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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of June 2022

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • 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 institution according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • 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.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • 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 8604 institutions with 64799 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 807 authors affiliated with 1555 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.5312111.65
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.09501.71
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.09542.22
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.81489.46
4Singapore Management University

Singapore, Singapore

8.44395.92
5Department of Economics, Boston University

Boston, Massachusetts (USA)

8.55681.79
6Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

8.62542.25
7Monash Business School, Monash University

Melbourne, Australia

9.2718811.69
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.7370.97
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.96541.05
---School of Economics, Singapore Management University

Singapore, Singapore

10.1345.92
10Department of Economics, University of Southern California

Los Angeles, California (USA)

11.01661.08
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.22740.85
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.23522.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.323610.84
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.11481.55
14Økonomisk Institut, Københavns Universitet

København, Denmark

15.91794.55
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.9221.83
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.93160.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.78642.3
18European Central Bank

Frankfurt am Main, Germany

19.182458.34
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.371314.49
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.67370.68
21Department of Economics, Oxford University

Oxford, United Kingdom

21.761803.32
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

24611.27
23Department of Economics and Related Studies, University of York

York, United Kingdom

24.22883.68
24Economics Division, University of Southampton

Southampton, United Kingdom

28.89311.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30150.56
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.23733.33
26Essex Business School, University of Essex

Colchester, United Kingdom

34.52332.59
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.754600.59
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

36.19770.67
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.96200.26
29Business School, University of Auckland

Auckland, New Zealand

37.96240.26
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

38.27962.88
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.911195.28
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.332094.64
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.11502.31
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.14652.2
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.18340.95
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.08650.85
36Barcelona School of Economics (BSE)

Barcelona, Spain

46.811662.83
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

46.96250.88
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.39221.28
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.18581.35
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.1430.41
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.67511.33
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

51.321352.88
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

52.69652.9
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

54.54301.95
44Department of Economics, Cornell University

Ithaca, New York (USA)

57.81461.09
45Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

58.851092.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

59.47173.04
46Università Commerciale Luigi Bocconi

Milano, Italy

59.81661.8
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

60.08130.16
47International Monetary Fund (IMF)

Washington, District of Columbia (USA)

60.084806.12
46Brookings Institution

Washington, District of Columbia (USA)

60.08390.16
49Department of Economics, McGill University

Montréal, Canada

60.4331.34
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.64640.63
51Tinbergen Instituut

Amsterdam, Netherlands

64.541233.19
52Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

64.63982.7
53Economics Department, Yale University

New Haven, Connecticut (USA)

64.72570.45
54Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.75630.88
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

67.4520.12
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.36191.99
55School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.52612.05
56Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

70.7640.41
57Business School, King's College London

London, United Kingdom

71.02291.38
58Department of Economics, New York University (NYU)

New York City, New York (USA)

72.54590.88
59Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

72.67271.71
60Economics Department, Queen's University

Kingston, Canada

78.31501.26
61Business School, University of Exeter

Exeter, United Kingdom

79.36491.06
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

79.5681.66
62Department of Economics, University College London (UCL)

London, United Kingdom

81660.92
63Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

81.531212.51
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

82.79311.28
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

84.52610.7
65Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

88.47251.92
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.851141.12
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.85671.12
67Department of Economics, University of Toronto

Toronto, Canada

90.88731.22
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

91.11531.25
68Department of Economics, Ohio State University

Columbus, Ohio (USA)

92.39412
69Department of Economics, Emory University

Atlanta, Georgia (USA)

92.88311.97
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

94.3300.55
71Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

94.73262.11
72Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

96.25333.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

96.25293.36
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

96.3260.41
73Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

97.04330.44
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

97.941451.24
75Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.41104.94
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

100.11961.82
76Department of Economics, University of Warwick

Coventry, United Kingdom

101.33881.6
77Athens University of Economics and Business (AUEB)

Athens, Greece

105.71903.03
78Business School, University of Technology Sydney

Sydney, Australia

106.12892.09
79Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.84491.63
80Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

