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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
Abadir, Karim Maher Amado, Cristina Arellano, Manuel
Abberger, Klaus Amisano, Gianni Armstrong, J. Scott
Aboura, Sofiane Anatolyev, Stanislav Arteche, Josu
Abramov, Vyacheslav M. Andersen, Torben G. Asai, Manabu
Agbeyegbe, Temisan D. Anderson, Heather M. Ashley, Richard
Aggarwal, Raj Andersson, Jonas Athanasopoulos, George
Ahking, Francis W Andrews, Donald W. K. Atiq-ur-Rehman, Atiq
Ait-Sahalia, Yacine Antell, Jan Wilhelm Audrino, Francesco
Altay, Erdinc Apel, Mikael
B
Babbel, David Frederick Beaumont, Paul M. Boswijk, H. Peter
Bäckman, Mickael Bec, Frédérique Bragoudakis, Zacharias G.
Baele, Lieven Belaire-Franch, Jorge Brandouy, Olivier
Baeurle, Gregor Bellone, Benoit Brännäs, Kurt
Bagliano, Fabio C. Benati, Luca Broto, Carmen
Baharumshah, Ahmad Zubaidi Bernanke, Ben S. Brownlees, Christian Timothy
Bai, Jushan Bessec, Marie Brubakk, Leif
Baillie, Richard T. Bhardwaj, Geetesh Brüggemann, Ralf
Balasubramanyan, Lakshmi ? Billio, Monica Brunetti, Celso
Baltagi, Badi H. Binder, Michael Bruno, Giancarlo
Banbura, Marta Blake, Andrew Peter Bruno, Giovanni S.F.
Banerjee, Anurag Narayan Blaskowitz, Oliver Bujosa, Marcos
Barigozzi, Matteo Blazsek, Szabolcs Istvan Bulla, Jan
Barillas, Francisco Boero, Gianna Bun, Maurice
Barkoulas, John Boivin, Jean Burridge, Peter
Barndorff-Nielsen, Ole E. Bollerslev, Tim Busch, Thomas
Basher, Syed A. Bond, Derek Busetti, Fabio
Baum, Christopher F Bond, Stephen Roy Buss, Ginters
Bauwens, Luc Bos, Charles S.
C
Caceres, Carlos Chapman, David Christiano, Lawrence
Caggiano, Giovanni Charemza, Wojciech W. Christoffersen, Peter F.
Caiado, Jorge Charfeddine, Lanouar Cifter, Atilla
Calzolari, Giorgio Chatterjee, Somnath Clark, Todd
Camarero, Mariam Chauvet, Marcelle Clavel, Jose G.
Capasso, Marco Chen, Long Clements, Adam
Caporin, Massimiliano Chen, Pu Clements, Michael Peter
Carnero, M. Angeles Chen, Shiu-Sheng Coakley, Jerry
Carrasco, Marine Cheng, Xu Cohen, Richard Howard
Carrasco Gutierrez, Carlos Enrique Chernov, Mikhail Coleman-Fenn, Christopher Andrew
Carrion-i-Silvestre, Josep Lluís Cheung, Calista Conrad, Christian
Carvalho, Marcelo Chevillon, Guillaume Corradi, Valentina
Casarin, Roberto Chiang, Thomas C. Costantini, Mauro
Castle, Jennifer L. Chiriac, Roxana Cotter, John
Cattaneo, Matias Damian Choi, Chi-Young Cover, James Peery
Cavaliere, Giuseppe Chong, Terence Tai Leung Crato, Nuno
Centoni, Marco Choong, Chee-Keong Creal, Drew D.
Cerqueti, Roy Chortareas, Georgios Croushore, Dean
Chambers, Marcus J. Chourdakis, Kyriakos Crowley, Patrick Matthew
Chan, Felix Choy, S.T. Boris Crump, Richard K.
