Thomas M Trimbur
Biographic Data
| ID | 8880402 |
|---|---|
| NAME | Thomas M Trimbur |
| GIVEN NAMES | Thomas M |
| FAMILY NAME | Trimbur |
| SIGNATURE | TRIMBUR T M |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2003 |
| H-INDEX | 0 |
General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
A class of model-based filters for extracting trends and cycles in economic time series is presented. These lowpass and bandpass filters are derived in a mutually consistent manner as the joint solution to a signal extraction problem in an unobserved-components model. The resulting trends and cycles are computed in finite samples using the Kalman filter and associated smoother. The filters form a class which is a generalization of the class of Bu…
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General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series
A class of model-based filters for extracting trends and cycles in economic time series is presented. These lowpass and bandpass filters are derived in a mutually consistent manner as the joint solution to a signal extraction problem in an unobserved-components model. The resulting trends and cycles are computed in finite samples using the Kalman filter and associated smoother. The filters form a class which is a generalization of the class of Bu…
Advanced Control Systems Optimization (1 work) · Applied Mathematics (1 work) · Applied Mathematics (1 work) · Artificial Intelligence (1 work) · Artificial Intelligence (1 work) · Band-pass filter (1 work) · Class (philosophy) (1 work) · Computer Science (1 work) · Control theory (sociology) (1 work) · Econometrics (1 work)