107.861073.45
81Institute of Labor Economics (IZA)

Bonn, Germany

108.449530.57
82Bank of England

London, United Kingdom

109.152043.33
83Department of Economics, Korea University

Seoul, South Korea

112.6281.27
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

114.15491.72
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

115.02370.68
85Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

118.37921.89
86Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.79130.4
87Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

119.17390.69
88School of Business and Economics, Maastricht University

Maastricht, Netherlands

119.26975
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.53441.5
89W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.53531.5
90Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

119.8350.58
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

119.9211.47
91Department of Economics, University of California-Riverside

Riverside, California (USA)

121.39271.09
92Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

122.35602.01
93Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

122.57540.62
94Deutsche Bundesbank

Frankfurt, Germany

123.381692.67
95Département de Sciences Économiques, Université de Montréal

Montréal, Canada

124.36301.26
96Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

124.75300.59
97Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

127.46110.88
98Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

127.52270.5
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

129.13400.45
100Sveriges Riksbank

Stockholm, Sweden

130.4382.54
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.02190.2
101Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.02530.2
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.27322.4
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

135.65391.18
103Department of Economics, University of Houston

Houston, Texas (USA)

137.08251.21
104College of Economics, Sogang University

Seoul, South Korea

139.14230.78
105Economics Department, University of Essex

Colchester, United Kingdom

139.93471.61
106Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

140.82470.64
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

140.95123.69
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

141.2730.62
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.78520.59
108Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

142.821682.05
109Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

143.14410.7
110Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

143.34201.79
111Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

144.721601.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

144.72901.69
112Department of Economics, University of Birmingham

Birmingham, United Kingdom

145.08511.64
113Banca d'Italia

Roma, Italy

145.822753.5
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

146.6671.63
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

146.69180.45
114École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

148.381102.48
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

148.39602.72
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

148.59470.58
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

150.06681.14
117Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.43732.44
118Toulouse School of Economics (TSE)

Toulouse, France

151.081551.25
119Management School, Lancaster University

Lancaster, United Kingdom

152.53663.56
120Federal Reserve Bank of New York

New York City, New York (USA)

153.94871.62
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

154.09542.15
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

154.793560.29
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

155.08642.01
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

156.36310.28
122BI Handelshøyskolen

Oslo, Norway

157.69551.05
123Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.151013.18
124Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

160.57852.16
125Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

161.48320.56
126Banco de España

Madrid, Spain

162.851183.32
127Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

163.83100.9
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

164.2291
128Department of Economics, University of Maryland

College Park, Maryland (USA)

165.46451.62
129School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.86570.72
130Warwick Business School, University of Warwick

Coventry, United Kingdom

171.2281.94
131Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

174.97250.54
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

176.75240.64
132Management School, University of Liverpool

Liverpool, United Kingdom

177.05342.17
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

177.35490.28
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

178.26171.75
133Institute for Fiscal Studies (IFS)

London, United Kingdom

180.26740.2
134Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.72461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.72391.6
135Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

181.86390.89
136Handelshögskolan, Örebro Universitet

Örebro, Sweden

182.4231.89
137Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

183.09480.95
138School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

184.461391.4
139Crawford School of Public Policy, Australian National University

Canberra, Australia

186.221770.66
140Graduate School of Business, Columbia University

New York City, New York (USA)

186.27530.16
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

187.12981.36
141ESSEC Business School

Cergy-Pontoise, France

188.98352.14
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

190.38120.27
142Henley Business School, University of Reading

Reading, United Kingdom

190.38300.27
143Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

191.92230.85
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

191.92220.85
144Faculty of Business and Economics, Macquarie University

Sydney, Australia

192.14431.72
145Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

193.5141.4
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

198.53472.75
146Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

199.81321.86
147Faculty of Economics, University of Tokyo

Tokyo, Japan

200.18401.03
148Business School, Queensland University of Technology

Brisbane, Australia

201.58361.5
149Bank of Canada

Ottawa, Canada

202.021773.95
150Department of Economics, University of Oregon

Eugene, Oregon (USA)

