Contact Information
202-452-2935
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., Economics, Physics, 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, Macroeconomics, Deutsche Bank Research, 1997-1999

Selected Publications

• ''Stochastic Level Shifts and Outliers and the Dynamics of Oil Price Movements,'' International Journal of Forecasting (forthcoming).
• Continuous Time Signal Extraction (with Tucker S. McElroy), Finance and Economics Discussion Series 2007-68. Washington: Board of Governors of the Federal Reserve System, 2007.
• ''Bayes Estimates of the Cyclical Component in Twentieth Century U.S. Gross Domestic Product'' (with Andrew C. Harvey and Hermann K. van Dijk), in Gian Luigi Mazzi and Giovanni Savio, eds., Growth and Cycle in the Eurozone. Basingstoke: Palgrave Macmillan, 2007.
• ''Trend Estimation, Signal-Noise Ratios, and the Frequency of Observation'' (with Andrew C. Harvey), in Gian Luigi Mazzi and Giovanni Savio, eds., Growth and Cycle in the Eurozone. Basingstoke: Palgrave Macmillan, 2007.
• ''A Note on Common Cycles, Common Trends and Convergence'' (with Andrew C. Harvey and Vasco Carvalho), Journal of Business and Economic Statistics, vol. 25 (2007), pp. 12-20.
• ''Trends and Cycles in Economic Time Series : a Bayesian Approach'' (with Andrew C. Harvey and Herman K. Van Dijk), Journal of Econometrics, vol. 140 (2007), pp. 618-649.
• ''Properties of Higher Order Stochastic Cycles,'' Journal of Time Series Analysis, vol. 27 (January 2006), pp. 1-17.
• ''Detrending Economic Time Series: A Bayesian Generalization of the Hodrick-Prescott Filter,'' Journal of Forecasting, vol. 25 (2006), pp. 247-273.
• ''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.