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Research and Statistics Staff | Industrial Output Section
photograph of Thomas M Trimbur
Thomas M Trimbur
Economist
Industrial Output Section
Division of Research and Statistics

Contact Information
thomas.m.trimbur@frb.gov

Fields of Interest
Econometrics and Statistics
Macroeconomics
Computational Techniques

Education
Ph.D., Econometrics, Cambridge University, 2003
M.A., Economics, Harvard University, 1998
B.Sc., Physics, Economics (Double Major), Massachusetts Institute of Technology, 1995

Professional Experience
Board of Governors of the Federal Reserve System, 2006-present
Post-Doctoral Researcher, U.S. Census Bureau, 2003-2006
Analyst, Deutsche Bank Research, 1997-1999

Selected Publications

  • ''General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series'' (with Andrew C. Harvey), Review of Economics and Statistics, vol. 85 (May 2003), pp. 244-255.
  • ''Properties of Higher Order Stochastic Cycles,'' Journal of Time Series Analysis, vol. 27 (January 2006), pp. 1-17.
  • ''Trends and Cycles in Economic Time Series : a Bayesian Approach'' (with Andrew C. Harvey and Herman K. Van Dijk), Journal of Econometrics (forthcoming).
  • ''A Note on Common Cycles, Common Trends and Convergence'' (with Andrew C. Harvey and Vasco Carvalho), Journal of Business and Economic Statistics (forthcoming).


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Last update: July 18, 2006