Details about Irma Hindrayanto

Access statistics for papers by Irma Hindrayanto.

Last updated 2021-08-11. Update your information in the RePEc Author Service.

Short-id: phi186

Working Papers

2018

1. Looking for the stars: Estimating the natural rate of interest
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney
2. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (43)

2017

3. Trend-cycle-seasonal interactions: identification and estimation
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   See also Journal Article TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (3) (2019)

2016

4. Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (76)
   See also Journal Article Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area, Economics Letters, Elsevier (2016) View citations (86) (2016)

2014

5. Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2010

6. Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   See also Journal Article Modelling trigonometric seasonal components for monthly economic time series, Applied Economics, Taylor & Francis Journals (2013) View citations (4) (2013)

2006

7. Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   See also Journal Article 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 (2009) View citations (6) (2009)

Journal Articles

2022

1. Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies
   Oxford Bulletin of Economics and Statistics, 2022, 84, (1), 57-79 View citations (7)

2019

2. Is the Phillips curve still alive? Evidence from the euro area
   Economics Letters, 2019, 174, (C), 149-152 View citations (15)
3. TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION
   Macroeconomic Dynamics, 2019, 23, (8), 3163-3188 View citations (3)
   See also Working Paper Trend-cycle-seasonal interactions: identification and estimation, CAMA Working Papers (2017) View citations (1) (2017)

2016

4. Forecasting and nowcasting economic growth in the euro area using factor models
   International Journal of Forecasting, 2016, 32, (4), 1284-1305 View citations (21)
5. Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area
   Economics Letters, 2016, 145, (C), 83-87 View citations (86)
   See also Working Paper Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area, Tinbergen Institute Discussion Papers (2016) View citations (76) (2016)

2013

6. Modelling trigonometric seasonal components for monthly economic time series
   Applied Economics, 2013, 45, (21), 3024-3034 View citations (4)
   See also Working Paper Modeling Trigonometric Seasonal Components for Monthly Economic Time Series, Tinbergen Institute Discussion Papers (2010) (2010)

2010

7. Exact maximum likelihood estimation for non-stationary periodic time series models
   Computational Statistics & Data Analysis, 2010, 54, (11), 2641-2654 View citations (7)

2009

8. Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment*
   Oxford Bulletin of Economics and Statistics, 2009, 71, (5), 683-713 View citations (6)
   See also Working Paper Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment, Tinbergen Institute Discussion Papers (2006) (2006)