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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 2023

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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 8676 institutions with 66166 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 797 authors affiliated with 1566 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.3471.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.91522.24
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.311511.72
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.24551.14
5Monash Business School, Monash University

Melbourne, Australia

8.0318811.84
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.4970.97
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.62691.79
8Singapore Management University

Singapore, Singapore

8.9385.91
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.35532.03
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.07681.09
---School of Economics, Singapore Management University

Singapore, Singapore

10.44345.9
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.04740.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.35449.38
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.25471.56
13Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.42532.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.843810.96
14Department of Economics, University of Washington

Seattle, Washington (USA)

13.54221.96
15European Central Bank

Frankfurt am Main, Germany

15.692518.97
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.23160.48
17Økonomisk Institut, Københavns Universitet

København, Denmark

17.64804.56
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.4642.32
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.92350.71
20Department of Economics, Oxford University

Oxford, United Kingdom

23.661773.34
21Department of Economics and Related Studies, University of York

York, United Kingdom

23.82843.77
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.751213.53
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

27.12581.2
24Economics Division, University of Southampton

Southampton, United Kingdom

30.37342.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.87170.56
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.39780.68
26Essex Business School, University of Essex

Colchester, United Kingdom

33.49323.71
27Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.72773.52
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.14600.6
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

39.28962.92
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

39.93532.41
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

40.1200.25
30Business School, University of Auckland

Auckland, New Zealand

40.1240.25
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.152134.87
32Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

41.18260.93
33Federal Reserve Bank of Dallas

Dallas, Texas (USA)

41.35660.99
34School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.631215.13
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.14621.93
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.4331.02
37Barcelona School of Economics (BSE)

Barcelona, Spain

44.871652.87
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

47430.43
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.25591.36
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.56231.26
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.56521.34
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.82683.1
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.461322.99
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

56.23130.16
43Brookings Institution

Washington, District of Columbia (USA)

56.23370.16
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

56.87301.97
45Università Commerciale Luigi Bocconi

Milano, Italy

58.171682.82
46International Monetary Fund (IMF)

Washington, District of Columbia (USA)

58.354976.81
47Department of Economics, Cornell University

Ithaca, New York (USA)

58.89461.11
48Department of Economics, McGill University

Montréal, Canada

60.44341.38
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.97162.86
49Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

63.471252.96
50Economics Department, Yale University

New Haven, Connecticut (USA)

63.96590.45
51Department of Economics, University of California-Berkeley

Berkeley, California (USA)

64.01620.63
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.93630.88
53Business School, King's College London

London, United Kingdom

66.57311.83
54Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

66.75640.51
55Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.021131.94
56Tinbergen Instituut

Amsterdam, Netherlands

67.511233.35
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.49191.97
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

69.3720.12
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

72.221032.43
58Department of Economics, University College London (UCL)

London, United Kingdom

72.31671.2
59Department of Economics, New York University (NYU)

New York City, New York (USA)

72.5590.89
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

73.02291.73
61School of Economics and Finance, Queen Mary University of London

London, United Kingdom

75.68681.91
62Department of Economics, University of Warwick

Coventry, United Kingdom

81.79891.65
63Business School, University of Exeter

Exeter, United Kingdom

83.22521.1
64Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

84.85273.09
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

85.0671.56
65Economics Department, Queen's University

Kingston, Canada

85.14501.25
66Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.7600.68
67Department of Economics, University of Toronto

Toronto, Canada

88.81731.23
68Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.911181.15
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.91721.15
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.8331.27
69Department of Economics, Emory University

Atlanta, Georgia (USA)

91.21311.98
---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

91.86501.27
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

92.35310.56
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

92.95104.94
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.99231.91
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

96.3961.84
73Department of Economics, Ohio State University

Columbus, Ohio (USA)

96.96402
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

97.631411.02
75Business School, University of Technology Sydney

Sydney, Australia

103.99912.26
76Athens University of Economics and Business (AUEB)