Chan, Jennifer S.K. Christensen, Bent Jesper Cubadda, Gianluca
Chang, Yoosoon Christensen, Kim Cuche, Nicolas Alexis
D
Dahl, Christian Møller De Pooter, Michiel Doppelhofer, Gernot
Dalla, Violetta Deschamps, Philippe J. Dowd, Kevin
Daraio, Cinzia de Silva, Ashton Downarowicz, Anna
Da Silva, Sergio Dezhbakhsh, Hashem Doz, Catherine
Davidson, James E. H. Diebold, Francis X. Drine, Imed
del Barrio Castro, Tomás Di Giorgio, Giorgio Drost, Feike C.
De Luca, Giovanni Di Iorio, Francesca Dueker, Michael J.
Demers, Frederick ? Diongue, Abdou Ka Dufour, Jean-Marie
Demetrescu, Matei Dios, Rafaela Dufourt, Frédéric
Deng, Ai Dolado, Juan J. Dufrénot, Gilles
Deo, Rohit S. Dolar, Veronika
de Peretti, Christian Doornik, Jurgen A.
E
Edgerton, David L Engel, James Andrew Erlandsson, Ulf G.
Eickmeier, Sandra Engle, Robert F. Escanciano, Juan Carlos
Eklund, Bruno Engsted, Tom Escribano, Alvaro Prof.
Eklund, Jana Eo, Yunjong Evans, Martin
Elkhoury, Marwan Ergashev, Bakhodir Everaert, Gerdie
Elliott, Graham Ericsson, Neil R. Everts, Martin P.
F
Fachin, Stefano Ferrara, Laurent Fornari, Fabio
Farhat, Abdeljelil Ferroni, Filippo Forni, Mario
Fendoglu, Salih Fiorentini, Gabriele Franchi, Massimo
Feng, Hui Fischer, Christoph Francq, Christian
Feng, Yuanhua Fitzgerald, Terry J Franses, Philip Hans
Fernandes, Marcelo Fleming, Michael J. Fuertes, Ana-Maria
Fernandez-Serrano, Jose L. Florens, Jean-Pierre
Fernandez-Villaverde, Jesus Flury, Thomas
G
Gadea, María Dolores Giannone, Domenico Gooijer, Jan G. De
Galagedera, Don U. A. Gil-Alana, Luis Alberiko Gordon, Stephen
Galbraith, John W. Giles, David E. A. Gospodinov, Nikolay
Gallo, Giampiero M. Giorgianni, Lorenzo Gourieroux, Christian S.
Galvão, Ana Beatriz Giulietti, Monica Grammig, Joachim
Garratt, Anthony Goh, Chuan Granger, Clive W. J.
Gau, Yin-Feng Gómez, Manuel Greenslade, Jennifer Victoria
Gefang, Deborah Goncalves, Silvia Groen, Jan J. J.
Geweke, John Gonçalves da Silva, Afonso Guegan, Dominique Madeleine
Geweke, John Gonzalez, Andres Guillén, Osmani Teixeira de Carvalho
Ghosh, Aurobindo Gonzalez, Steven ? Guo, Hui
Ghysels, Eric Gonzalez-Martel, Christian Gutierrez, Luciano
Giacomini, Raffaella Gonzalo, Jesus
H
Hadri, Kaddour Hartmann, Daniel Hillebrand, Eric
Hafner, Christian Matthias Harvey, Andrew C. Hinich, Melvin J.
Haider, Adnan Hashimzade, Nigar Hodgson, Douglas James
Haldrup, Niels Hassan, M. Kabir Hoover, Kevin D.
Hall, Alastair Hautsch, Nikolaus Horvath, Lajos
Hallin, Marc Hayakawa, Kazuhiko Hsiao, Cheng
Hamilton, James Heaton, Chris Hsiao, Chih-Ying
Hammersland, Roger Hecq, Alain Hu, Jian
Han, Chirok Heidergott, Bernd Hubrich, Kirstin
Hansen, Lars Peter Heinen, Andreas Hueng, C. James
Hansen, Peter Reinhard Hendry, David F. Hurn, Stan
Harding, Don Hernandez, Cesareo Hurvich, Clifford M.
