Irma Hindrayanto

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

7

DOWNLOADS

306

CITATIONS

0

Scholarly Papers (7)

1.

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 University of Manchester - School of Social Sciences
Downloads 80 (280,789)

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

2.

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, Bank of Italy, 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, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, 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
Downloads 72 (300,845)

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

3.

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 51 (354,862)

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

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 26 (463,092)

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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

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 15 (528,605)

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

5.

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 29 (435,776)

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Unobserved Component Time Series Model, Kalman Filter, Maximum Likelihood Estimation, Short-Term 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 23 (465,793)

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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, University of Manchester - School of Social Sciences and University of Tasmania
Downloads 10 (536,420)

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