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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 2017

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 7408 institutions with 49959 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 1151 authors affiliated with 1316 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

1.9212316.37
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

3.03582.67
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.18481.42
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.265714.39
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.11461.73
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.17522.48
6Singapore Management University

Singapore, Singapore

7.84395.65
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.94551.84
---School of Economics, Singapore Management University

Singapore, Singapore

9.27325.65
8Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.09701.05
9Monash Business School, Monash University

Melbourne, Australia

10.331379.75
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.56421.2
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.22319.7
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.67442.09
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.930.46
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

17.16371.15
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.29200.38
14Department of Economics, University of Washington

Seattle, Washington (USA)

19.09191.61
15European Central Bank

Frankfurt am Main, Germany

20.461867.07
16Økonomisk Institut, Københavns Universitet

København, Denmark

20.56684.03
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

20.58180.83
17Department of Economics, Oxford University

Oxford, United Kingdom

20.961713.58
18Department of Economics and Related Studies, University of York

York, United Kingdom

20.98843.5
19Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

21.7731.89
20Economics Division, University of Southampton

Southampton, United Kingdom

22.26352.31
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.63350.65
22Essex Business School, University of Essex

Colchester, United Kingdom

25.32242.83
23Business School, University of Auckland

Auckland, New Zealand

29.15230.35
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.89550.36
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

31.18180.28
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

36.69501.2
26Economics Department, Queen's University

Kingston, Canada

36.93561.59
27Federal Reserve Bank of New York

New York City, New York (USA)

37.28822.19
28Brookings Institution

Washington, District of Columbia (USA)

37.32310.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

38.64120.2
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.161643.83
30Tinbergen Instituut

Amsterdam, Netherlands

39.451372.77
31Department of Economics, New York University (NYU)

New York City, New York (USA)

40.99550.65
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

41.38370.36
33Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

42.24561.75
34Department of Economics, Indiana University

Bloomington, Indiana (USA)

42.33301.31
35Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

42.79271
36Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.99191.17
37Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

45.45472.8
38Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

45.48843.77
39Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

47.76220.85
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.07621.35
41Centre de Recherche en Économie et Statistique (CREST)

France

48.7912.78
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.55511.33
42Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

50.86582.5
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

51.13371.64
43Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

51.621574.16
44Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

51.76974.22
45Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

53.23650.46
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

57.29180.39
46Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

57.29440.39
47Economics Department, Yale University

New Haven, Connecticut (USA)

57.76490.48
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

57.97520.66
49Economics Department, University of Strathclyde

Glasgow, United Kingdom

58.5321.63
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.13412.41
51Università Commerciale Luigi Bocconi

Milano, Italy

59.951501.9
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.9850.58
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

62.33242.57
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

62.35621.16
52Department of Economics, University College London (UCL)

London, United Kingdom

68.29761.3
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.65281.6
54Business School, University of Technology Sydney

Sydney, Australia

73.61832.13
55Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

75.14162.74
---Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

75.98143.26
56Department of Economics, University of California-Riverside

Riverside, California (USA)

76.08261.38
57Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna

Bologna, Italy

77.86233.89
58Warwick Business School, University of Warwick

Coventry, United Kingdom

78.04272.65
59Department of Economics, Ohio State University

Columbus, Ohio (USA)

79.29371.9
60National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

79.724920.22
---Department of Economics, London Business School (LBS)

London, United Kingdom

79.76120.33
61London Business School (LBS)

London, United Kingdom

79.76320.33
62Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

79.83232
63Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

79.94100.11
64Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

81.081093.35
65Department of Economics, University of Warwick

Coventry, United Kingdom

83.43721.25
66Handelshögskolan, Örebro Universitet

Örebro, Sweden

84.8130.97
67Crawford School of Public Policy, Australian National University

Canberra, Australia

85.111540.84
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

85.2311.67
68Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.85630.81
69Department of Economics, McGill University

Montréal, Canada

89.52340.71
70Department of Economics, Korea University

Seoul, South Korea

89.54251.2
71DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

89.831510.47
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

89.94232.68
72Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

90.15993.25
73Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

90.19460.13
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

90.63660.82
74Bank of Canada

Ottawa, Canada

93.21172.7
75SKEMA Business School

Lille, France

94.13120.7
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

95.1603.22
76Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

96.58350.5
77Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

98.17110.87
78International Monetary Fund (IMF)

