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Authors in Econometric Time Series

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.

Below are authors identified to be in the following field: NEP-ETS (Econometric Time Series). See the top institutions and authors in this field. ? signals authors with whom we have lost contact and are seeking a current email address.


A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A
Abakah, Emmanuel Joel Aikins Andersen, Torben G. Armillotta, Mirko
Addo, Peter Martey Anderson, Heather M. Armstrong, J. Scott
Adusah-Poku, Frank Andreasen, Martin Aruoba, S. Boragan
Aguiar-Conraria, Luis Andree, Bo Pieter Johannes Asafo, Shuffield Seyram
Ait-Sahalia, Yacine Andrews, Donald W. K. Asai, Manabu
Alessi, Lucia Angelini, Francesco Athanasopoulos, George
Allen, David Edmund Angelini, Giovanni Atoi, Ngozi Victor
Al-Sadoon, Majid M. Ankargren, Sebastian Audrino, Francesco
Amado, Cristina Archakov, Ilya Avarucci, Marco
Amisano, Gianni Ardia, David
Anatolyev, Stanislav Arellano, Manuel
B
Babii, Andrii Bec, Frederique Bos, Charles S.
Bacchiocchi, Emanuele Beck, Elliot Boswijk, H. Peter
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Boussaha, Nadia ?
Bai, Jushan Bekiros, Stelios Brannas, Kurt
Bai, Yu Bensalma, Ahmed Braun, Robin
Baltagi, Badi H. Beyeler, Simon Breitung, Joerg
Banbura, Marta Bille, Anna Gloria Brenna, Federica
Banerjee, Anindya Billio, Monica Brownlees, Christian T.
Barbaglia, Luca Binning, Andrew Brueggemann, Ralf
Barigozzi, Matteo Blasques, Francisco A. A. Bruns, Martin
Barndorff-Nielsen, Ole E. Blazsek, Szabolcs Bucci, Andrea
Barunik, Jozef Blunier, Jason Buczynski, Mateusz
Basher, Syed Abul Boeckelmann, Lukas Bun, Maurice
Baum, Christopher F Boivin, Jean Buncic, Daniel
Baumeister, Christiane Bollerslev, Tim Busetti, Fabio
Bauwens, Luc Borup, Daniel
C
Cabana Garceran del Vall, Elisa Cavaliere, Giuseppe Christensen, Bent Jesper
Caggiano, Giovanni Cerqueti, Roy Christensen, Kim
Caiado, Jorge Cerrato, Mario Christiano, Lawrence J.
Callot, Laurent A. F. Challet, Damien Christoffersen, Peter F.
Calzolari, Giorgio Chambers, Marcus J. Chronopoulos, Ilias
Camacho, Maximo Chan, Felix Chudik, Alexander
Camarero, Mariam Chan, Joshua C.C. Cipollini, Fabrizio
Canarella, Giorgio Chang, Chia-Lin Clark, Todd
Candelon, Bertrand Chang, Yoosoon Clements, Adam
Canepa, Alessandra Charfeddine, Lanouar Clements, Michael Peter
Canova, Fabio Chauvet, Marcelle Clinet, Simon ?
Capasso, Marco Chen, Jia Conrad, Christian
Capolongo, Angela Chen, Pu Cornwall, Gary Joseph
Caporale, Guglielmo Maria Chen, Xiaohong Corona, Francisco
Caporin, Massimiliano Chevillon, Guillaume Corradi, Valentina
Carnero, M. Angeles Chiarella, Carl Corsello, Francesco
Carr, Peter P. Chigira, Hiroaki ? Corsi, Fulvio
Carrasco, Marine Chikhi, Mohamed Costantini, Mauro
Carriero, Andrea Chiu, Ching-Wai (Jeremy) Cotter, John
Carrion-i-Silvestre, Josep Chlebus, Marcin Crato, Nuno
Casarin, Roberto Cho, Jin Seo Creal, Drew Dennis
Casini, Alessandro Choi, Chi-Young Croushore, Dean
Cassim, Lucius Choi, In Cubadda, Gianluca
Castelnuovo, Efrem Chong, Terence Tai Leung Cubillos-Rocha, Juan Sebastian
Castle, Jennifer L. Chortareas, Georgios Cuestas, Juan Carlos
D
D'Agostino, Antonello Demircan, Hamza Dolado, Juan J.
