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	0	1	1	105
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	1	570
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series	1	1	5	1,206	1	2	10	2,385
Heterogeneous policy responses and the risk of monetary disintegration in Europe	0	0	0	11	1	1	1	68
Improving real-time estimates of the output gap	0	0	0	33	1	1	2	73
Signal extraction for nonstationary multivariate time series with illustrations for trend inflation	0	0	0	57	2	2	4	123
Trends and cycles in economic time series: A Bayesian approach	0	0	1	225	2	2	4	431
Total Working Papers	1	1	6	1,906	7	10	30	4,217

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	2	3	6	477
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	2	4	10	342
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series	1	2	9	413	2	7	23	966
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series	0	0	0	16	1	2	2	116
Properties of higher order stochastic cycles	1	2	2	71	2	4	8	163
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation	0	0	1	11	1	3	4	52
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules	0	0	1	7	0	0	1	37
Stochastic level shifts and outliers and the dynamics of oil price movements	0	0	0	16	2	4	4	74
Trends and cycles in economic time series: A Bayesian approach	0	0	2	279	1	3	14	620
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators	0	0	0	1	0	0	1	3
Total Journal Articles	2	5	18	1,136	13	30	73	2,880

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Statistics updated 2025-12-06