Washington, District of Columbia (USA)

99.193913.49
79Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

100.8973.99
80Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

102.19260.38
81School of Business and Economics, Maastricht University

Maastricht, Netherlands

102.27962.88
82Department of Economics, Emory University

Atlanta, Georgia (USA)

102.63191.02
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

103.74873.06
83Ekonomihögskolan, Lunds Universitet

Lund, Sweden

104.2931.16
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

104.2661.16
84Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

105.51232.29
85Department of Economics, University of Birmingham

Birmingham, United Kingdom

106.06351.63
86Department of Economics, University of Toronto

Toronto, Canada

108.55631.06
87Economics Department, University of Essex

Colchester, United Kingdom

108.84462.09
88Toulouse School of Economics (TSE)

Toulouse, France

108.881661.12
89Deutsche Bundesbank

Frankfurt, Germany

110.521033.45
90School of Economics, University of Nottingham

Nottingham, United Kingdom

111.49901.44
91William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

112.76120.23
92College of Economics, Sogang University

Seoul, South Korea

113.35220.94
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.65251.37
93Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.04421.51
94Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

115.51591.77
95Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

115.57390.53
96Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

119.05200.59
97Department of Quantitative Finance, National Tsing Hua University

Hsin-Chu, Taiwan

122.23120.58
98Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

122.44230.52
99School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

122.53581.08
100Department of Economics, George Washington University

Washington, District of Columbia (USA)

122.8672.63
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

122.91712.72
101Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

122.911692.72
102Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

122.98260.62
103Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

123.07341.56
104Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

124.131132.89
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

124.13972.89
105Athens University of Economics and Business (AUEB)

Athens, Greece

124.71752.72
106Rotman School of Management, University of Toronto

Toronto, Canada

125.67400.74
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

125.6780.74
107Department of Economics, University of Houston

Houston, Texas (USA)

126.07210.91
108London School of Economics (LSE)

London, United Kingdom

127.063001.75
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

128.05160.41
109Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

128.05380.41
110Sveriges Riksbank

Stockholm, Sweden

128.55401.72
111Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

132.17440.49
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

135.5361.48
112Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

136.47100.29
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

136.5161.88
113Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

140.08180.44
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

142.53420.43
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

143.12120.34
115Henley Business School, University of Reading

Reading, United Kingdom

143.12290.34
116Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

143.55181.87
117Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

143.56300.58
118Bank of England

London, United Kingdom

143.781804.87
119Economics Department, Brown University

Providence, Rhode Island (USA)

146.1600.97
120DeGroote School of Business, McMaster University

Hamilton, Canada

147.3682.2
121Management School, Lancaster University

Lancaster, United Kingdom

149.01561.75
122Management School, University of Liverpool

Liverpool, United Kingdom

151.15261.78
123Cass Business School, City University

London, United Kingdom

151.93380.7
124Business School, Deakin University

Melbourne, Australia

153.83571.99
125School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

153.84550.58
126Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

154.17701.55
127Helsinki Center for Economic Research (HECER)

Helsinki, Finland

157.74201.01
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

161.1100.83
129Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

161.6710.5
130Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

162.56962.83
131Joint Research Centre, European Commission

Ispra, Italy

164.09721.86

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.56
2Robert F. Engle III

Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.71
3Clive W. J. Granger †

4.28
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

4.43
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

5.6
6Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

7.91
7Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

8.18
8M Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

9.33
9Marc Nerlove

Department of Agricultural and Resource Economics, University of Maryland, College Park, Maryland (USA)

12.3
10James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

13.34
11Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

14.52
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

15.72
13Timo Teräsvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

16.8
14Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

17.59
15Helmut Lütkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

17.92
16Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

18.41
17Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

19.05
18Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

19.08
19Christopher Sims

Department of Economics, Princeton University, Princeton, New Jersey (USA)

19.9
20Pentti Saikkonen

Helsinki Center for Economic Research (HECER), Helsinki, Finland

20.04
21Halbert White †

20.06
22Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

20.58
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

20.63
24George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

22.23
25Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

22.71
26Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

23.02
27Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

24.19
28Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

26.1
29Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

26.22
30Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

26.79
31Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

26.84
32Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

32.09
33Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, Canberra, Australia

