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 1 4 68
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 0 0 5 109
Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering 0 0 1 59 0 1 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 3 20 590
General Model-based Filters for Extracting Cycles and Trends in Economic Time Series 0 0 2 1,207 0 1 21 2,404
Heterogeneous policy responses and the risk of monetary disintegration in Europe 0 0 0 11 0 1 8 75
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 0 0 6 435
Total Working Papers 0 0 4 1,909 0 7 97 4,304

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 2 11 485
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 2 129 0 0 13 349
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series 0 0 5 415 0 1 28 986
On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series 0 0 0 16 1 1 8 122
Properties of higher order stochastic cycles 1 1 3 72 1 2 16 175
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation 0 0 0 11 1 1 10 59
Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules 0 0 0 7 0 2 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 2 280 0 0 23 636
Variable targeting and reduction in large vector autoregressions with applications to workforce indicators 0 0 0 1 0 2 10 13
Total Journal Articles 1 1 12 1,140 4 11 143 2,986

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Statistics updated 2026-08-07