Irma Hindrayanto : Citation Profile


Are you Irma Hindrayanto?

de Nederlandsche Bank

5

H index

2

i10 index

108

Citations

RESEARCH PRODUCTION:

6

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 8
   Journals where Irma Hindrayanto has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 6 (5.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phi186
   Updated: 2021-10-16    RAS profile: 2021-08-11    
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Relations with other researchers


Works with:

Koopman, Siem Jan (5)

Galati, Gabriele (4)

Samarina, Anna (2)

Bonam, Dennis (2)

de Winter, Jasper (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Irma Hindrayanto.

Is cited by:

Schüler, Yves (11)

Mandler, Martin (5)

Blazsek, Szabolcs (5)

Galan, Jorge (4)

Burlon, Lorenzo (4)

Koopman, Siem Jan (4)

Peltonen, Tuomas (3)

Escribano, Alvaro (3)

BORIO, Claudio (3)

Silvestrini, Andrea (3)

Xia, Fan Dora (3)

Cites to:

Koopman, Siem Jan (27)

Kose, Ayhan (17)

Giannone, Domenico (17)

BORIO, Claudio (15)

Reichlin, Lucrezia (14)

Harvey, Andrew (11)

Drehmann, Mathias (11)

Galí, Jordi (10)

Claessens, Stijn (10)

Terrones, Marco (9)

Galati, Gabriele (9)

Main data


Where Irma Hindrayanto has published?


Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Irma Hindrayanto (2021 and 2020)


YearTitle of citing document
2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2020The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007.

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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2020Seasonal adjustment of the Bank of Russia Payment System financial flows data. (2020). Tsvetkova, Anna ; Khabibullin, Ramis ; Turdyeva, Natalia ; Seleznev, Sergey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps65.

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2020Financial Factors, Openness and the Natural Interest Rate in China. (2020). Li, Hongjin ; Su, Naifang. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:4:p:76-100.

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2020Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144.

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2021COVID19 and Seasonal Adjustment. (2021). Jacobs, Jan ; Abeln, Barend. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-05.

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2020Consumer and industrial prices in 2020 - the year of the coronavirus. (2020). Novotny, Filip ; Polak, Petr. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2020/12.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf.

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2020An assessment of the Phillips curve over time: evidence for the United States and the euro area. (2020). Koopmans, Siem Jan ; Mellens, Martin ; Vlekke, Marente. In: CPB Discussion Paper. RePEc:cpb:discus:416.

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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Aldama, Pierre ; Kuhl, Michael ; Szorfi, Bela ; Christoffel, Kai ; Zimic, Sreko ; Zhutova, Anastasia ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Kilponen, Juha ; Warne, Anders ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Assouan, Emmanuelle ; Bonfim, Diana ; Idier, Julien ; Velez, Anatoli Segura ; Lima, Diana ; Grassi, Alberto ; Martin, Alberto ; Jovanovic, Mario ; Andreeva, Desislava ; Miettinen, Pavo ; Albertazzi, Ugo ; Cuciniello, Vincenzo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Altavilla, Carlo ; Garabedian, Garo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Maddaloni, Angela ; Balfoussia, Hiona ; Patriek, Matic ; Ioannidis, Michael ; Kok, Christoffer ; Fernandez, Luis
2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2020The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20202485.

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2021Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

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2020Non-linearity in the wage Phillips curve: Euro area analysis. (2020). Zekaite, Zivile ; Byrne, David. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302460.

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2020On the credit-to-GDP gap and spurious medium-term cycles. (2020). Schüler, Yves ; Schuler, Yves S. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301701.

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2021Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. (2021). Koopman, Siem Jan ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000232.

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2020Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018. (2020). Skare, Marinko ; Porada-Rocho, Magorzata. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:567-575.

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2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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2020Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362.

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2020Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x.

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2020The Length of Financial Cycle and its Impact on Business Cycle in Poland. (2020). porada -Rochon, Malgorzata ; Porada-Rochon, Malgorzata. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1278-1290.

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2020Home sweet home: The effects of housing loan subsidies on the housing market in Croatia. (2020). Zilic, Ivan ; Author-Name, Davor Kunovac. In: Working Papers. RePEc:hnb:wpaper:60.

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2020How Should Credit Gaps Be Measured? An Application to European Countries. (2020). Detragiache, Enrica ; Shahmoradi, Asghar ; Musayev, Anvar ; Mineshima, Aiko ; Harrison, Olamide ; Dell'Erba, Salvatore ; Baba, Chikako. In: IMF Working Papers. RePEc:imf:imfwpa:2020/006.

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2020Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches. (2020). Eller, Markus ; Comunale, Mariarosaria ; Lahnsteiner, Mathias. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:74.

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2021A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-4.

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2020Langfristige Determinanten der österreichischen Inflation – die Rolle des EU-Beitritts. (2020). Rumler, Fabio ; Messner, Teresa . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2020:i:q1-q2/20:b:10.

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2020Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches. (2020). Comunale, Mariarosaria ; Lahnsteiner, Mathias ; Eller, Markus. In: Working Papers. RePEc:onb:oenbwp:229.

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2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

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2021Estimating business and financial cycles in Slovenia. (2021). Lenarčič, Črt ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:109977.

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2020Exploring BIS credit-to-GDP gap critiques: the Swiss case. (2020). Riederer, Stéphane ; Nyffeler, Reto ; Jokipii, Terhi. In: Working Papers. RePEc:snb:snbwpa:2020-19.

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2020Identifying the Financial Cycle in Slovakia. (2020). Suster, Martin ; Kupkovic, Patrik. In: Working and Discussion Papers. RePEc:svk:wpaper:1070.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2020On adjusting the one-sided Hodrick-Prescott filter. (2020). Schuler, Yves ; Mokinski, Frieder ; Wolf, Elias. In: Discussion Papers. RePEc:zbw:bubdps:112020.

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2020On the credit-to-GDP gap and spurious medium-term cycles. (2020). Schuler, Yves. In: Discussion Papers. RePEc:zbw:bubdps:282020.

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2020Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020.

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2021A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:415.

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Works by Irma Hindrayanto:


YearTitleTypeCited
2009Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* In: Oxford Bulletin of Economics and Statistics.
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article3
2006Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3
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2018The natural rate of interest from a monetary and financial perspective In: DNB Occasional Studies.
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paper3
2019Inflation in the euro area since the Global Financial Crisis In: DNB Occasional Studies.
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paper4
2014Nowcasting and forecasting economic growth in the euro area using principal components In: DNB Working Papers.
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paper0
2014Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2014On trend-cycle-seasonal interactions In: DNB Working Papers.
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paper6
2016Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area In: DNB Working Papers.
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paper30
2017Modeling the business and financial cycle in a multivariate structural time series model In: DNB Working Papers.
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paper8
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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paper5
2010Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis.
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article7
2016Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area In: Economics Letters.
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article28
2016Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area.(2016) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 28
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2019Is the Phillips curve still alive? Evidence from the euro area In: Economics Letters.
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article5
2016Forecasting and nowcasting economic growth in the euro area using factor models In: International Journal of Forecasting.
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article5
2017Trend-cycle-seasonal interactions: identification and estimation In: CAMA Working Papers.
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2013Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics.
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article1
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 1
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2018Looking for the stars: Estimating the natural rate of interest In: Working Paper Series.
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