Härdle, Wolfgang Karl Herzel, Stefano ? Hylleberg, Svend
Harrison, Richard John Hill, Jonathan B. Hyndman, Rob J
I
Iacobucci, Alessandra Ing, Ching-Kang Izquierdo, Segismundo Samuel
Iacone, Fabrizio Inoue, Atsushi Izzeldin, Marwan Abdu
Iacus, Stefano Maria Isiklar, Gultekin
Iglesias, Emma M. Issler, João Victor
J
Jacquier, Antoine ? Jeyasreedharan, Nagaratnam Juárez, Miguel A.
Jalles, Joao Tovar Jithendranathan, Thadavillil Jumah, Adusei
Jansson, Michael Johansen, Soren Jung, Hosung
Jasiak, Joann Johnson, Paul Jung, Robert C.
Jawadi, Fredj Dr., Prof ? Jönsson, Kristian P ? Jüngel, Ansgar
Jensen, Mark J. Jorda, Oscar
Jeong, Jinook Jore, Anne Sofie
K
Kaizoji, Taisei Kim, Chang-Jin Koop, Gary
Kalnina, Ilze Kim, Hyeongwoo Koopman, Siem Jan
Kalogeropoulos, Konstantinos ? Kim, Jae Hoon Kouretas, Georgios P.
Kao, Chihwa Kim, Jaebeom Kourtellos, Andros
Kapetanios, George Kim, Kihyung Koustas, Zisimos
Karaman Örsal, Deniz Dilan Kim, Tae-Hwan Krämer, Walter
Karanasos, Menelaos Kishor, N Kundan Krätzig, Markus
Karlsson, Sune Kisinbay, Turgut Kristensen, Dennis
Karoglou, Michail ? Kiviet, Jan F. Kriwoluzky, Alexander
Kascha, Christian Jonathan Kleibergen, Frank Krolzig, Hans-Martin
Kaufmann, Robert K. Kleppe, Tore Selland Kruiniger, Hugo
Kejriwal, Mohitosh Kliesen, Kevin L. Kruse, Robinson
Khalaf, Lynda Knüppel, Malte Kuersteiner, Guido M.
Kholodilin, Konstantin Arkadievich Kock, Anders Bredahl Kunst, Robert M.
Kilian, Lutz Kohn, Robert J. Kurozumi, Eiji
Kilin, Fiodar Komunjer, Ivana Kyrtsou, Catherine
L
Labhard, Vincent Lewis, Kurt F. Lombardi, Marco Jacopo
Lanne, Markku Leybourne, Stephen Londoño, Jaime Alberto
Lasak, Katarzyna Libanio, Gilberto Lopez, Claude
Lawford, Steve Liew, Venus Khim-Sen López Villavicencio, Antonia
Lee, Jim Lima, Eduardo José Araújo Lucas, André
Lee, Kevin Lima, Luiz Renato Lucchetti, Riccardo (Jack)
Lee, Sanghoon Lin, Shu Lugauer, Steven
Lee, Yoon-Jin Linton, Oliver Bruce Luger, Richard
Lee, Young Hoon Lippi, Marco Lui, Silvia Sze Wai
Leeb, Hannes Liska, Roman Lunde, Asger
Leon, Costas Litterman, Robert Lütkepohl, Helmut
León Díaz, John Jairo Liu, Chun Lux, Thomas
Leon-Gonzalez, Roberto Liu, Ruipeng Lyhagen, Johan
LeSage, James P. Lkhagvasuren, Damba
Lestano, Lestano Lobato, Ignacio N.
M
Maheu, John M. McAleer, Michael Mohr, Matthias
Makarova, Svetlana McCauley, Joseph L. Mohsin, Mohammed
Malliaris, Anastasios G. McCausland, William Møller, Niels Framroze
Mammen, Enno McCracken, Michael Montañes, Antonio
Marçal, Emerson Fernandes McCurdy, Tom Montero, Miquel
Marcellino, Massimiliano McElroy, Tucker Sprague Moon, Hyungsik Roger
Mariano, Roberto S. Medeiros, Marcelo C. Moreira, Marcelo J.