Athens, Greece

104.31893.05
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

105.1570.4
77Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.69342.48
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.69302.48
78Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

107.1632.88
79School of Business and Economics, Maastricht University

Maastricht, Netherlands

111.77954.99
80Department of Economics, University of California-Riverside

Riverside, California (USA)

112.55281.14
81Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.661143.5
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

113390.73
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

113.74330.44
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

114.05921.9
84Bank of England

London, United Kingdom

114.582052.89
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

114.68491.75
86Department of Economics, Korea University

Seoul, South Korea

115.17281.04
87Institute of Labor Economics (IZA)

Bonn, Germany

115.819520.57
88Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

116.42481.48
89Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

118.58300.62
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

119.091202.68
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

120.44221.49
91Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.89380.71
92Deutsche Bundesbank

Frankfurt, Germany

121.541722.72
93Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

122.78330.58
94Département de Sciences Économiques, Université de Montréal

Montréal, Canada

123.49301.29
95Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

126.53101.01
96Sveriges Riksbank

Stockholm, Sweden

127.11382.67
97Crawford School of Public Policy, Australian National University

Canberra, Australia

128.921780.89
98Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

129.19130.4
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

130.01420.45
100Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

132.92322.44
101Economics Department, University of Essex

Colchester, United Kingdom

135.61461.61
102Department of Economics, University of Houston

Houston, Texas (USA)

135.71251.24
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

135.86460.66
104Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

136.96270.5
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

137.79180.2
105Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

137.79520.2
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

138.26123.66
106Banca d'Italia

Roma, Italy

138.473024.18
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

139.39530.6
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

139.6982.13
108Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

139.911752.06
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.74401.19
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

141.27780.86
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

141.49200.46
109Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

141.49420.46
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

142.57391.3
110W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

142.57471.3
111Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

142.96732.3
112College of Economics, Sogang University

Seoul, South Korea

143.15230.77
113Management School, University of Liverpool

Liverpool, United Kingdom

144.13362.47
114Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.821631.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.82921.67
115Centre for Economic Policy Research (CEPR)

London, United Kingdom

146.533630.31
116Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

146.75550.62
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

146.89552.02
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

147.68711.18
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

150.430.55
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

151.851023.31
119Management School, Lancaster University

Lancaster, United Kingdom

153.91683.61
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

153.94672.02
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

153.99662.76
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.99320.29
120BI Handelshøyskolen

Oslo, Norway

154.01571.06
121Economics Department, Georgetown University

Washington, District of Columbia (USA)

156.13490.58
122Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

157.82882.27
123Toulouse School of Economics (TSE)

Toulouse, France

158.281561.26
124Department of Economics, University of Birmingham

Birmingham, United Kingdom

158.76531.51
125Banco de España

Madrid, Spain

166.361163.41
126School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

167.73560.71
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

167.9691
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.7490.31
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

171.2240.65
127Department of Economics, University of Maryland

College Park, Maryland (USA)

171.28481.59
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.31100.9
129Warwick Business School, University of Warwick

Coventry, United Kingdom

171.99271.98
130Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

172.11310.58
131Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

173.88390.9
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

175.59181.8
132Faculty of Business and Economics, Macquarie University

Sydney, Australia

177.33411.81
133Bank of Canada

Ottawa, Canada

179.661803.98
134Graduate School of Business, Columbia University

New York City, New York (USA)

180.66520.16
135School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

180.71431.47
136Federal Reserve Bank of New York

New York City, New York (USA)

182.4881.37
137Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

183.04260.53
138Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

183.08211.2
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

183.331001.44
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

185.78480.96
140Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

186.63461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

186.63391.6
141Institute for Fiscal Studies (IFS)

London, United Kingdom

186.73730.19
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

188.5400.54
---Department of Economics, London Business School (LBS)

London, United Kingdom

189.94150.45
142London Business School (LBS)

