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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 more than 5 or 25% have appeared in a report, authors are considered to be working within that field. 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
Abramov, Vyacheslav M. Altavilla, Carlo Arellano, Manuel
Adolfson, Malin Altay, Erdinc Armstrong, J. Scott
Adrian, Tobias Anatolyev, Stanislav Arteche, Josu
Agbeyegbe, Temisan D. Anderson, Heather M. Asai, Manabu
Aggarwal, Raj Andrews, Donald W. K. Athanasopoulos, George
Ahking, Francis W Antell, Jan Wilhelm Audrino, Francesco
Ait-Sahalia, Yacine Apel, Mikael
B
Babbel, David Frederick Bee, Marco Boudt, Kris
Baele, Lieven Belaire-Franch, Jorge Bragoudakis, Zacharias G.
Bagliano, Fabio C. Bellone, Benoit Brandouy, Olivier
Baharumshah, Ahmad Zubaidi Benati, Luca Brännäs, Kurt
Bai, Jushan Bernanke, Ben S. Broto, Carmen
Bailey, Ralph W. Bessec, Marie Brownlees, Christian Timothy
Baillie, Richard T. Bhardwaj, Geetesh Brubakk, Leif
Balasubramanyan, Lakshmi Binder, Michael Brüggemann, Ralf
Baltagi, Badi H. Blake, Andrew Peter Brunetti, Celso
Banerjee, Anurag Narayan Boero, Gianna Bruno, Giancarlo
Barigozzi, Matteo Boivin, Jean Bruno, Giovanni S.F.
Barkoulas, John Bollerslev, Tim Bruti-Liberati, Nicola
Basher, Syed A. Bond, Derek Bulla, Jan
Baum, Christopher F Bond, Stephen Roy Bun, Maurice
Bauwens, Luc Bornhorst, Fabian Burridge, Peter
Beaumont, Paul M. Bos, Charles S. Busetti, Fabio
Bec, Frédérique Boswijk, H. Peter
C
Caceres, Carlos Charemza, Wojciech W. Chumacero, Romulo
Caggiano, Giovanni Charfeddine, Lanouar Cifter, Atilla
Caiado, Jorge Chatterjee, Somnath Clark, Todd
Calzolari, Giorgio Chauvet, Marcelle Clavel, Jose G.
Camarero, Mariam Chen, Pu Clements, Adam
Candelon, Bertrand Chen, Shiu-Sheng Clements, Michael Peter
Capasso, Marco Chevillon, Guillaume Coakley, Jerry
Caporin, Massimiliano Chiang, Thomas C. Cohen, Richard Howard
Carnero, M. Angeles Choi, Chi-Young Conrad, Christian
Carrasco, Marine Chong, Terence Tai Leung Corazza, Marco
Carrion-i-Silvestre, Josep Lluís Choong, Chee-Keong Corradi, Valentina
Carvalho, Marcelo Chortareas, Georgios E. Costantini, Mauro
Castle, Jennifer L. Chourdakis, Kyriakos Cotter, John
Centoni, Marco Chowdhury, Ibrahim Cover, James Peery
Cerqueti, Roy Choy, Keen Meng Crato, Nuno
Chambers, Marcus J. Christiano, Lawrence Crowley, Patrick Matthew
Chang, Yoosoon Christoffersen, Peter F. Cubadda, Gianluca
Chapman, David Christopoulos, Dimitris Cuche, Nicolas Alexis
D
Dahl, Christian Destefanis, Sergio Doornik, Jurgen A.
Dalla, Violetta Dezhbakhsh, Hashem Doppelhofer, Gernot
Daraio, Cinzia Diebold, Francis X. Dowd, Kevin
Da Silva, Sergio Diez de los Rios, Antonio Doz, Catherine
del Barrio Castro, Tomás Di Giorgio, Giorgio Drine, Imed
De Luca, Giovanni Di Iorio, Francesca Drost, Feike C.
Demers, Frederick di Mauro, Filippo Dua, Pami
Deng, Ai Diongue, Abdou Ka Dueker, Michael J.
Deo, Rohit S. Dios, Rafaela Dufour, Jean-Marie
De Pooter, Michiel Doh, Taeyoung Dufourt, Frédéric
Deschamps, Philippe J. Dolado, Juan J. Dufrénot, Gilles
de Silva, Ashton Dolar, Veronika Dungey, Mardi
E
Edgerton, David L Engle, Robert F. Escribano, Alvaro Prof.
