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TheEconomists

Photo of Thomas M. Trimbur
202-452-2935
thomas.m.trimbur@frb.gov
Education
  • Ph.D., Economics (Econometrics Focus), Cambridge University, 2003
  • B.Sc., Economics, Massachusetts Institute of Technology, 1995
  • B.Sc., Physics, Massachusetts Institute of Technology, 1995
  • Current Research Topics

  • Time Series Econometrics: Theory & Methodology
  • Econometric Applications for Macroeconomic Data
    • Economist: Division of Research and Statistics

      Board of Governors of the Federal Reserve System

    • 2006 - present
    • Post-Doctoral Fellow: Statistical Research Division

      U.S. Census Bureau

    • 2003 - 2006
    • Research Analyst: Macroeconomics and Econometrics

      Deutsche Bank Research

    • 1997 - 1999
  • McElroy, Tucker S., and Thomas M. Trimbur (2012). "Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation," Finance and Economics Discussion Series 2012-45. Board of Governors of the Federal Reserve System (U.S.).
  • Trimbur, Thomas M., and W. R. Bell (2012). "Seasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and Testing," in Bell, William R., Scott H. Holan and Tucker S. McElroy eds., Economic Time Series: Modeling and Seasonality. Boca Raton, FL: Chapman& Hall/CRC, pp. 37-62.
  • McElroy, Tucker S., and Thomas Trimbur (2011). "On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series," Econometric Reviews, vol. 30, no. 5, pp. 475-513.
  • Trimbur, Thomas M. (2011). "Calling Recessions in Real Time: Comments," International Journal of Forecasting, vol. 27, no. 4, pp. 1027-1031.
  • Trimbur, Thomas M. (2010). "Stochastic Level Shifts and Outliers and the Dynamics of Oil Price Movements," International Journal of Forecasting, vol. 26, no. 1, pp. 162-179.
  • Trimbur, Thomas M. (2009). "Improving Real-Time Estimates of the Output Gap," Finance and Economics Discussion Series 2009-32. Board of Governors of the Federal Reserve System (U.S.).
  • Harvey, Andrew C., and Thomas M. Trimbur (2008). "Trend Estimation and the Hodrick-Prescott Filter," Journal of the Japan Statistical Society, vol. 38, pp. 41-49.
  • Carvalho, Vasco, Andrew Harvey, and Thomas Trimbur (2007). "A Note on Common Cycles, Common Trends, and Convergence," Journal of Business and Economic Statistics, vol. 25, no. 1, pp. 12-20.
  • Harvey, Andrew C., and Thomas M. Trimbur (2007). "Trend Estimation, Signal-Noise Ratios and the Frequency of Observations," in Mazzi, Gian L., Giovanni Savio eds., Growth and Cycle in the Eurozone. Houndmills, U.K. and New York: Palgrave Macmillan, pp. 60-75.
  • Harvey, Andrew C., Thomas M. Trimbur, and Herman K. van Dijk (2007). "Bayes Estimates of the Cyclical Component in Twentieth Century US Gross Domestic Product," in Mazzi, Gian L., Giovanni Savio eds., Growth and Cycle in the Eurozone. Houndmills and New York: Palgrave Macmillan, pp. 76-89.
  • Harvey, Andrew C., Thomas M. Trimbur, and Herman K. Van Dijk (2007). "Trends and Cycles in Economic Time Series: A Bayesian Approach," Journal of Econometrics, vol. 140, no. 2, pp. 618-649.
  • McElroy, Tucker S., and Thomas M. Trimbur (2007). "Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass Filtering," Finance and Economics Discussion Series 2007-68. Board of Governors of the Federal Reserve System (U.S.).
  • Trimbur, Thomas (2006). "Properties of Higher Order Stochastic Cycles," Journal of Time Series Analysis, vol. 27, pp. 1-17.
  • Trimbur, Thomas M. (2006). "Detrending Economic Time Series: A Bayesian Generalization of the Hodrick-Prescott Filter," Journal of Forecasting, vol. 25, no. 4, pp. 247-273.
  • Harvey, Andrew, and Thomas Trimbur (2003). "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," Review of Economics and Statistics, vol. 85, pp. 244-255.
  • Harvey, Andrew C., and Thomas M. Trimbur (2003). "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," Review of Economics and Statistics, vol. 85, no. 2, pp. 244-255.
  • Harvey, Andrew, Thomas Trimbur, and Herman van Dijk (2003). "Cyclical Components in Economic Time Series: A Bayesian Approach," Cambridge Working Papers in Economics 0203. University of Cambridge, Department of Applied Economics.
  • Harvey, Andrew C., and Thomas M. Trimbur (2001). "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," Cambridge Working Papers in Economics 0113. University of Cambridge, Department of Applied Economics.
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Last update: December 9, 2013