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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of July 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 ("shares") 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 ("shares") 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 8613 institutions with 64934 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 1552 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.85501.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.19542.26
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.4112010.62
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.59681.79
5Singapore Management University

Singapore, Singapore

8.13395.92
6Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

8.35532.18
7Monash Business School, Monash University

Melbourne, Australia

8.7218711.66
8Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.83531.05
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.7970.97
---School of Economics, Singapore Management University

Singapore, Singapore

10345.92
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.46651.08
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.01478.78
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.96522.07
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.03720.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.433610.81
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.83471.55
14Department of Economics, University of Washington

Seattle, Washington (USA)

15.21221.83
15Økonomisk Institut, Københavns Universitet

København, Denmark

15.72794.55
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.53160.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.9652.3
18European Central Bank

Frankfurt am Main, Germany

18.632478.26
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.68370.68
20Department of Economics, Oxford University

Oxford, United Kingdom

21.481803.32
21School of Economics, University of Nottingham

Nottingham, United Kingdom

21.831324.49
22Department of Economics and Related Studies, University of York

York, United Kingdom

23.85883.68
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.03601.27
24Economics Division, University of Southampton

Southampton, United Kingdom

28.83322.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.41160.56
25Essex Business School, University of Essex

Colchester, United Kingdom

33.25332.59
26Department of Economics, University of Chicago

Chicago, Illinois (USA)

34.25770.67
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.754590.59
28Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

36.32733.34
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

38.24962.89
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

38.74200.26
30Business School, University of Auckland

Auckland, New Zealand

38.74240.26
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.071195
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.97652.19
33Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

41.12124.56
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

42.85502.32
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.1340.95
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

44.8650.85
36Barcelona School of Economics (BSE)

Barcelona, Spain

45.861662.85
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

46.32250.88
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.21221.28
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.75440.41
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.45581.35
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

50.911342.39
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.72652.9
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52511.33
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

57.43301.95
44Department of Economics, Cornell University

Ithaca, New York (USA)

58.54461.09
45Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

58.821112.45
46International Monetary Fund (IMF)

Washington, District of Columbia (USA)

59.054816.14
47Department of Economics, McGill University

Montréal, Canada

59.68331.36
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

60130.16
48Brookings Institution

Washington, District of Columbia (USA)

60390.16
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.04162.76
49Università Commerciale Luigi Bocconi

Milano, Italy

60.041651.8
50Economics Department, Yale University

New Haven, Connecticut (USA)

62.14570.45
51Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.44640.63
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

65.6620.12
52Tinbergen Instituut

Amsterdam, Netherlands

65.721233.22
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

66.11982.7
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.92191.99
54Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

68.26630.88
55Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

69.3640.41
56School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.27612.05
57Department of Economics, New York University (NYU)

New York City, New York (USA)

73.11580.55
58Business School, King's College London

London, United Kingdom

73.35291.38
59Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.41271.71
60Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

79.811212.61
61Department of Economics, University of Warwick

Coventry, United Kingdom

79.82891.61
62Business School, University of Exeter

Exeter, United Kingdom

81.61491.06
63Economics Department, Queen's University

Kingston, Canada

81.91491.25
64Department of Economics, University College London (UCL)

London, United Kingdom

82.09660.92
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

83.1281.66
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.15311.28
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.28610.69
66Department of Economics, University of Toronto

Toronto, Canada

87.2731.22
67Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.661141.12
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.66671.12
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

88.92251.92
---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

89.04531.25
69Department of Economics, Emory University

Atlanta, Georgia (USA)

92.96311.97
70Department of Economics, Ohio State University

Columbus, Ohio (USA)

94.26412
71DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

95.321441.24
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

95.85961.84
72Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

96.49262.11
73Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

97.57300.55
74Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

98.03323.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

98.03293.36
75Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

98.12330.44
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.08104.94
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

