Thomas Morgan Trimbur
Names
| first: |
Thomas |
| middle: |
Morgan |
| last: |
Trimbur |
Identifer
Contact
Affiliations
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Johns Hopkins University
/ Applied Economics
Research profile
author of:
- A Note on Common Cycles, Common Trends, and Convergence (RePEc:bes:jnlbes:v:25:y:2007:p:12-20)
by Carvalho, Vasco & Harvey, Andrew & Trimbur, Thomas - Properties of higher order stochastic cycles (RePEc:bla:jtsera:v:27:y:2006:i:1:p:1-17)
by Thomas M. Trimbur - Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation (RePEc:bla:jtsera:v:36:y:2015:i:2:p:209-227)
by Tucker McElroy & Thomas Trimbur - Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules (RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:37:n:1)
by Trimbur Thomas & McElroy Tucker - General Model-based Filters for Extracting Cycles and Trends in Economic Time Series (RePEc:cam:camdae:0113)
by Harvey, A.C. & Trimbur, T.M. - Cyclical components in economic time series: A Bayesian approach (RePEc:ecm:ausm04:105)
by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur - Trends and cycles in economic time series: A Bayesian approach (RePEc:eee:econom:v:140:y:2007:i:2:p:618-649)
by Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K. - Stochastic level shifts and outliers and the dynamics of oil price movements (RePEc:eee:intfor:v:26:y::i:1:p:162-179)
by Trimbur, Thomas M. - Comments on "Calling recessions in real time" (RePEc:eee:intfor:v:27:y:2011:i:4:p:1027-1031)
by Trimbur, Thomas M. - Bayes estimates of the cyclical component in twentieth centruy US gross domestic product (RePEc:ems:eureir:1798)
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K. - Cyclical components in economic time series (RePEc:ems:eureir:540)
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K. - Trends and cycles in economic time series: A Bayesian approach (RePEc:ems:eureir:6913)
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K. - Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering (RePEc:fip:fedgfe:2007-68)
by Tucker S. McElroy & Thomas M. Trimbur - Improving real-time estimates of the output gap (RePEc:fip:fedgfe:2009-32)
by Thomas M. Trimbur - Signal extraction for nonstationary multivariate time series with illustrations for trend inflation (RePEc:fip:fedgfe:2012-45)
by Tucker S. McElroy & Thomas M. Trimbur - Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter (RePEc:jof:jforec:v:25:y:2006:i:4:p:247-273)
by Thomas M. Trimbur - On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (RePEc:taf:emetrv:v:30:y:2011:i:5:p:475-513)
by Tucker McElroy & Thomas M. Trimbur - Variable targeting and reduction in large vector autoregressions with applications to workforce indicators (RePEc:taf:japsta:v:50:y:2023:i:7:p:1515-1537)
by T. S. McElroy & Thomas Trimbur - General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series (RePEc:tpr:restat:v:85:y:2003:i:2:p:244-255)
by Andrew C. Harvey & Thomas M. Trimbur - Heterogeneous policy responses and the risk of monetary disintegration in Europe (RePEc:zbw:dbrrns:001)
by Cornelius, Peter K. & Trimbur, Thomas - A new approach to the evaluation and selection of leading indicators (RePEc:zbw:dbrrns:981)
by Gottschling, Andreas & Trimbur, Thomas