London, United Kingdom

189.94320.45
143Handelshögskolan, Örebro Universitet

Örebro, Sweden

190.24231.92
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

191.6472.86
144Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

192.23161.46
145ESSEC Business School

Cergy-Pontoise, France

192.49342.16
146Department of Economics, University of Oregon

Eugene, Oregon (USA)

195.65270.51
147School of Economics, University of Manchester

Manchester, United Kingdom

197.5550.84
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

200.52120.28
148Henley Business School, University of Reading

Reading, United Kingdom

200.52300.28
149Business School, Queensland University of Technology

Brisbane, Australia

200.78351.48
150Economics Department, Williams College

Williamstown, Massachusetts (USA)

205.4310.28
151Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

207.87330.35
152Faculty of Economics, University of Tokyo

Tokyo, Japan

208.26411.03
153Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

209.24301.48
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

209.49260.13
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

210.78270.27
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

211.1161
154Sauder School of Business, University of British Columbia

Vancouver, Canada

211.11251
155Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.98363.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.98253.01
156Division of Economics, Seoul National University

Seoul, South Korea

212.98250.86

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 797 authors affiliated with 1566 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

1.73
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)

3.2
3Clive W. J. Granger †

3.8
4Pierre Perron

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

5.4
5Tim Bollerslev

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

6.75
6M Hashem Pesaran

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

9.23
7Mark W. Watson

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

9.24
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.65
9Jushan Bai

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

13.85
10Francis X. Diebold

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

14.43
11Robert Taylor

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

14.46
12Charles R. Nelson

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

14.84
13Donald W. K. Andrews

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

17.4
14Serena Ng

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

17.93
15Timo 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

19.02
16Andrew C. Harvey

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

20.46
17Helmut Luetkepohl

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

20.88
18James H. Stock

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

21.24
19George Kapetanios

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

21.32
20Kenneth D. West

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

21.73
21Lars Peter Hansen

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

22.27
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.49
23Yongcheol Shin

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

22.95
24Pentti Saikkonen

24.09
25Joon Y. Park

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

24.21
26James Hamilton

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

24.38
27David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.17
28Neil Shephard

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

27.15
29George Tauchen

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

27.63
30Stephen Leybourne

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

28.07
31Torben G. Andersen

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

30.82
32Todd Clark

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

32.13
33Thomas J. Sargent

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

33.27
34Adrian Rodney Pagan

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

34.11
35Graham Elliott

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

34.55
36Allan Timmermann

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

35.22
37Halbert White †

38.37
38Manuel Arellano

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

38.73
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

41.16
40Andrew Patton

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

41.36
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

41.57
42Massimiliano 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

42.69
43Lutz Kilian

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

44.58
44Peter Reinhard Hansen

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

44.69
45David I. Harvey

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

45.14
46Siem Jan Koopman

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

46.56
47Chang-Jin Kim

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

46.94
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.43
49Lawrence J. Christiano

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

50.61
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

53.21
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.37
52Ole E. Barndorff-Nielsen †

53.59
53Michael McCracken

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

54.32
54Luis Alberiko Gil-Alana

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

55.96
55Giuseppe Cavaliere

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

57
56Michael McAleer †

57.86
57Jean-Michel Zakoian

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

60.61
58Lajos Horvath

61.09
59Frank Schorfheide

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

63.63
60Cheng Hsiao

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

67.16
61Asger Lunde

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

68.11
62Marco Lippi

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

69.8
63Timothy Vogelsang

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

70.12
64Yacine Ait-Sahalia

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

70.35
65Lucrezia Reichlin

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

70.5
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

70.82
67Oliver Bruce Linton

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

71.05
68James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.66
69Jonathan H. Wright

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

72.34
70Atsushi Inoue

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

73.74
71Joerg Breitung

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

74.77
72Norman Rasmus Swanson

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

75.68
73Donggyu Sul

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

75.77
74Chihwa Kao

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

76.07
75Zhijie Xiao

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

76.34
76Domenico Giannone

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

77.73
77Christian Francq

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

79.2
78Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

81.68
79Christopher F Baum

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

83.2

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