Dahl, Christian Møller Demos, Antonis Doornik, Jurgen A.
Da Silva, Sergio Deo, Rohit S. Doz, Catherine
Daviet, Remi de Peretti, Christian Dueker, Michael J.
De Gaetano, Davide Desboulets, Loann ? Dufays, Arnaud
del Barrio Castro, Tomas Deschamps, Philippe J. Dufour, Jean-Marie
Della Marra, Fabio ? Dhaene, Geert Dufrenot, Gilles
Delle Monache, Davide Diebold, Francis X. Dungey, Mardi
Del Negro, Marco Di Iorio, Francesca Duque Garcia, Carlos Alberto
Demetrescu, Matei Diongue, Abdou Ka
E
Eckert, Florian Elliott, Graham Escribano, Alvaro
Eichenbaum, Martin Engle, Robert F. III Espasa, Antoni
Eickmeier, Sandra Engsted, Tom Evans, Martin
Eisenstat, Eric Eo, Yunjong Everaert, Gerdie
Eklund, Bruno Ericsson, Neil R.
Eklund, Jana Escanciano, Juan Carlos
F
Fachin, Stefano Fernandes, Marcelo Franchi, Massimo
Fanelli, Luca Fernandez-Villaverde, Jesus Francq, Christian
Fang, Puyi Ferrara, Laurent Franses, Philip Hans
Fang, Zheng Ferreira, Leonardo N. Freyaldenhoven, Simon
Faryna, Oleksandr Ferroni, Filippo Friedrich, Marina
Faust, Jon Feve, Patrick Fries, Sebastien
Favero, Carlo Fiorentini, Gabriele Fry-McKibbin, Renee A.
Feldkircher, Martin Forbes, Catherine Scipione Funovits, Bernd
Feng, Yuanhua Forni, Mario
Fengler, Matthias R. Foroni, Claudia
G
Gadea, Maria Dolores Ghysels, Eric Gospodinov, Nikolay
Galagedera, Don U. A. Giacomini, Raffaella Gourieroux, Christian S.
Galbraith, John W. Giannerini, Simone Granger, Clive W. J.
Galeano, Pedro Giannone, Domenico Grassi, Stefano
Galesi, Alessandro Gil-Alana, Luis Alberiko Grivas, Charisios
Gallo, Giampiero M. Giles, David E. A. Groen, Jan J. J.
Galvao, Ana Beatriz Giovannelli, Alessandro Guay, Alain
Gambetti, Luca Giraitis, Liudas Guerin, Pierre
Gandali Alikhani, Nadiya Giulietti, Monica Guerron, Pablo A.
Ganics, Gergely Goetz, Thomas B Guggenberger, Patrik
Gao, Jiti Goncalves, Silvia Guidolin, Massimo
Garcia, Rene Gonzalez, Andres Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalez, Steven Guo, Hui
Geraci, Marco Valerio Gonzalez-Rivera, Gloria Gupta, Rangan
Ghouse, Ghulam Gonzalo, Jesus
H
Hadri, Kaddour Harvey, David I. Hmida, Salma
Haerdle, Wolfgang Karl Hatemi-J, Abdulnasser Ho, Paul
Hafner, Christian Matthias Hautsch, Nikolaus Hong, Yongmiao
Halbleib, Roxana Hauzenberger, Niko Horvath, Lajos
Haldrup, Niels Hayakawa, Kazuhiko Hotta, Luiz K.
Hall, Stephen George Hecq, Alain Hsiao, Cheng
Hallin, Marc Hendry, David F. Hsiao, Cody Yu-Ling
Hamilton, James Hengge, Martina Huber, Florian
Han, Chirok Herbst, Edward Hubrich, Kirstin
Hansen, Lars Peter Hillebrand, Eric Huh, Hyeon-seung
Hansen, Peter Reinhard Hinich, Melvin J. Hurn, Stan
Hardy, Nicolas Hizmeri, Rodrigo Hurvich, Clifford M.
