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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 2025

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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 9056 institutions with 71173 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 777 authors affiliated with 1618 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.6811512.54
2Department of Economics, Duke University

Durham, North Carolina (USA)

3.21491.74
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.98522.38
4Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

6.89712.26
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.72541.05
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

7.91409.2
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.4160.95
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.95702.69
8Monash Business School, Monash University

Melbourne, Australia

9.119911.38
9Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

9.6170.52
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.29531.89
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.99720.84
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.64010.28
12Singapore Management University

Singapore, Singapore

14.62394.29
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.13552.35
---School of Economics, Singapore Management University

Singapore, Singapore

16.11314.25
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.14581.94
15European Central Bank

Frankfurt am Main, Germany

16.582698.44
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.65784.57
17Department of Economics, University of Southern California

Los Angeles, California (USA)

19.93711.18
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.15360.7
19Department of Economics, Oxford University

Oxford, United Kingdom

20.921814.06
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.5231.62
21Department of Economics and Related Studies, University of York

York, United Kingdom

22.44883.65
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.041203.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.93210.3
23Business School, University of Auckland

Auckland, New Zealand

26.93270.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

28.51561.06
25International Monetary Fund (IMF)

Washington, District of Columbia (USA)

31.935367.57
26Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

33.861083.13
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

344780.56
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

34.08190.47
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.01840.35
29Essex Business School, University of Essex

Colchester, United Kingdom

35.16292.45
30Federal Reserve Bank of Dallas

Dallas, Texas (USA)

35.98561.4
31Barcelona School of Economics (BSE)

Barcelona, Spain

38.771744
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.371337.12
33School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

40.66813.8
34Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.26611.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.95521.23
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.49330.95
36Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.01291.34
37Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

46.38320.67
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.08231.28
39Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

50.04601.57
40Università Commerciale Luigi Bocconi

Milano, Italy

51.111852.91
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.46480.38
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.891373.79
43Faculty of Business Administration, University of Macau

Macau, Macao

52.93392.97
44School of Economics and Management, University of Chinese Academy of Sciences

Beijing, China

54.5841
45Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

56.26630.47
46Department of Economics, McGill University

Montréal, Canada

56.51341.5
47Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

59.81883.57
48Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.091224.55
49Economics Department, Yale University

New Haven, Connecticut (USA)

61.84660.45
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.46640.6
51Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

63.942113.6
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

64.83163.6
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.13720.95
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.53223.52
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66.9712.12
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.11022.72
55Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

67.271273.1
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

70.42110.12
56Brookings Institution

Washington, District of Columbia (USA)

70.42380.12
57Department of Economics, University College London (UCL)

London, United Kingdom

71.2691.13
58Ekonomihögskolan, Lunds Universitet

Lund, Sweden

75.171191.91
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

75.17701.91
59Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

76.19271.74
60Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

76.26461.68
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

76.87571.98
61Business School, King's College London

London, United Kingdom

76.89371.62
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

78.7520.1
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

80.7971.56
62Department of Economics, New York University (NYU)

New York City, New York (USA)

81.02610.87
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

82.621012.3
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.24291.27
63Department of Economics, University of Warwick

Coventry, United Kingdom

88.04881.48
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

90.7970.42
64DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.111380.64
65Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

91.2594.92
66Department of Economics, Ohio State University

Columbus, Ohio (USA)

91.36402
67Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

92.25502.4
---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

92.98501.21
68Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

93.16570.54
69School of Business and Economics, Maastricht University

Maastricht, Netherlands

93.621014.13
70Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

94.531163.55
71Athens University of Economics and Business (AUEB)

Athens, Greece

95.18943.07
72Economics Department, Queen's University

Kingston, Canada

95.2521.2
73Department of Economics, University of Toronto

Toronto, Canada

96.5751.2
74Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

96.84311.58
---Department of Economics, Mitch Daniels School of Business, Purdue University

West Lafayette, Indiana (USA)

96.89432.37
75Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

98.84252.66
76Department of Economics, Indiana University

Bloomington, Indiana (USA)

99.97331.43
77Deutsche Bundesbank

Frankfurt, Germany

100.751793.19
78Business School, University of Exeter

Exeter, United Kingdom

101.23561.57
79Business School, University of Technology Sydney

Sydney, Australia

104.11922.23
80Department of Economics, Emory University

Atlanta, Georgia (USA)

104.69321.92
81Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.83461.56
82Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

107.25481.77
83Tinbergen Instituut

Amsterdam, Netherlands

108.981252.8
84Department of Economics, Korea University

Seoul, South Korea

113.53301.28
85Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

114.7941.49
86Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

114.85120.41
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.04201.53
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

116.45122.79
87Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

117.43651.72
88École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

117.981252.61
89Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.6420.46
90Crawford School of Public Policy, Australian National University

Canberra, Australia

121.41850.88
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.48330.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.26210.44
92Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.26460.44
93Department of Economics, University of California-Riverside

Riverside, California (USA)

124.05341.4
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

126.24440.67
95Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

127.02131.19
96Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

129.72221.46
97Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

130.01321.9
98Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

132.45310.56
99Economics Department, University of Essex

Colchester, United Kingdom

132.61511.46
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

133.29820.85
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.31180.19
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.31530.19
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