205.13260.49
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

206.34250.27
---Department of Economics, London Business School (LBS)

London, United Kingdom

208.12160.4
151London Business School (LBS)

London, United Kingdom

208.12340.4
152London School of Economics (LSE)

London, United Kingdom

208.73260.96
153School of Economics, University of Manchester

Manchester, United Kingdom

209.06510.78
154Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

212.37332.68
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

212.37222.68
155Economics Department, Williams College

Williamstown, Massachusetts (USA)

213.3310.29

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 807 authors affiliated with 1555 institutions.
All authors classified in this field.

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

1.79
2Robert F. Engle III

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

2.96
3Clive W. J. Granger †

3.69
4Pierre Perron

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

5.03
5Tim Bollerslev

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

6.5
6M Hashem Pesaran

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

8.99
7Mark W. Watson

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

10.42
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.67
9Robert Taylor

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

13.56
10Jushan Bai

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

14.02
11Francis X. Diebold

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

15.1
12Donald W. K. Andrews

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

16.01
13Timo Terasvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany

18.17
14Charles R. Nelson

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

18.25
15Serena Ng

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

20.22
16Andrew C. Harvey

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

20.72
17Joon Y. Park

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

21.21
18Helmut Luetkepohl

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

21.45
19Yongcheol Shin

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

21.54
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.68
21George Kapetanios

Business School, King's College London, London, United Kingdom

23.07
22Kenneth D. West

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

23.13
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.42
24Neil Shephard

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

23.77
25James H. Stock

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

24.01
26Lars Peter Hansen

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

24.46
27George Tauchen

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

24.48
28Stephen Leybourne

School of Economics, University of Nottingham, Nottingham, United Kingdom

25.57
29James Hamilton

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

25.92
30Graham Elliott

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

26.67
31Pentti Saikkonen

27.17
32Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

29.18
33Allan Timmermann

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

31.52
34Todd Clark

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

32.44
35Thomas J. Sargent

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

32.84
36Halbert White †

34.61
37Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia

35.1
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.76
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

40.6
40David I. Harvey

Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom

42.27
41Peter Reinhard Hansen

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

43.06
42Andrew Patton

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

44.02
43Manuel Arellano

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

45.58
44Massimiliano 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

46.34
45Siem Jan Koopman

Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands

46.45
46Michael McAleer †

47.8
47Lutz Kilian

Federal Reserve Bank of Dallas, Dallas, Texas (USA)

50.05
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

50.6
49Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.75
50Chang-Jin Kim

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

50.76
51Luc Bauwens

Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium

53.55
52Ole E. Barndorff-Nielsen

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

54.51
53Lawrence J. Christiano

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

55.9
54Michael McCracken

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

56
55Jean-Michel Zakoian

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

61.23
56Luis Alberiko Gil-Alana

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

62.14
57Lajos Horvath

64.68
58Yacine Ait-Sahalia

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

65.13
59Frank Schorfheide

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

65.22
60Timothy Vogelsang

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

65.58
61Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy
Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

66.54
62James MacKinnon

Economics Department, Queen's University, Kingston, Canada

67.01
63Asger Lunde

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

67.14
64Oliver Bruce Linton

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

67.15
65Cheng Hsiao

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

67.5
66Joerg Breitung

Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany

70.28
67Marco Lippi

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

72.77
68Atsushi Inoue

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

73.11
69Christian Francq

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

73.52
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.85
71Donggyu Sul

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

74.24
72Zhijie Xiao

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

75.04
73Jonathan H. Wright

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

75.46
74Norman Rasmus Swanson

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

75.46
75Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

76.64
76Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom
Centre for Economic Policy Research (CEPR), London, United Kingdom

78.12
77Chihwa Kao

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

78.47
78Yixiao Sun

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

80.67
79Domenico Giannone

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

80.68
80Christopher F Baum

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

80.78

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