Thomas Morgan Trimbur : Citation Profile


Are you Thomas Morgan Trimbur?

Johns Hopkins University

6

H index

4

i10 index

275

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2000 - 2012). See details.
   Cites by year: 22
   Journals where Thomas Morgan Trimbur has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 7 (2.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr282
   Updated: 2021-01-16    RAS profile: 2015-02-05    
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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:

McElroy, Tucker (11)

Creal, Drew (11)

Proietti, Tommaso (11)

Koopman, Siem Jan (11)

Morley, James (8)

van Dijk, Herman (8)

Marinho, Leonardo (8)

Gonzalez, Rodrigo (8)

Harvey, Andrew (7)

Ricco, Giovanni (5)

Dixon, Robert (5)

Cites to:

Harvey, Andrew (19)

Koopman, Siem Jan (10)

King, Robert (8)

van Dijk, Herman (7)

Baxter, Marianne (5)

Doornik, Jurgen (5)

Shephard, Neil (5)

Hodrick, Robert (4)

Prescott, Edward (4)

Kilian, Lutz (3)

Mahieu, Ronald (3)

Main data


Where Thomas Morgan Trimbur has published?


Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute3
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)


YearTitle of citing document
2020The 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.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf.

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2020The 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.

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2020Identifying 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.

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2020Cyclical 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.

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2020The 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:


YearTitleTypeCited
2007A Note on Common Cycles, Common Trends, and Convergence In: Journal of Business & Economic Statistics.
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article17
2006Properties of higher order stochastic cycles In: Journal of Time Series Analysis.
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article14
2001General Model-based Filters for Extracting Cycles and Trends in Economic Time Series In: Cambridge Working Papers in Economics.
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paper138
2003General 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
2004Cyclical components in economic time series: A Bayesian approach In: Econometric Society 2004 Australasian Meetings.
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paper9
2007Trends and cycles in economic time series: A Bayesian approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article68
2005Trends 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
2010Stochastic level shifts and outliers and the dynamics of oil price movements In: International Journal of Forecasting.
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article2
2011Comments on Calling recessions in real time In: International Journal of Forecasting.
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article0
2004Bayes estimates of the cyclical component in twentieth centruy US gross domestic product In: Econometric Institute Research Papers.
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paper3
2002Cyclical components in economic time series In: Econometric Institute Research Papers.
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paper4
2007Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering In: Finance and Economics Discussion Series.
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paper2
2009Improving real-time estimates of the output gap In: Finance and Economics Discussion Series.
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paper1
2012Signal extraction for nonstationary multivariate time series with illustrations for trend inflation In: Finance and Economics Discussion Series.
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paper5
2006Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter In: Journal of Forecasting.
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article7
2011On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series In: Econometric Reviews.
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article3
2000Heterogeneous policy responses and the risk of monetary disintegration in Europe In: Research Notes.
[Full Text][Citation analysis]
paper2

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