Irma Hindrayanto

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS

1,011

TOTAL CITATIONS
Rank 22,370

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Top 22,370

in Total Papers Citations

53

Scholarly Papers (7)

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 258 (234,397)
Citation 10

Abstract:

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financial cycles, synchronicity, real-time estimates, DSGE models

Real and Financial Cycles in EU Countries - Stylised Facts and Modelling Implications

ECB Occasional Paper No. 2018/205
Number of pages: 68 Posted: 09 Oct 2021
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, National Bank of Belgium, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, Banque de France, Central Bank of Ireland, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Central Bank of Ireland, Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank (ECB)
Downloads 114 (481,450)
Citation 2

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DSGE models, financial cycles, real-time estimates, synchronicity

Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components

De Nederlandsche Bank Working Paper No. 415
Number of pages: 31 Posted: 20 Feb 2014
Irma Hindrayanto, Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and De Nederlandsche Bank
Downloads 93 (557,125)
Citation 6

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Factor models, Principal component analysis, Forecasting, Kalman filter, State space method, Publication lag, Mixed frequency

Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components

Tinbergen Institute Discussion Paper 14-113/III
Number of pages: 29 Posted: 24 Aug 2014
Irma Hindrayanto, Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and De Nederlandsche Bank
Downloads 57 (732,680)

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Factor models, Principal component analysis, Forecasting, Kalman filter, State space method, Publication lag, Mixed frequency

3.

Modeling the Business and Financial Cycle in a Multivariate Structural Time Series Model

De Nederlandsche Bank Working Paper No. 573
Number of pages: 44 Posted: 24 Oct 2017
De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics, De Nederlandsche Bank and Independent
Downloads 133 (425,527)
Citation 1

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Unobserved Component Time Series Model, Kalman Filter, Maximum Likelihood Estimation, Short-Term And Medium-Term Cycles

4.

On Trend-Cycle-Seasonal Interactions

De Nederlandsche Bank Working Paper No. 417
Number of pages: 32 Posted: 13 Mar 2014
Irma Hindrayanto, Jan P. A. M. Jacobs and Denise R. Osborn
De Nederlandsche Bank, University of Groningen - Faculty of Economics and Business and The University of Manchester - School of Social Sciences
Downloads 119 (463,442)
Citation 2

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trend-cycle-seasonal decomposition, unobserved components, state-space models, seasonal adjustment, global real economic activity, unemployment

5.

Measuring Financial Cycles with a Model-Based Filter: Empirical Evidence for the United States and the Euro Area

De Nederlandsche Bank Working Paper No. 495
Number of pages: 27 Posted: 27 Jan 2016
De Nederlandsche Bank, De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 99 (529,722)
Citation 17

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unobserved component models, state space method, maximum likelihood, bandpass filter, short and medium term cycles

6.

Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area

Tinbergen Institute Discussion Paper 16-029/III
Number of pages: 10 Posted: 25 Apr 2016
De Nederlandsche Bank, De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 85 (582,835)
Citation 12

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unobserved components time series model, Kalman filter, maximum likelihood estimation, band-pass filter, medium-term cycles

7.

Trend-Cycle-Seasonal Interactions: Identification and Estimation

CAMA Working Paper No. 57/2017
Number of pages: 39 Posted: 08 Sep 2017
De Nederlandsche Bank, University of Groningen - Faculty of Economics and Business, The University of Manchester - School of Social Sciences and University of Tasmania
Downloads 53 (741,430)
Citation 3

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Trend-Cycle-Seasonal Decomposition, Unobserved Components, Seasonal Adjustment, Employment, Great Recession