Eickmeier, Sandra Ergashev, Bakhodir Evans, Martin
Elkhoury, Marwan Ericsson, Neil R. Everaert, Gerdie
Elliott, Graham Erlandsson, Ulf G. Everts, Martin P.
Engel, James Andrew Escanciano, Juan Carlos
F
Fachin, Stefano Ferrara, Laurent Forni, Mario
Farhat, Abdeljelil Fève, Patrick Francq, Christian
Fattore, Marco Fiorentini, Gabriele Franses, Philip Hans
Feng, Hui Fischer, Christoph Fredj, Jawadi
Feng, Yuanhua Fitzgerald, Terry J Fuertes, Ana-Maria
Fernandes, Marcelo Fleming, Michael J.
Fernandez-Serrano, Jose L. Fornari, Fabio
G
Gadea, María Dolores Giles, David E. A. Gordon, Stephen
Galagedera, Don U. A. Giorgianni, Lorenzo Gospodinov, Nikolay
Galbraith, John W. Giulietti, Monica Gourieroux, Christian S.
Gallo, Giampiero M. Goh, Chuan Gradojevic, Nikola
Galvão, Ana Beatriz Gómez, Manuel Grammig, Joachim
Garcia-Hiernaux, Alfredo Goncalves, Silvia Granger, Clive W. J.
Gau, Yin-Feng Gonçalves da Silva, Afonso Greenslade, Jennifer Victoria
Ghosh, Aurobindo Gonzalez, Andres Groen, Jan J. J.
Ghysels, Eric Gonzalez, Steven Guerre, Emmanuel
Giacomini, Enzo Gonzalez-Martel, Christian Guillén, Osmani Teixeira de Carvalho
Giacomini, Raffaella Gonzalo, Jesus Guo, Hui
Giannone, Domenico Gooijer, Jan G. De Gutierrez, Luciano
H
Haas, Markus Härdle, Wolfgang Karl Hill, Jonathan B.
Habibullah, Muzafar Shah Hartmann, Daniel Hillebrand, Eric
Hafner, Christian Matthias Harvey, Andrew C. Hinich, Melvin J.
Hahn, Jinyong Hashmi, Aamir Rafique Hodgson, Douglas James
Haldrup, Niels Hassan, M. Kabir Hoover, Kevin D.
Hall, Alastair Hautsch, Nikolaus Hsiao, Cheng
Haller, Stefanie Alexandra Hayakawa, Kazuhiko Hsiao, Chih-Ying
Hallin, Marc Heaton, Chris Hubrich, Kirstin
Hamilton, James Heinen, Andreas Hueng, C. James
Hammersland, Roger Hendry, David F. Hurn, Stan
Han, Chirok Henry, Ólan Thomas Hurvich, Clifford M.
Hansen, Lars Peter Heri, Kuswanto Hvozdyk, Lyudmyla
Hansen, Peter Reinhard Hernandez, Cesareo Hylleberg, Svend
Harding, Don Herzel, Stefano Hyndman, Rob
I
Iacobucci, Alessandra Inoue, Atsushi Izquierdo, Segismundo Samuel
Iglesias, Emma M. Isiklar, Gultekin
Ing, Ching-Kang Issler, João Victor
J
Jacobson, Tor Jithendranathan, Thadavillil Juárez, Miguel A.
Jacquier, Antoine Johansen, Soren Jumah, Adusei
Jansson, Michael Johnson, Paul Jung, Hosung ?
Jasiak, Joann Jones, Barry Edward Jung, Robert C.
Jeyasreedharan, Nagaratnam Jönsson, Kristian P Jüngel, Ansgar
K
Kaizoji, Taisei Khalaf, Lynda Kohn, Robert J.
Kalnina, Ilze Kholodilin, Konstantin Arkadievich Koop, Gary
Kalogeropoulos, Konstantinos Kilian, Lutz Koopman, Siem Jan
Kao, Chihwa Kilin, Fiodar Koustas, Zisimos
Kapetanios, George Kim, Chang-Jin Krämer, Walter
Karaman Örsal, Deniz Dilan Kim, Jae Hoon Krätzig, Markus
Karanasos, Menelaos Kim, Kihyung Krolzig, Hans-Martin
Karlsson, Sune Kim, Tae-Hwan Kruiniger, Hugo
Karoglou, Michail Kisinbay, Turgut Kuersteiner, Guido M.
