Thomas M. Trimbur - Central Bank Research Hub

Papers by year: All | 2012 | 2009 | 2008

Title Other author(s)

Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-45, 30.06.2012)

Improving Real-Time Estimates of the Output Gap

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-32, 09.07.2009)

JEL: C22, E32

Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-68, 01.02.2008)

Papers by year: All | 2012 | 2009 | 2008