Mark, Nelson C. Meitz, Mika Moreno, Manuel
Marmol, Francesc Mele, Antonio Morimoto, Takayki
Marrocu, Emanuela Mendes, Rui Vilela Morozov, Sergei
Martin, Gael Margaret Mertens, Elmar Mosconi, Rocco
Masoliver, Jaume Mestre, Ricardo Moulines, Eric
Masten, Igor Mignon, Valérie Mungo, Julius
Matheson, Troy D Miller, J. Isaac Mutl, Jan
Maynard, Alex S. Milunovich, George Mynbaev, Kairat T.
Mayoral, Laura Mink, Mark
Mayoral, Silvia Mitchell, James
N
Nagakura, Daisuke Nguyen, Anh Quynh Nikolopoulos, Konstantinos
Nakajima, Jouchi Nguyen-Thanh, Long ? Nolte, Ingmar
Narayan, Paresh Kumar Nielsen, Bent Noriega, Antonio E.
Nerlove, Marc Nielsen, Frank S. Ntantamis, Christos
Nessen, Marianne Nielsen, Morten Ørregaard Nunes, Luis C.
Ng, Serena Ñíguez Grau, Trino Manuel
O
O'Brien, Edward J. Ooms, Marius Otero, Jesus
Odejar, Maria Ana ? Orbe, Jesus Otranto, Edoardo
Ogaki, Masao Orme, Chris D Otrok, Christopher
Omori, Yasuhiro Ornelas, Jose Renato Haas Ouliaris, Sam
Omtzigt, Pieter Osbat, Chiara Ozun, Alper
Onatski, Alexei Osborn, Denise Ozyildirim, Ataman
Oomen, Roel C.A. Österholm, Pär
P
Paap, Richard Pedreira, Carlos Eduardo Planas, Christophe
Pagan, Adrian Rodney Peel, David A. Plantier, L. Christopher
Pajares, Javier Pegoraro, Fulvio Platen, Eckhard
Palomba, Giulio Peguin-Feissolle, Anne Podivinsky, Jan M.
Papaoikonomou, Dimitrios Pelagatti, Matteo Maria Podolskij, Mark
Papell, David H. Pelletier, Denis Pollock, David Stephen
Parent, Olivier Perelló, Josep Pons, Gabriel
Parmler, Johan Perman, Roger Pötscher, Benedikt M
Paruolo, Paolo Perron, Benoit Potter, Simon
Pascalau, Razvan C. Perron, Pierre Pourpourides, Panayiotis M.
Patton, Andrew Pesaran, M Hashem Premaratne, Gamini
Pauwels, Laurent L. Pesavento, Elena Price, Simon Glover
Pavlidis, Efthymios G. Phillips, Peter C. B. Proietti, Tommaso
Paya, Ivan Piger, Jeremy M. Prono, Todd Andrew ?
Pearson, Neil Pina, Joaquim Pires
Pedersen, Michael Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman Qureshi, Hammad
R
Radchenko, Stanislav I. Richard, Patrick Rossi, Barbara
Ramasamy, Bala Robertson, John Campbell Rossi, Eduardo
Ramirez, Miguel D. Robinson, Peter M. Rossi, Peter E.
Rangel, Jose Gonzalo Robles Fernandez, M. Dolores Rothe, Christoph
Rasche, Robert H. Rodrigues, Anthony P. Rothman, Philip
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Raynauld, Jacques Rodriguez, Alejandro Federico Sr. Rünstler, Gerhard
Rea, William Stanley Rolph, Douglas Ruocco, Anna
Reichlin, Lucrezia Rombouts, Jeroen Vk Rust, John
Resta, Marina Rossi, Alessandro
S
Salas, Jorge Shrestha, Min B. Snell, Andy
Saltoglu, Burak Siani, Carole Snyder, Ralph David
Sanso, Andreu Sibbertsen, Philipp Sola, Martin
Sargent, Thomas J. Sickles, Robin C. Sørensen, Michael
Sarkissian, Sergei Sigouin, Christian Sosvilla-Rivero, Simon
Sartore, Domenico Siliverstovs, Boriss Souza, Leonardo Rocha
Savva, Christos Savvas Silva, Ricardo Gonçalves Sowell, Fallaw Broadus
Sayginsoy, Ozgen ? Silva Lopes, Artur C. B. da Spagnolo, Fabio
Scaillet, Olivier Silvapulle, Param Spazzini, Filippo
Scalas, Enrico Silvennoinen, Annastiina St-Amant, Pierre
Schleicher, Christoph Silvestrini, Andrea Starica, Catalin
Schlicht, Ekkehart Simin, Timothy T. Steigerwald, Douglas Gardiner
Schumacher, Christian Simonato, Jean-Guy Stock, James H.
