 45
Stochastic level shifts and outliers and the dynamics of oil price movements 0 0 0 16 0 0 11 81
Trends and cycles in economic time series: A Bayesian approach 0 0 1 280 1 1 20 637
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators 0 0 0 1 0 0 10 13
Total Journal Articles 2 3 11 1,142 7 14 143 2,993

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Statistics updated 2026-09-10