Hartl, Tobias Hjalmarsson, Erik Hwang, Jungbin
Harvey, Andrew C. Hlouskova, Jaroslava Hyndman, Rob J
I
Iacone, Fabrizio Ilu, Ahmad Ibraheem Issler, Joao Victor
Iglesias, Emma M. Inoue, Atsushi
J
Jacob, Ray Ikechukwu Jensen, Mark J. Johansen, Soren
Jacobs, Jan Jin, Sainan Jucknewitz, Roland
Jacquier, Antoine Jin, Weifeng Juodis, Arturas
Jansson, Michael Jochmann, Markus Juselius, Katarina
Jarocinski, Marek Jochmans, Koen
Jasiak, Joann Joensson, Kristian
K
Kamolthip, Sarun Khazanov, Alexey Kock, Anders Bredahl
Kanaya, Shin Khismatullina, Marina Kohns, David Eric
Kanjamapornkul, Kabin ? Kholodilin, Konstantin Arkadievich Koop, Gary
Kao, Chihwa Kiew Ling, Pui Koopman, Siem Jan
Kapetanios, George Kilian, Lutz Korobilis, Dimitris
Karaman Orsal, Deniz Dilan Kim, Chang-Jin Kourtellos, Andros
Karanasos, Menelaos Kim, Hyeongwoo Krehlik, Tomas
Karavias, Yiannis Kim, Jae Hoon Kristensen, Dennis
Karlsson, Sune Kim, Tae-Hwan Kristoufek, Ladislav
Kascha, Christian Jonathan King, Maxwell Leslie Kronenberg, Philipp
Kastner, Gregor Kiviet, Jan F. Kruiniger, Hugo
Katsouris, Christis Kleibergen, Frank Kruse, Robinson
Keilbar, Georg Kobayashi, Masahito Kunihama, Tsuyoshi
Kejriwal, Mohitosh Kocenda, Evzen Kunst, Robert M.
Khalaf, Lynda Kociecki, Andrzej Kurozumi, Eiji
L
Labhard, Vincent Li, Chenxing Lopez, Claude
Lahiri, Kajal Li, Dake Lovcha, Yuliya
Lanne, Markku Li, Degui Lu, Ye
Lasak, Katarzyna Li, Mengheng Lucas, Andre
Laurent, Sebastien Li, Yushu Lucchetti, Riccardo (Jack)
Laurini, Marcio Liew, Venus Khim-Sen Luciani, Matteo
Ledoit, Olivier Lima, Luiz Renato Luetkepohl, Helmut
Lee, Kevin Charles Lin, Yicong Luger, Richard
Lee, Tae Hwy Linde, Jesper Lunde, Asger
Leiva-Leon, Danilo Ling, Shiqing Lunsford, Kurt Graden
Lenza, Michele Linton, Oliver Bruce Lupi, Claudio
Leon-Gonzalez, Roberto Lippi, Marco Lusompa, Amaze
Leschinski, Christian Liu, Jia Ly, Racine
Lettau, Martin Loaiza Maya, Ruben Albeiro Lyhagen, Johan
Leybourne, Stephen Lombardi, Marco Jacopo
M
MacKinnon, James Mayoral, Laura Miller, J. Isaac
Maharaj, Elizabeth Ann McAleer, Michael Miller, Stephen M.
Maheu, John M. McCabe, Brendan Milunovich, George
Maih, Junior McCausland, William Minford, A. Patrick L.
