6
H index
4
i10 index
275
Citations
Thomas Morgan Trimbur : Citation Profile
Johns Hopkins University | RESEARCH PRODUCTION: 8 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2000 - 2012). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Morgan Trimbur. | Is cited by:
| Cites to:
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Main data
Where Thomas Morgan Trimbur has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute | 3 |
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 3 |
Recent works citing Thomas Morgan Trimbur (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | The Vanishing U.S. Cattle Cycle: A Stochastic Cycle Approach. (2020). Shonkwiler, Scott J ; Li, Yunhan. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:305225. Full description at Econpapers || Download paper |
| 2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper |
| 2020 | Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf. Full description at Econpapers || Download paper |
| 2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130. Full description at Econpapers || Download paper |
| 2020 | Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z. Full description at Econpapers || Download paper |
| 2020 | Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters. (2020). Jonsson, Kristian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:16:y:2020:i:2:d:10.1007_s41549-020-00039-x. Full description at Econpapers || Download paper |
| 2020 | The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130. Full description at Econpapers || Download paper |
Works by Thomas Morgan Trimbur:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | A Note on Common Cycles, Common Trends, and Convergence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 17 |
| 2006 | Properties of higher order stochastic cycles In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 14 |
| 2001 | General Model-based Filters for Extracting Cycles and Trends in Economic Time Series In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 138 |
| 2003 | General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | article | |
| 2004 | Cyclical components in economic time series: A Bayesian approach In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Trends and cycles in economic time series: A Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
| 2005 | Trends and cycles in economic time series: A Bayesian approach.(2005) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2010 | Stochastic level shifts and outliers and the dynamics of oil price movements In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2011 | Comments on Calling recessions in real time In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayes estimates of the cyclical component in twentieth centruy US gross domestic product In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Cyclical components in economic time series In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Improving real-time estimates of the output gap In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Signal extraction for nonstationary multivariate time series with illustrations for trend inflation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2011 | On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2000 | Heterogeneous policy responses and the risk of monetary disintegration in Europe In: Research Notes. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team