101.2160.41
77Business School, University of Technology Sydney

Sydney, Australia

103.7912.09
78Institute of Labor Economics (IZA)

Bonn, Germany

104.59540.57
79Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

109.241063.44
80Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

109.39491.63
81Department of Economics, Korea University

Seoul, South Korea

110.52281.27
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

115.21431.5
82W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

115.21521.5
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.23921.84
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

116.3370.68
84Athens University of Economics and Business (AUEB)

Athens, Greece

116.39892.03
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

116.77491.72
86Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

117.23350.58
87Department of Economics, University of California-Riverside

Riverside, California (USA)

117.48271.11
88Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.94130.4
89School of Business and Economics, Maastricht University

Maastricht, Netherlands

120.81974.99
90Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

121.12540.62
91Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

121.65602.01
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

121.74211.47
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

123.19390.69
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

123.23110.88
94Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

123.35270.5
95Département de Sciences Économiques, Université de Montréal

Montréal, Canada

123.53301.26
96Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

124.33300.59
97Deutsche Bundesbank

Frankfurt, Germany

124.51692.67
98Bank of England

London, United Kingdom

124.582042.74
99Sveriges Riksbank

Stockholm, Sweden

130.52382.54
100Economics Department, University of Essex

Colchester, United Kingdom

131.16461.61
101Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

131.87400.45
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

133.71401.18
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.81322.4
103College of Economics, Sogang University

Seoul, South Korea

134.38230.78
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.59190.2
104Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.59530.2
105Department of Economics, University of Houston

Houston, Texas (USA)

136.39251.21
106Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

137.84420.7
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

139.04470.64
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.83180.45
108Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

141.051702.05
109Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.25500.59
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

143.82123.68
110Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

143.83201.79
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

144.8530.62
111Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

144.981611.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

144.98901.69
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

145.66592.73
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.74722.44
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.8371.63
113Banca d'Italia

Roma, Italy

146.312773.5
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

148470.58
115Department of Economics, University of Birmingham

Birmingham, United Kingdom

148.87511.59
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.39542.15
116École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

150.341102.48
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

153.03681.14
118Toulouse School of Economics (TSE)

Toulouse, France

153.521551.25
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

154.08652.01
119Management School, Lancaster University

Lancaster, United Kingdom

154.72663.56
120Centre for Economic Policy Research (CEPR)

London, United Kingdom

156.863590.29
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

157.18320.28
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

157.951013.18
122Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

158.33852.16
123BI Handelshøyskolen

Oslo, Norway

158.74561.05
124Banco de España

Madrid, Spain

162.611183.32
125Department of Economics, University of Maryland

College Park, Maryland (USA)

163.31451.62
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

167.78570.71
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.3191
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

169.03330.56
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

169.08100.9
129Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

173.23250.54
130Federal Reserve Bank of New York

New York City, New York (USA)

173.32861.48
131Warwick Business School, University of Warwick

Coventry, United Kingdom

174.6282
132Management School, University of Liverpool

Liverpool, United Kingdom

175.7352.17
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

176.07171.75
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

176.4240.64
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

178.33480.28
133Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

179.35461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

179.35391.6
134Institute for Fiscal Studies (IFS)

London, United Kingdom

179.8740.2
135Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

180.54390.89
136Crawford School of Public Policy, Australian National University

Canberra, Australia

181.391760.66
137Graduate School of Business, Columbia University

New York City, New York (USA)

181.81520.16
138Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

183.09480.95
139Faculty of Business and Economics, Macquarie University

Sydney, Australia

185.69431.72
140Handelshögskolan, Örebro Universitet

Örebro, Sweden

187.32231.89
141Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

187.54230.85
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

187.54220.85
142School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

191.711391.4
143ESSEC Business School

Cergy-Pontoise, France

192.71352.14
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

193.14120.27
144Henley Business School, University of Reading

Reading, United Kingdom

193.14300.27
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

194.9981.37
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

197.53472.75
145Business School, Queensland University of Technology

Brisbane, Australia

199.1371.5
146Bank of Canada

Ottawa, Canada

199.181773.95
147Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

200.77141.4
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.92250.27
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