Majoni, Blessings McCracken, Michael Miranda-Agrippino, Silvia
Marcellino, Massimiliano McElroy, Tucker Sprague Mitchell, James
Marcet, Albert McIntyre, Stuart Mittnik, Stefan
Marczak, Martyna Meddahi, Nour Montanes, Antonio
Margaritella, Luca Medeiros, Marcelo C. Monti, Francesca
Mark, Nelson C. Medel, Carlos A. Moon, Hyungsik Roger
Marsh, Patrick Meenagh, David Morana, Claudio
Martin, Gael Margaret Meitz, Mika Morita, Rubens
Masih, Abul Mansur M. Mertens, Elmar Morley, James
Matheson, Troy D Mesters, Geert Moussa, Karim
Mattera, Raffaele Michankow, Jakub Mumtaz, Haroon
Matthes, Christian Mignon, Valerie Musti, Babagana Mala
Maung, Kenwin Mikkelsen, Jakob Myohl, Christian
Maynard, Alex S. Milas, Costas
N
Naderi, Esmaeil Neely, Christopher J. Nielsen, Bent
Nagakura, Daisuke Nelson, Charles R. Nielsen, Morten
Nakajima, Jouchi Netsunajev, Aleksei Nocciola, Luca
Narayan, Paresh Kumar Ng, Serena Noel, Antoine L.
Nason, James M. Nguyen, Hoang Noriega, Antonio E.
Nawaz, Nasreen Nibbering, Didier Nyholm, Juho Tuomas
O
Odendahl, Florens Onatski, Alexei Otero, Jesus
Ogaki, Masao Onorante, Luca Otranto, Edoardo
Ogbonna, Ahamuefula Ephraim Ooms, Marius Owyang, Michael T.
Okui, Ryo Ord, Keith Oxley, Les
Omay, Tolga Osborn, Denise
Omori, Yasuhiro Osterholm, Par
P
Paccagnini, Alessia Perone, Gaetano Platen, Eckhard
Pagan, Adrian Rodney Perron, Benoit Podolskij, Mark
Pallante, Gianluca Perron, Pierre Poetscher, Benedikt M.
Panagiotidis, Theodore Pesaran, Mohammad Hashem Polivka, Jeannine
Papailias, Fotis Pesavento, Elena Pollock, David Stephen
Papapanagiotou, Georgios Petrella, Ivan Poncela, Pilar
Papell, David H. Petrova, Katerina Poon, Aubrey
Park, Joon Y. Pettenuzzo, Davide Portier, Franck
Parla, Fabio Pfarrhofer, Michael Poskitt, Donald Stephen
Parsaeian, Shahnaz Phillips, Peter C. B. Potiron, Yoann
Paruolo, Paolo Phiri, Andrew Potter, Simon
Patton, Andrew Pierdzioch, Christian Price, Simon Glover
Paya, Ivan Piersanti, Fabio Massimo Primiceri, Giorgio E.
Pedersen, Rasmus Pigato, Paolo Profumo, Fabio
Pelagatti, Matteo Maria Piger, Jeremy M. Proietti, Tommaso
Pelletier, Denis Pincheira, Pablo Matias Prono, Todd Andrew
Pena, Daniel Pinter, Gabor Psaradakis, Zacharias
Perez Quiros, Gabriel Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rossi, Eduardo
Rahbek, Anders Renault, Eric Michel Rossini, Luca
Rao, B. Bhaskara Rho, Seunghwa Rothfelder, Mario Philipp
Rasche, Robert H. Ricco, Giovanni Royer, Julien
Rault, Christophe Roa Rozo, Julian Rua, Antonio
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Read, Matthew Rodriguez, Gabriel Ruiz, Esther
Reed, W. Robert Rombouts, Jeroen Vk
Rehman, Atiq Rossi, Barbara
S
Saikkonen, Pentti Juhani Shabalina, Ekaterina Smith, L. Vanessa
Salisu, Afees Adebare Shahbaz, Muhammad Smith, Ronald Patrick
Sandoval Paucar, Giovanny Shang, Han Lin Snyder, Ralph David
Sanhaji, Bilel Sharifvaghefi, Mahrad Soccorsi, Stefano
Sanso, Andreu Shephard, Neil Sola, Martin
Santagiustina, Carlo Romano Marcello Alessandro Sheppard, Kevin Keith Song, Yong
Santucci de Magistris, Paolo Shi, Shuping Sorensen, Michael
Sarafidis, Vasilis Shi, Zhentao Sosvilla-Rivero, Simon
Sargent, Thomas J. Shibaev, Sergei S. ? Souza, Leonardo Rocha
Sarno, Lucio Shimizu, Kenichi Spagnolo, Fabio
Sbrana, Giacomo Shimotsu, Katsumi Stalla-Bourdillon, Arthur
Scaillet, Olivier Shin, Minchul Startz, Richard
Scalas, Enrico Shin, Yongcheol Staszewska-Bystrova, Anna
Scharth, Marcel Shintani, Mototsugu Stengos, Thanasis
Schaumburg, Ernst Shukur, Ghazi Stevanovic, Dalibor
Schlicht, Ekkehart Sibbertsen, Philipp Stock, James H.
