Similar Search Results - EconBiz

Stochastic level shifts and outliers and the dynamics of oil price movements

Trimbur, Thomas M. - In: International journal of forecasting 26 (2010) 1, pp. 162-179

Persistent link: https://www.econbiz.de/10003952375

Improving real-time estimates of the output gap

Trimbur, Thomas M. - 2009

Persistent link: https://www.econbiz.de/10003911889

Detrending economic time series : a Bayesian generalization of the Hodrick-Prescott filter

Trimbur, Thomas M. - In: Journal of forecasting 25 (2006) 4, pp. 247-273

Persistent link: https://www.econbiz.de/10003364172

Improving real-time estimates of the output gap

Trimbur, Thomas M. - Federal Reserve Board (Board of Governors of the … - 2009

This paper investigates strategies for real-time estimation of the output gap. First, I examine estimates from univariate models with stochastic cycles. This corresponds to the use of model-based band-pass filters in real-time, and I find that the turning points in real-time and final output gap...

Persistent link: https://www.econbiz.de/10004973929

Heterogeneous policy responses and the risk of monetary disintegration in Europe

Cornelius, Peter; Trimbur, Thomas M. - 2000

Persistent link: https://www.econbiz.de/10001480563

A new approach to the evaluation and selection of leading indicators

Gottschling, Andreas; Trimbur, Thomas M. - 1998

Persistent link: https://www.econbiz.de/10000991778

General model-based filters for extracting cycles and trends in economic time series

Harvey, Andrew C. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001593484

General model-based filters for extracting cycles and trends in economic time series

Harvey, Andrew C.; Trimbur, Thomas M. - In: The review of economics and statistics 85 (2003) 2, pp. 244-255

Persistent link: https://www.econbiz.de/10001762174

Cyclical components in economic time series : a Bayesian approach

Harvey, Andrew C. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001722218

Cyclical components in economic time series : a Bayesian approach

Harvey, Andrew C. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001726438

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