Thomas Trimbur

Biographic Data

ID8920933
NAMEThomas Trimbur
GIVEN NAMESThomas
FAMILY NAMETrimbur
SIGNATURETRIMBUR T
AFFILIATIONSUniversity of Cambridge
VERIFIEDNo
TOTAL WORKS2
TOTAL CITATIONS0
WORKS AS AUTHOR2
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2003
LATEST PUBLICATION YEAR2007
H-INDEX0

  • A Note on Common Cycles, Common Trends, and Convergence

    Vasco M Carvalho, Vasco Carvalho et al.ARTICLEJournal of Business and Economic…2007

    This article compares and contrasts structural time series models and the common features methodology. The way in which trends are handled is highlighted by describing a recent structural time series model that allows convergence to a common growth path. Postsample data are used to test its forecasting performance for income per head in U.S. regions. A test for common cycles is proposed, its asymptotic distribution is given, and small-sample prop…

  • General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series

    Andrew Harvey, Andrew C Harvey et al.ARTICLEThe Review of Economics and…2003

    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…