Irma Hindrayanto
Personal Details
First Name: | Irma |
Middle Name: | |
Last Name: | Hindrayanto |
Suffix: | |
RePEc Short-ID: | phi186 |
| |
https://www.dnb.nl/en/research/personal-pages/irma-hindrayanto/ | |
Terminal Degree: | 2011 Afdeling Econometrie and Operations Research; School of Business and Economics; Vrije Universiteit Amsterdam (from RePEc Genealogy) |
Affiliation
de Nederlandsche Bank
Amsterdam, Netherlandshttp://www.dnb.nl/
RePEc:edi:dnbgvnl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mengheng Li & Irma Hindrayanto, 2018. "Looking for the stars: Estimating the natural rate of interest," Working Paper Series 51, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017.
"Trend-cycle-seasonal interactions: identification and estimation,"
CAMA Working Papers
2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019. "Trend–Cycle–Seasonal Interactions: Identification And Estimation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
- Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016.
"Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area,"
Tinbergen Institute Discussion Papers
16-029/III, Tinbergen Institute.
- Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016. "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, vol. 145(C), pages 83-87.
- Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
- Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010.
"Modeling Trigonometric Seasonal Components for Monthly Economic Time Series,"
Tinbergen Institute Discussion Papers
10-018/4, Tinbergen Institute.
- Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013. "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
- Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006.
"Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment,"
Tinbergen Institute Discussion Papers
06-101/4, Tinbergen Institute.
- Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
Articles
- Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.
- Hindrayanto, Irma & Samarina, Anna & Stanga, Irina M., 2019. "Is the Phillips curve still alive? Evidence from the euro area," Economics Letters, Elsevier, vol. 174(C), pages 149-152.
- Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019.
"Trend–Cycle–Seasonal Interactions: Identification And Estimation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017. "Trend-cycle-seasonal interactions: identification and estimation," CAMA Working Papers 2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.
- Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016.
"Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area,"
Economics Letters, Elsevier, vol. 145(C), pages 83-87.
- Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area," Tinbergen Institute Discussion Papers 16-029/III, Tinbergen Institute.
- Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013.
"Modelling trigonometric seasonal components for monthly economic time series,"
Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
- Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
- Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius, 2010. "Exact maximum likelihood estimation for non-stationary periodic time series models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2641-2654, November.
- Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009.
"Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
- Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (6) 2007-01-23 2015-04-25 2016-05-08 2017-09-10 2018-03-26 2018-12-24. Author is listed
- NEP-ECM: Econometrics (3) 2007-01-23 2011-02-26 2017-09-10
- NEP-ETS: Econometric Time Series (3) 2007-01-23 2011-02-26 2017-09-10
- NEP-FOR: Forecasting (3) 2007-01-23 2014-09-05 2015-04-25
- NEP-BAN: Banking (1) 2016-05-08
- NEP-BEC: Business Economics (1) 2016-05-08
- NEP-CBA: Central Banking (1) 2018-12-24
- NEP-EEC: European Economics (1) 2015-04-25
- NEP-PKE: Post Keynesian Economics (1) 2016-05-08
- NEP-URE: Urban and Real Estate Economics (1) 2018-03-26
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