Kascha, Christian Jonathan Kiviet, Jan F. Kunst, Robert M.
Kaufmann, Robert K. Kleibergen, Frank
Keen, Benjamin D Kliesen, Kevin L.
L
Labhard, Vincent Leon-Gonzalez, Roberto Lobato, Ignacio N.
Lamarche, Jean-Francois Lestano, Lestano Lombardi, Marco Jacopo
Lanne, Markku Lewis, Kurt F. Londoño, Jaime Alberto
Laséen, Stefan Leybourne, Stephen Lopez, Claude
Lawford, Steve Libanio, Gilberto Lucas, André
Lee, Jim Liew, Venus Khim-Sen Lucchetti, Riccardo "Jack"
Lee, Kevin Lima, Eduardo José Araújo Luger, Richard
Lee, Yoon-Jin Lin, Shu Lunde, Asger
Leeb, Hannes Linton, Oliver Bruce Lütkepohl, Helmut
Leon, Costas Litterman, Robert Lux, Thomas
León Díaz, John Jairo Liu, Ruipeng Lyhagen, Johan
M
Maheu, John M. Mayoral, Laura Mink, Mark
Makarova, Svetlana Mayoral, Silvia Mishra, Tapas Kumar Dr.
Malliaris, Anastasios G. McAleer, Michael Mohr, Matthias
Mammen, Enno McCauley, Joseph L. Mohsin, Mohammed
Manera, Matteo McCausland, William Moneta, Alessio
Marcellino, Massimiliano McCracken, Michael Montañes, Antonio
Mariano, Roberto S. McNelis, Paul Montero, Miquel
Mark, Nelson C. Medeiros, Marcelo C. Moon, Hyungsik Roger
Marmer, Vadim Meijer, Erik Moreira, Marcelo J.
Marmol, Francesc Meitz, Mika Moreno, Manuel
Marrocu, Emanuela Mele, Antonio Morozov, Sergei
Martin, Gael Margaret Mertens, Elmar Moulines, Eric
Masoliver, Jaume Mignon, Valérie Mungo, Julius
Matheson, Troy D Miller, J. Isaac Mutl, Jan
Maynard, Alex S. Milunovich, George
N
Nakajima, Jouchi Ng, Serena Nielsen, Morten Ørregaard
Nerlove, Marc Nguyen-Thanh, Long Nolte, Ingmar
Nessen, Marianne Nielsen, Bent
O
O'Brien, Edward J. Ooms, Marius Otero, Jesus ?
Odejar, Maria Ana Orbe, Jesus Otranto, Edoardo
Ogaki, Masao Ornelas, Jose Renato Haas Ouliaris, Sam ?
Omori, Yasuhiro Osbat, Chiara Ozun, Alper
Omtzigt, Pieter Osborn, Denise Ozyildirim, Ataman
Oomen, Roel C.A. Österholm, Pär
P
Pagan, Adrian Rodney Pedreira, Carlos Eduardo ? Pina, Joaquim Pires
Pajares, Javier Peguin-Feissolle, Anne Pitarakis, Jean-Yves
Panchenko, Valentyn Pelagatti, Matteo Maria Plantier, L. Christopher
Papaoikonomou, Dimitrios Pelletier, Denis Platen, Eckhard
Papell, David H. Perelló, Josep Podivinsky, Jan M.
Parmler, Johan ? Perron, Benoit Polasek, Wolfgang
Paruolo, Paolo Perron, Pierre Pons, Gabriel
Patton, Andrew Pesaran, M Hashem Pötscher, Benedikt M
Pauwels, Laurent L. Pesavento, Elena Premaratne, Gamini
Paya, Ivan Phillips, Peter C. B. Price, Simon
Pearson, Neil Pick, Andreas Proietti, Tommaso
Pedersen, Michael Piger, Jeremy M.
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Robertson, John Campbell Rossi, Barbara
Ramasamy, Bala Robinson, Peter M. Rossi, Peter E.