32.69
34Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

33.82
35Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

34.81
36Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

35.91
37Siem Jan Koopman

Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

39.12
38Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

40.14
39Bruce E. Hansen

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

41.92
40James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

42.52
41Lutz Kilian

Economics Department, University of Michigan, Ann Arbor, Michigan (USA)

42.52
42Yakov Amihud

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

43.41
43Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

44.06
44Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

44.54
45Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

48.12
46Hal Ronald Varian

Department of Economics, University of California-Berkeley, Berkeley, California (USA)

49.47
47Luc Bauwens

SKEMA Business School, Lille, France

49.64
48Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom

49.98
49Richard T. Baillie

Economics Department, Michigan State University, East Lansing, Michigan (USA)
School of Economics and Finance, Queen Mary University of London, London, United Kingdom

50.37
50Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

55.11
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.68
52Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

57.11
53Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

57.96
54Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

58.72
55Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

59.33
56Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

60.44
57Sune Karlsson

Handelshögskolan, Örebro Universitet, Örebro, Sweden

62.27
58Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

63.96
59Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

64.17
60Christopher F Baum

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

66.03
61Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

66.26
62Giuseppe Cavaliere

Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy

66.43
63Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

66.62
64Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

67.77
65Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

67.97
66Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

70.45
67A. Ronald Gallant

Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)

70.84
68Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

70.98
69Kenneth Frank Wallis

Department of Economics, University of Warwick, Coventry, United Kingdom

71.23
70Eric Ghysels

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

73.39
71Robert De Jong

Department of Economics, Ohio State University, Columbus, Ohio (USA)

74.84
72Stephen Roy Bond

Institute for Fiscal Studies (IFS), London, United Kingdom

75
73Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), France

75.09
74Roberto S. Mariano

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)
School of Economics, Singapore Management University, Singapore, Singapore

75.35
75Jean-Pierre Urbain †

75.7
76Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

75.81
77James MacKinnon

Economics Department, Queen's University, Kingston, Canada

77.47
78Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

78.28
79Frank Kleibergen

Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam, Netherlands

79.02
80Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

81.27
81In Choi

College of Economics, Sogang University, Seoul, South Korea

82.49
82Martin Eichenbaum

Department of Economics, Northwestern University, Evanston, Illinois (USA)

82.62
83Hyungsik Roger Moon

Department of Economics, University of Southern California, Los Angeles, California (USA)

84.38
84Philip Hans Franses

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

84.85
85Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

85.04
86Domenico Giannone

Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

85.29
87Neil R. Ericsson

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

85.83
88Anindya Banerjee

Department of Economics, University of Birmingham, Birmingham, United Kingdom

86.01
89Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

87.13
90Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

87.72
91Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

88.13
92Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

91.45
93Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

91.69
94Werner Ploberger

Department of Economics, Washington University in St. Louis, St. Louis, Missouri (USA)

92.15
95James Durbin †

92.29
96Michael Peter Clements

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

92.81
97Mario Forni

Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy

96.02
98Esther Ruiz

Departamento de Estadistica, Universidad Carlos III de Madrid, Madrid, Spain

96.25
99John M. Maheu

DeGroote School of Business, McMaster University, Hamilton, Canada

99.08
100Markku Lanne

Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto, Helsinki, Finland

99.85
101Aman Ullah

Department of Economics, University of California-Riverside, Riverside, California (USA)

100.51
102Dick van Dijk

Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

100.78
103Herman K. van Dijk

Tinbergen Instituut, Amsterdam, Netherlands

102.04
104Jörg Breitung

Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany

102.82
105Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

104.8
106Jiti Gao

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

107.14
107Marc Hallin

European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles, Belgium

107.48
108Christian Francq

Centre de Recherche en Économie et Statistique (CREST), France

108.41
109Yixiao Sun

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

109.25
110Juan F Rubio-Ramirez

Department of Economics, Emory University, Atlanta, Georgia (USA)

109.25
111Enrique Sentana

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

110.05
112Fabio Canova

Department of Economics, European University Institute, Firenze, Italy

111.81
113Raffaella Giacomini

Department of Economics, University College London (UCL), London, United Kingdom

113.68
114Anders Rahbek

Økonomisk Institut, Københavns Universitet, København, Denmark

117.38
115Tommaso Proietti

Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma, Italy

117.48

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