Schorfheide, Frank Siliverstovs, Boriss Storti, Giuseppe
Schreiber, Sven Silva Lopes, Artur C. B. da Strachan, Rodney W.
Schuette, Erik Christian Montes Silvennoinen, Annastiina Su, Liangjun
Schumacher, Christian Sinclair, Tara M. Sucarrat, Genaro
Seleznev, Sergei Skrobotov, Anton Sul, Donggyu
Sensier, Marianne Slepaczuk, Robert Sun, Yixiao
Sentana, Enrique Smalter Hall, Aaron Sutton, Maxwell
Seo, Myung Hwan Smeekes, Stephan Swanson, Norman Rasmus
Seo, Won-Ki Smith, Jeremy
T
Tabor, Morten Nyboe Telg, Sean Trapani, Lorenzo
Tahir, Abdullah Tenorio, Juan Trenkler, Carsten
Talagala, Priyanga Dilini Terasvirta, Timo Trucios, Carlos
Tamarit, Cecilio Theodoridis, Konstantinos Tschernig, Rolf
Tan, Le To Minh Thomakos, Dimitrios D. Tsionas, Mike
Tao, Yubo Thornton, Daniel L Tsvetkova, Anna Nikolaevna
Tauchen, George Timmermann, Allan Tuzcuoglu, Kerem
Taylor, Robert Tkacz, Greg Tzavalis, Elias
U
Ullah, Aman Urbain, Jean-Pierre Urga, Giovanni
V
Vac, Nomfundo Portia Vasilopoulos, Kostas Vicondoa, Alejandro
Vacha, Lukas Vasnev, Andrey L. Vigfusson, Robert John
Vahey, Shaun P. Vavra, Marian Villani, Mattias
Vahid, Farshid Veiga, Helena Violante, Francesco
Valls Pereira, Pedro L. Velasco, Carlos Virbickaite, Audrone
van der Wel, Michel Venditti, Fabrizio Voev, Valeri
van Dijk, Dick Venetis, Ioannis A. Vogelsang, Timothy
van Dijk, Herman K. Ventosa-Santaularia, Daniel Vravosinos, Orestis
W
Wada, Tatsuma Weber, Enzo Winker, Peter
Waggoner, Daniel F. Wehrli, Alexander Wintenberger, Olivier
Wagner, Martin Wei, Wei Wirjanto, Tony S.
Wang, Bingling Wenger, Kai ? Wohar, Mark E.
Wang, Hou Weron, Rafal Wolf, Christian K.
Wang, Linqi West, Kenneth D. Wolf, Michael
Wang, Qiying Westerlund, Joakim Wong, Benjamin
Wang, Shixuan White, Halbert Wong, Wing-Keung
Wang, Weining Whitehouse, Emily J. Wozniak, Michal Jerzy
Wang, Xuexin Wickens, Michael R. Wozniak, Tomasz
Wang, Yiru Wilfling, Bernd Wright, Jonathan H.
Warne, Anders Wilms, Ines Wycherley, Sam
Watson, Mark W. Windmeijer, Frank
X
Xiao, Zhijie Xu, Dinghai Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Yukai Yu, Jun
Yamagata, Takashi Yaya, Olaoluwa Simon Yu, Xuewen
Yamamoto, Yohei Yazgan, Ege
Z
Zaffaroni, Paolo Zhang, Ren Zhu, Ke
Zakoian, Jean-Michel Zhang, Xibin Zito, John
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao
Zhang, Binyi Zhou, Wei-Xing
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