205.661
148Sauder School of Business, University of British Columbia

Vancouver, Canada

205.6251
149Faculty of Economics, University of Tokyo

Tokyo, Japan

206.15401.03
150Department of Economics, University of Oregon

Eugene, Oregon (USA)

206.48260.49
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

207.34270.12
151School of Economics and Management, Tsinghua University

Beijing, China

207.46231.04
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

208.17760.63
152Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

208.2343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

208.2233.01
153Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

209.19311.48
154London School of Economics (LSE)

London, United Kingdom

209.763280.96
---Department of Economics, London Business School (LBS)

London, United Kingdom

210.4160.4
155London Business School (LBS)

London, United Kingdom

210.4340.4

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 807 authors affiliated with 1552 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

1.9
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)

2.83
3Clive W. J. Granger †

3.72
4Pierre Perron

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

4.89
5Tim Bollerslev

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

6.01
6Mark W. Watson

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

9.16
7M Hashem Pesaran

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

9.56
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.52
9Robert Taylor

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

13.36
10Jushan Bai

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

15.05
11Francis X. Diebold

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

15.62
12Charles R. Nelson

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

17.47
13Donald W. K. Andrews

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

17.49
14Timo 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
15Serena Ng

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

19.5
16Andrew C. Harvey

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

19.85
17Helmut Luetkepohl

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

21.32
18Yongcheol Shin

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

22.06
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.64
20Lars Peter Hansen

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

22.94
21Kenneth D. West

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

23.33
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.74
23James H. Stock

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

24.19
24George Kapetanios

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

24.41
25Neil Shephard

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

24.84
26Joon Y. Park

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

24.89
27George Tauchen

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

25.81
28Pentti Saikkonen

25.86
29James Hamilton

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

27.23
30Stephen Leybourne

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

27.26
31Torben G. Andersen

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

29.2
32Graham Elliott

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

29.76
33Thomas J. Sargent

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

29.84
34Allan Timmermann

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

31.96
35Todd Clark

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

33.82
36Adrian Rodney Pagan

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

34.3
37Halbert White †

35.12
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.49
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.91
40Peter Reinhard Hansen

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

40.79
41Andrew Patton

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

42.75
42David I. Harvey

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

43.67
43Siem Jan Koopman

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

45.19
44Manuel Arellano

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

45.26
45Massimiliano 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

46.78
46Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

47.56
47Michael McAleer †

48.01
48Lutz Kilian

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

48.22
49Chang-Jin Kim

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

50.02
50Luc 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

51.94
51Ole E. Barndorff-Nielsen †

52.55
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.35
53Lawrence J. Christiano

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

53.47
54Michael McCracken

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

57.15
55Jean-Michel Zakoian

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

57.55
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

61.55
57Lajos Horvath

61.6
58Asger Lunde

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

65.52
59Cheng Hsiao

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

66.11
60Timothy Vogelsang

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

66.21
61Frank Schorfheide

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

66.79
62Yacine Ait-Sahalia

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

67.59
63Giuseppe Cavaliere

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

68.39
64Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

68.54
65James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.32
66Joerg Breitung

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

71.33
67Donggyu Sul

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

71.59
68Marco Lippi

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

71.9
69Oliver Bruce Linton

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

73.44
70Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

73.83
71Atsushi Inoue

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

74.45
72Jonathan H. Wright

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

76.18
73Christian Francq

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

77.41
74Norman Rasmus Swanson

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

77.63
75Lucrezia Reichlin

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

79.6
76Zhijie Xiao

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

79.64
77Chihwa Kao

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

79.96
78Domenico Giannone

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

80.67
79Christopher F Baum

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

80.75
80In Choi

College of Economics, Sogang University, Seoul, South Korea

81.93

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