Segers, Rene Sims, Christopher Strachan, Rodney W.
Sentana, Enrique Sinclair, Tara M. Strasser, Georg
Seo, Myung Hwan Siriopoulos, Costas P. Strazicich, Mark C
Seymen, Atilim Sitzia, Bruno Strikholm, Birgit
Shamiri, Ahmed Ali Skalin, Joakim ? Su, Liangjun
Shephard, Neil Smallwood, Aaron Dean Suardi, Sandy
Shepherd, David Smeekes, Stephan Sul, Donggyu
Sheppard, Kevin Smith, Anthony A. Summers, Peter
Shimotsu, Katsumi Smith, Jeremy Sun, Yixiao
Shintani, Mototsugu Smith, Richard J. Swanson, Norman Rasmus
T
Taamouti, Abderrahim Theodoridis, Konstantinos Trueck, Stefan
Tallman, Ellis W. Thomakos, Dimitrios D. Tsay, Wen-Jen
Tamarit, Cecilio Tillmann, Peter Tschernig, Rolf
Tauchen, George Timmermann, Allan Tse, Y. K.
Tay, Anthony S Tkacz, Greg Tsiaplias, Sarantis
Taylor, Robert Trenkler, Carsten Turner, Paul M.
Teräsvirta, Timo Trojani, Fabio
U
Uctum, Merih A. Une, Maurício Yoshinori Urga, Giovanni
Udina, Frederic Urbain, Jean-Pierre
V
Vahey, Shaun P. van Dijk, Herman K. Vigfusson, Robert John
Vahid, Farshid Vandrovych, Vitaliy Villani, Mattias
Valderrama, Diego van Gestel, Tony Visser, Marcel P.
Valdesogo Robles, Alfonso Veiga, Helena Voev, Valeri
Valle e Azevedo, João Velasco, Carlos Vogelsang, Timothy
Valls Pereira, Pedro L. Velucchi, Margherita Voss, Graham M
van den Akker, Ramon Venetis, Ioannis A. Vostroknutova, Ekaterina
van der Wel, Michel Ventosa-Santaulària, Daniel Vrontos, Ioannis
van Dijk, Dick Veraart, Almut E. D. Vuorenmaa, Tommi A.
W
Wada, Tatsuma Welz, Peter Willert, Juliane
Wagner, Martin Werker, Bas J.M. Windmeijer, Frank
Wagner, Niklas F Weron, Rafal Wohar, Mark E.
Wallis, Kenneth Frank West, Kenneth D. Wolff, Christian
Wan, Alan White, Halbert Wright, Jonathan H.
Wang, Siyan Whiteman, Charles H. Wright, Stephen Hurst
Warne, Anders Wild, Phillip Wu, Ming-Chya
X
Xiao, Qin Xu, Ke-Li
Xiao, Zhijie Xu, Zhiwei
Y
Yabu, Tomoyoshi Ye, Haichun Yu, Wei-Choun
Yamagata, Takashi Yu, Hai-Chin ? Yusop, Zulkornain B.
Yang, Fuyu Yu, Jun
Yang, Jian Yu, Jung-Suk
Z
Zadrozny, Peter A. Zhang, Xibin Zivot, Eric
Zakoian, Jean-Michel Zhou, Hao Zombanakis, George Andrew Dr.
Zaman, Asad Zhu, Jie Zou, Guohua
Zellner, Arnold Zhu, Zhenhua
Zha, Tao Ziegler, Christina Elisabeth

This page was last updated on 2009-11-22.


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