Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma, Koopman, Siem Jan, de Winter, Jasper
Published in International journal of forecasting (01.10.2016)
Published in International journal of forecasting (01.10.2016)
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Journal Article
TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION
Hindrayanto, Irma, Jacobs, Jan PAM, Osborn, Denise R, Tian, Jing
Published in Macroeconomic dynamics (01.12.2019)
Published in Macroeconomic dynamics (01.12.2019)
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Journal Article
Exact maximum likelihood estimation for non-stationary periodic time series models
Hindrayanto, Irma, Koopman, Siem Jan, Ooms, Marius
Published in Computational statistics & data analysis (01.11.2010)
Published in Computational statistics & data analysis (01.11.2010)
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Journal Article
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
Koopman, Siem Jan, Ooms, Marius, Hindrayanto, Irma
Published in Oxford bulletin of economics and statistics (01.10.2009)
Published in Oxford bulletin of economics and statistics (01.10.2009)
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Journal Article
Modelling trigonometric seasonal components for monthly economic time series
Hindrayanto, Irma, Aston, John A.D., Koopman, Siem Jan, Ooms, Marius
Published in Applied economics (01.07.2013)
Published in Applied economics (01.07.2013)
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Journal Article
On trend-cycle-seasonal interactions
Hindrayanto, Irma, Jacobs, Jan, Osborn, Denise
Published in IDEAS Working Paper Series from RePEc (01.01.2014)
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Published in IDEAS Working Paper Series from RePEc (01.01.2014)
Paper
Real and financial cycles in EU countries - Stylised facts and modelling implications
Rünstler, Gerhard, Balfoussia, Hiona, Burlon, Lorenzo, Buss, Ginters, Comunale, Mariarosaria, De Backer, Bruno, Dewachter, Hans, Guarda, Paolo, Haavio, Markus, Hindrayanto, Irma, Iskrev, Nik
Published in IDEAS Working Paper Series from RePEc (01.01.2018)
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Published in IDEAS Working Paper Series from RePEc (01.01.2018)
Paper