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 3 4 67
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 0 2 3 107
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering 1 1 1 59 1 3 4 199
Cyclical components in economic time series 0 0 0 98 0 2 5 204
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 4 13 13 583
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series 0 1 4 1,207 2 15 20 2,400
Heterogeneous policy responses and the risk of monetary disintegration in Europe 0 0 0 11 1 5 6 73
Improving real-time estimates of the output gap 0 0 0 33 0 3 5 76
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation 0 0 0 57 0 5 8 128
Trends and cycles in economic time series: A Bayesian approach 0 1 1 226 0 3 5 434
Total Working Papers 1 3 6 1,909 9 54 73 4,271

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 1 184 0 3 8 480
Comments on "Calling recessions in real time" 0 0 0 9 1 2 2 32
Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter 0 0 2 129 1 6 15 348
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series 0 1 4 414 1 16 27 982
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series 0 0 0 16 1 2 4 118
Properties of higher order stochastic cycles 0 0 2 71 1 7 14 170
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation 0 0 0 11 0 5 8 57
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules 0 0 0 7 0 4 4 41
Stochastic level shifts and outliers and the dynamics of oil price movements 0 0 0 16 0 6 10 80
Trends and cycles in economic time series: A Bayesian approach 0 1 2 280 1 12 22 632
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators 0 0 0 1 1 5 6 8
Total Journal Articles 0 2 11 1,138 7 68 120 2,948

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Statistics updated 2026-03-04