Thomas Morgan Trimbur : Citation Profile

Are you Thomas Morgan Trimbur?

Johns Hopkins University

6

H index

4

i10 index

253

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2000 - 2012). See details.
   Cites by year: 21
   Journals where Thomas Morgan Trimbur has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 7 (2.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptr282
   Updated: 2019-09-14    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:

Proietti, Tommaso (11)

Koopman, Siem Jan (11)

Creal, Drew (11)

Morley, James (8)

Gonzalez, Rodrigo (8)

van Dijk, Herman (8)

Harvey, Andrew (7)

McElroy, Tucker (5)

Ricco, Giovanni (5)

Flaig, Gebhard (4)

Lemoine, Matthieu (4)

Cites to:

Harvey, Andrew (19)

Koopman, Siem Jan (10)

King, Robert (8)

van Dijk, Herman (7)

Shephard, Neil (5)

Doornik, Jurgen (5)

Baxter, Marianne (5)

Prescott, Edward (4)

Hodrick, Robert (4)

Stock, James (3)

Kilian, Lutz (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
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute3

Recent works citing Thomas Morgan Trimbur (2018 and 2017)

YearTitle of citing document
2017A Monetary Stress Indicator for the Economic Community of West African States. (2017). Tillmann, Peter ; PeterTillmann, ; Diop, Samba. In: Journal of African Development. RePEc:afe:journl:v:19:y:2017:i:2:p:1-18.

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2017MODELLING INTERNATIONAL OILSEED PRICES: AN APPLICATION OF THE STRUCTURAL TIME SERIES MODEL. (2017). Hazrana, Jaweriah . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266469.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017A menu on output gap estimation methods. (2017). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1720.

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2017Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17.

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2017Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules. (2017). Thomas, Trimbur ; Tucker, Mcelroy . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:37:n:1.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018A Model of the Feds View on Inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12564.

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2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

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2019Adding cycles into the neoclassical growth model. (2019). Livieri, G ; Paradiso, A ; Donadelli, M. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:162-171.

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2018Econometrics with system priors. (2018). Plašil, Miroslav ; Plail, Miroslav ; Andrle, Michal. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:134-137.

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2018Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization. (2018). Constantinescu, Mihnea. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:649-664.

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2017Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth. (2017). Gonzalez, Rodrigo Barbone ; Gomes, Leonardo Sousa ; Alves, Joaquim Ignacio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1007-1024.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2019Online big data-driven oil consumption forecasting with Google trends. (2019). Yu, Lean ; Yang, Zebin ; Tang, Ling ; Zhao, Yaqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:213-223.

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2017The cyclicality of fiscal policy: New evidence from unobserved components approach. (2017). Wohar, Mark ; Bhattacharya, Prasad ; Bashar, Omar. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:222-234.

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2017Emerging economies’ short-term private external debt as evidence of economic crisis. (2017). Ekici, Oya ; Nemliolu, Karun . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:232-246.

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2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

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2018A model of FEDS view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1803.

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2017Characterizing the financial cycle: evidence from a frequency domain analysis. (2017). Proaño, Christian ; Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: IMK Working Paper. RePEc:imk:wpaper:189-2017.

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2017Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy. (2017). Nguyen, Anh ; Constantinescu, Mihnea ; Minh, Anh Dinh . In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:4.

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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/1.

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2019Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends. (2019). Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:49.

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2018Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries. (2018). Lenart, Ukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:233-262.

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2017Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries. (2017). Pipień, Mateusz ; Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:201-241.

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2018A model of the FEDs view on inflation. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/784ilbkihi9tkblnh7q2514823.

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2017Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2017). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Discussion Papers. RePEc:swe:wpaper:2016-09a.

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2017Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?. (2017). Morley, James ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2016-12a.

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2017Multistep ahead forecasting of vector time series. (2017). McCracken, Michael ; McElroy, Tucker . In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:5:p:495-513.

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2019Regulating Global Externalities. (2019). Gerlagh, Reyer. In: Discussion Paper. RePEc:tiu:tiucen:9a0a6f7a-f8d0-4495-8aed-41922922e399.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1145.

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Works by Thomas Morgan Trimbur:

YearTitleTypeCited
2007A Note on Common Cycles, Common Trends, and Convergence In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article14
2006Properties of higher order stochastic cycles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article13
2001General Model-based Filters for Extracting Cycles and Trends in Economic Time Series In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper130
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: 130		article
2004Cyclical components in economic time series: A Bayesian approach In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper9
2007Trends and cycles in economic time series: A Bayesian approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article63
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: 63		paper
2010Stochastic level shifts and outliers and the dynamics of oil price movements In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2011Comments on Calling recessions in real time In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2004Bayes estimates of the cyclical component in twentieth centruy US gross domestic product In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper3
2002Cyclical components in economic time series In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper4
2007Continuous 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]		paper1
2009Improving real-time estimates of the output gap In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2012Signal extraction for nonstationary multivariate time series with illustrations for trend inflation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2006Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter In: Journal of Forecasting.
[Full Text][Citation analysis]		article6
2011On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2000Heterogeneous policy responses and the risk of monetary disintegration in Europe In: Research Notes.
[Full Text][Citation analysis]		paper2

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