Irma Hindrayanto : Citation Profile

Are you Irma Hindrayanto?

de Nederlandsche Bank

6

H index

4

i10 index

168

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 10
   Journals where Irma Hindrayanto has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 3 (1.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phi186
   Updated: 2023-11-04    RAS profile: 2021-08-11    
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Relations with other researchers

Works with:

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 (10)

Mandler, Martin (9)

Comunale, Mariarosaria (7)

Galan, Jorge (5)

Jacobs, Jan (5)

Koopman, Siem Jan (5)

Wong, Benjamin (5)

de Haan, Jakob (4)

Burlon, Lorenzo (3)

Mongelli, Francesco (3)

Gusella, Filippo (3)

Cites to:

Giannone, Domenico (32)

Reichlin, Lucrezia (29)

Koopman, Siem Jan (24)

Harvey, Andrew (11)

Ng, Serena (11)

Comunale, Mariarosaria (11)

Claessens, Stijn (9)

Kose, Ayhan (8)

Watson, Mark (8)

Rünstler, Gerhard (8)

Boivin, Jean (8)

Main data

Where Irma Hindrayanto has published?

Journals with more than one article published# docs
Economics Letters2
Oxford Bulletin of Economics and Statistics2

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

Recent works citing Irma Hindrayanto (2023 and 2022)

YearTitle of citing document
2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2022Multiscale Comparison of Nonparametric Trend Curves. (2022). Vogt, Michael ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2209.10841.

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2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2023Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608.

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2022Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730.

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2022Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2022Nowcasting GDP using machine learning methods. (2022). Kant, Dennis ; Pick, Andreas ; de Winter, Jasper. In: Working Papers. RePEc:dnb:dnbwpp:754.

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2023Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2022A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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2022Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2022Wage and unemployment: Evidence from online job vacancy data. (2022). Talavera, Oleksandr ; Pham, Tho ; Tsapin, Andriy ; Faryna, Oleksandr. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:52-70.

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2022The rich, poor, and middle class: Banking crises and income distribution. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000985.

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2022Financial cycles across G7 economies: A view from wavelet analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000378.

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2022Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2022Density forecasts of inflation using Gaussian process regression models.. (2022). Claveria, Oscar ; Torra, Salvador ; Monte, Enric ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202210.

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2023Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8.

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2023Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5.

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2022An Early Indicator for Anomalous Stock Market Performance. (2022). Wiechers, Lukas ; Gries, Thomas ; Fritz, Marlon. In: Working Papers CIE. RePEc:pdn:ciepap:153.

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2023A Model of Cycles and Bubbles under Heterogeneous Beliefs in Financial Markets. (2023). Burs, Carina. In: Working Papers CIE. RePEc:pdn:ciepap:154.

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2023The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47.

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2022Determinants of cost of equity for listed euro area banks. (2022). Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202209.

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2022Cycle financier, cycle réel et transmission de la politique monétaire au Maroc. (2022). Achour, Aya ; Chafik, Omar. In: Document de travail. RePEc:ris:bkamdt:2022_002.

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2022Characterizing India’s Financial Cycle. (2022). Sharma, Saurabh ; Behera, Harendra. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:2:p:152-183.

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2022Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). de Haan, Jakob ; Tian, Xin. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:13015550.

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2022Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach. (2022). Botha, Ilse ; Wet, Milan Christian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:1:d:10.1007_s41549-022-00064-y.

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2022COVID-19 and Seasonal Adjustment. (2022). , Jan ; An, J ; Abeln, Barend. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00071-z.

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2022Dynamic factor models: Does the specification matter?. (2022). Miranda, Karen ; Ruiz, Esther ; Poncela, Pilar. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00248-2.

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2023Institutional supercycles: an evolutionary macro-finance approach. (2023). Michell, JO ; Gabor, Daniela ; Dafermos, Yannis. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:5:p:693-712.

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2022A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022.

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2022House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Tippet, Ben ; Kohler, Karsten. In: IPE Working Papers. RePEc:zbw:ipewps:1942022.

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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.
[Full Text][Citation analysis]		article5
2006Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2019TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article7
2017Trend-cycle-seasonal interactions: identification and estimation.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper38
2010Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article7
2016Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area In: Economics Letters.
[Full Text][Citation analysis]		article78
2016Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2019Is the Phillips curve still alive? Evidence from the euro area In: Economics Letters.
[Full Text][Citation analysis]		article11
2016Forecasting and nowcasting economic growth in the euro area using factor models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2013Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics.
[Full Text][Citation analysis]		article2
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2018Looking for the stars: Estimating the natural rate of interest In: Working Paper Series.
[Full Text][Citation analysis]		paper0

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