Ramirez, Miguel D. Robles Fernandez, M. Dolores Rothe, Christoph
Rangel, Jose Gonzalo Rodrigues, Anthony P. Rothman, Philip
Rasche, Robert H. Rodrigues, Paulo M. M. Rünstler, Gerhard
Reichlin, Lucrezia Rodriguez, Alejandro Federico Sr. Rust, John
Reijer, Ard Den ? Rolph, Douglas
Resta, Marina Rossi, Alessandro
S
Salabasis, Mickael Sheppard, Kevin Smith, Jeremy
Salas, Jorge Shimotsu, Katsumi Smith, Richard J.
Sanso, Andreu Shintani, Mototsugu Snyder, Ralph David
Santos, Carlos Shrestha, Min B. Sosvilla-Rivero, Simon
Sargent, Thomas J. Sibbertsen, Philipp Souza, Leonardo Rocha
Sarkissian, Sergei Sigouin, Christian Sowell, Fallaw Broadus
Sartore, Domenico Siliverstovs, Boriss Spagnolo, Fabio
Savva, Christos Savvas Silva, Ricardo Gonçalves St-Amant, Pierre
Sayginsoy, Ozgen ? Silva Lopes, Artur C. B. da Starica, Catalin
Scaillet, Olivier Silvennoinen, Annastiina Startz, Richard
Scalas, Enrico Simonato, Jean-Guy Stock, James H.
Schleicher, Christoph Sims, Christopher Strachan, Rodney W.
Schlicht, Ekkehart Sinclair, Tara M. Strazicich, Mark C
Schumacher, Christian Siriopoulos, Costas P. Strikholm, Birgit
Segers, Rene Skalin, Joakim ? Suardi, Sandy
Sentana, Enrique Skjerpen, Terje Sul, Donggyu
Seo, Myung Hwan Smallwood, Aaron Dean Summers, Peter
Shamiri, Ahmed Ali ? Smeekes, Stephan Sun, Yixiao
Shephard, Neil Smith, Anthony A. Swanson, Norman Rasmus
Shepherd, David Smith, Christie ?
T
Tallman, Ellis W. Theodoridis, Konstantinos Trueck, Stefan
Tamarit, Cecilio Tillmann, Peter Tsay, Wen-Jen
Tauchen, George Timmermann, Allan Tschernig, Rolf
Tay, Anthony S Tkacz, Greg Tse, Y. K.
Taylor, Robert Trenkler, Carsten Tsiaplias, Sarantis
Teräsvirta, Timo Trojani, Fabio Turner, Paul M.
U
Udina, Frederic Urbain, Jean-Pierre
Une, Maurício Yoshinori Urga, Giovanni
V
Vahey, Shaun P. van Gestel, Tony Visser, Marcel P.
Vahid, Farshid van Zon, Adriaan Voev, Valeri
Valderrama, Diego Veiga, Helena Vogelsang, Timothy
Valle e Azevedo, João Velasco, Carlos Voss, Graham M
Valls Pereira, Pedro L. Velucchi, Margherita Vostroknutova, Ekaterina
van den Akker, Ramon Venetis, Ioannis A. Vrontos, Ioannis
van Dijk, Dick Ventosa, Daniel Vuorenmaa, Tommi A.
van Dijk, Herman K. Vigfusson, Robert John
Vandrovych, Vitaliy Villani, Mattias
W
Wada, Tatsuma Welz, Peter Whiteman, Charles H.
Wagner, Martin Werker, Bas J.M. Windmeijer, Frank
Wagner, Niklas F Weron, Rafal Winker, Peter
Wallis, Kenneth Frank West, Kenneth D. Wohar, Mark E.
Wan, Alan Whang, Yoon-Jae Wu, Ming-Chya
Warne, Anders White, Halbert
X
Xiao, Qin Xiao, Zhijie Xu, Ke-Li
Y
Yabu, Tomoyoshi Ye, Haichun Yu, Jun
Yang, Fuyu Yilmaz, Kamil Yu, Jung-Suk
Yang, Jian Yu, Hai-Chin Yusop, Zulkornain B.
Z
Zadrozny, Peter A. Zha, Tao Zivot, Eric
Zakoian, Jean-Michel Zhang, Xibin Zou, Guohua
Zaman, Asad Zhou, Hao
Zellner, Arnold Zhu, Zhenhua

This page was last updated on 2008-5-9.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.