Thomas Trimbur

685 total citations
20 papers, 410 citations indexed

About

Thomas Trimbur is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Thomas Trimbur has authored 20 papers receiving a total of 410 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in General Economics, Econometrics and Finance, 17 papers in Economics and Econometrics and 5 papers in Finance. Recurrent topics in Thomas Trimbur's work include Monetary Policy and Economic Impact (18 papers), Complex Systems and Time Series Analysis (9 papers) and Market Dynamics and Volatility (8 papers). Thomas Trimbur is often cited by papers focused on Monetary Policy and Economic Impact (18 papers), Complex Systems and Time Series Analysis (9 papers) and Market Dynamics and Volatility (8 papers). Thomas Trimbur collaborates with scholars based in United States, United Kingdom and South Sudan. Thomas Trimbur's co-authors include Andrew Harvey, Herman K. van Dijk, Tucker McElroy and Vasco M. Carvalho and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Thomas Trimbur

19 papers receiving 368 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Thomas Trimbur United States 8 278 272 142 48 22 20 410
Yasutomo Murasawa Japan 6 430 1.5× 421 1.5× 164 1.2× 83 1.7× 15 0.7× 13 566
Carsten Jentsch Germany 11 140 0.5× 220 0.8× 137 1.0× 36 0.8× 29 1.3× 48 458
Borus Jungbacker Netherlands 6 187 0.7× 460 1.7× 469 3.3× 59 1.2× 7 0.3× 8 608
Giorgio Calzolari Italy 13 248 0.9× 299 1.1× 350 2.5× 62 1.3× 7 0.3× 52 565
Guillaume Chevillon France 9 164 0.6× 193 0.7× 100 0.7× 112 2.3× 25 1.1× 33 356
Lorenzo Trapani United Kingdom 9 114 0.4× 163 0.6× 99 0.7× 24 0.5× 10 0.5× 45 292
Silvano Bordignon Italy 12 66 0.2× 181 0.7× 116 0.8× 84 1.8× 12 0.5× 26 407
Victoria Zinde‐Walsh Canada 12 105 0.4× 154 0.6× 150 1.1× 46 1.0× 11 0.5× 37 421
R. Deane Terrell Australia 11 147 0.5× 193 0.7× 166 1.2× 84 1.8× 19 0.9× 41 423
Abderrahim Taamouti United Kingdom 13 115 0.4× 256 0.9× 298 2.1× 32 0.7× 5 0.2× 44 492

Countries citing papers authored by Thomas Trimbur

Since Specialization
Citations

This map shows the geographic impact of Thomas Trimbur's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas Trimbur with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Trimbur more than expected).

Fields of papers citing papers by Thomas Trimbur

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas Trimbur. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas Trimbur. The network helps show where Thomas Trimbur may publish in the future.

Co-authorship network of co-authors of Thomas Trimbur

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas Trimbur. A scholar is included among the top collaborators of Thomas Trimbur based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Thomas Trimbur. Thomas Trimbur is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
McElroy, Tucker, et al.. (2024). Cycle Fluctuations in the U.S. Real GDP and National Income and Product Accounts Aggregates. Journal of Official Statistics. 40(4). 554–600.
2.
Trimbur, Thomas & Tucker McElroy. (2022). Modelled approximations to the ideal filter with application to GDP and its components. The Annals of Applied Statistics. 16(2). 1 indexed citations
3.
McElroy, Tucker & Thomas Trimbur. (2022). Variable targeting and reduction in large vector autoregressions with applications to workforce indicators. Journal of Applied Statistics. 50(7). 1515–1537. 2 indexed citations
4.
Trimbur, Thomas & Tucker McElroy. (2016). Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules. 9(1). 1 indexed citations
5.
McElroy, Tucker & Thomas Trimbur. (2014). Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation. Journal of Time Series Analysis. 36(2). 209–227. 10 indexed citations
6.
McElroy, Tucker & Thomas Trimbur. (2012). Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation. Finance and Economics Discussion Series. 2012.0(45). 1–44. 4 indexed citations
7.
McElroy, Tucker & Thomas Trimbur. (2012). Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation. SSRN Electronic Journal. 3 indexed citations
8.
McElroy, Tucker & Thomas Trimbur. (2011). On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series. Econometric Reviews. 30(5). 475–513. 3 indexed citations
9.
Trimbur, Thomas. (2009). Stochastic level shifts and outliers and the dynamics of oil price movements. International Journal of Forecasting. 26(1). 162–179. 9 indexed citations
10.
Trimbur, Thomas. (2009). Improving Real-Time Estimates of the Output Gap. Finance and Economics Discussion Series. 2009.0(32). 1–44. 2 indexed citations
11.
Harvey, Andrew & Thomas Trimbur. (2008). Trend Estimation and the Hodrick-Prescott Filter. JOURNAL OF THE JAPAN STATISTICAL SOCIETY. 38(1). 41–49. 64 indexed citations
12.
McElroy, Tucker & Thomas Trimbur. (2007). Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-Pass and Band-Pass Filtering. SSRN Electronic Journal. 1 indexed citations
13.
McElroy, Tucker & Thomas Trimbur. (2007). Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering. Finance and Economics Discussion Series. 2007.0(68). 1–33. 2 indexed citations
14.
Trimbur, Thomas. (2006). Detrending economic time series: a Bayesian generalization of the Hodrick–Prescott filter. Journal of Forecasting. 25(4). 247–273. 17 indexed citations
15.
Carvalho, Vasco M., Andrew Harvey, & Thomas Trimbur. (2006). A Note on Common Cycles, Common Trends, and Convergence. Journal of Business and Economic Statistics. 25(1). 12–20. 16 indexed citations
16.
Harvey, Andrew, Thomas Trimbur, & Herman K. van Dijk. (2006). Trends and cycles in economic time series: A Bayesian approach. Journal of Econometrics. 140(2). 618–649. 80 indexed citations
17.
Trimbur, Thomas. (2005). Properties of higher order stochastic cycles. Journal of Time Series Analysis. 27(1). 1–17. 19 indexed citations
18.
Harvey, Andrew, Thomas Trimbur, & Herman K. van Dijk. (2004). Bayes estimates of the cyclical component in twentieth centruy US gross domestic product. RePub (Erasmus University Rotterdam). 2 indexed citations
19.
Harvey, Andrew & Thomas Trimbur. (2003). General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series. The Review of Economics and Statistics. 85(2). 244–255. 173 indexed citations
20.
Harvey, Andrew, Thomas Trimbur, & Herman K. van Dijk. (2002). Cyclical components in economic time series. RePub (Erasmus University Rotterdam). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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2026