133.91311.27
102Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

134.411851.92
103Sveriges Riksbank

Stockholm, Sweden

134.47372.57
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

135.28662.76
104School of Economics and Management, Tsinghua University

Beijing, China

136.02271.47
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.021091.67
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

137.6771.4
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

138.47401.18
105Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.76741.99
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.76561.99
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.15401.3
106W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.15501.3
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

143.32431.2
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

143.8340.33
107Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

144.021742.05
108Toulouse School of Economics (TSE)

Toulouse, France

144.281551.28
109Department of Economics, University of Houston

Houston, Texas (USA)

144.82271.21
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

145.0420.55
110Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

145.25470.4
111Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.44771.19
112Banca d'Italia

Roma, Italy

146.853233.41
113College of Economics, Sogang University

Seoul, South Korea

147.33230.75
114Federal Reserve Bank of New York

New York City, New York (USA)

149.71981.49
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

152.15500.75
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.28983.24
117Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

153.95320.36
118Management School, University of Liverpool

Liverpool, United Kingdom

156.63392.42
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

157.51642.02
119Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

158.21191.78
120Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.69471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.69401.79
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

159.723810.29
122Business School, Macquarie University

Sydney, Australia

161.84471.69
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

163.2500.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

164.281
123Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

165.51311.14
124Department of Economics, University of Maryland

College Park, Maryland (USA)

165.54491.58
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

169.64580.32
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.96110.9
127Bank of England

London, United Kingdom

172.622152.47
128Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

174.14181.45
129Banco de España

Madrid, Spain

174.471452.48
130Institute for Fiscal Studies (IFS)

London, United Kingdom

177.25780.2
131London School of Economics (LSE)

London, United Kingdom

179.593471.26
132Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

181.17260.39
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

182.12472.81
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

187.29330.54
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

191.62140.44
133Henley Business School, University of Reading

Reading, United Kingdom

191.62330.44
134Bangko Sentral Ng Pilipinas

Manilla, Philippines

192.04240.3
135BI Handelshøyskolen

Oslo, Norway

194.63530.71
136Business School, Queensland University of Technology

Brisbane, Australia

194.85341.48
137Graduate School of Business, Columbia University

New York City, New York (USA)

195.01590.14
138ESSEC Business School

Cergy-Pontoise, France

196.92392.11
139Bank of Canada

Ottawa, Canada

197.121763.5
140Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.81260.49
141Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

200.28382.21
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

200.28272.21
142School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

200.4560.59
143Department of Economics, University of Birmingham

Birmingham, United Kingdom

201.22541.05
---Department of Economics, London Business School (LBS)

London, United Kingdom

201.62130.44
144London Business School (LBS)

London, United Kingdom

201.62330.44
145School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

202.791411.41
146Warwick Business School, University of Warwick

Coventry, United Kingdom

203.75301.89
147Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

203.88551.73
148Department of Economics, York University

Toronto, Canada

206.86421.31
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

207.72961.35
149Economics Division, University of Southampton

Southampton, United Kingdom

209.55332.25
150Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

210.72690.85
151College of Business and Economics, Yonsei University

Seoul, South Korea

211.84331.4
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

211.84301.4
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

212.4260.27
152Faculty of Economics, University of Tokyo

Tokyo, Japan

213.91401.03
---Department of Economics, Business School, Macquarie University

Sydney, Australia

214.45321.27
153Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

214.54590.79
154Management School, Lancaster University

Lancaster, United Kingdom

214.83683.38
155Handelshögskolan, Örebro Universitet

Örebro, Sweden

215.1261.2
156Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

215.71301.5
157Economics Department, Williams College

Williamstown, Massachusetts (USA)

216.84300.28
158DeGroote School of Business, McMaster University

Hamilton, Canada

217.1382.16
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

218.08210.42
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

218.4160.66
159Sauder School of Business, University of British Columbia

Vancouver, Canada

218.41250.66
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

221.59270.12
160Institut ekonomických studií, Univerzita Karlova v Praze

Praha, Czech Republic

221.971302.28
161EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

227.82591.22

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 777 authors affiliated with 1618 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.78
2Clive W. J. Granger †

3.86
3Robert 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)

4.66
4Tim Bollerslev

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

5.07
5Pierre Perron

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

5.33
6Mohammad Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)
Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

7.38
7Mark W. Watson

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

10.51
8Jushan Bai

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

12.49
9Yongmiao Hong

School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China

13.16
10Robert Taylor

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

13.73
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.87
12Francis X. Diebold

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

14.5
13Donald W. K. Andrews

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

16.42
14Charles R. Nelson

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

16.51
15Helmut Luetkepohl

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

16.91
16Yongcheol Shin

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

19.71
17Serena Ng

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

19.74
18Timo Terasvirta

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

20.23
19Andrew C. Harvey

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

20.58
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

21.6
21Kenneth D. West

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

22.36
22James Hamilton

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

23.86
23Lars Peter Hansen

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

24.86
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.19
25Stephen Leybourne

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

26.09
26Pentti Juhani Saikkonen

26.29
27Neil Shephard

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

26.55
28George Tauchen

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

27.23
29James H. Stock

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

27.52
30George Kapetanios

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

27.59
31Torben G. Andersen

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

28.19
32Adrian Rodney Pagan

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

28.59
33Halbert White †

32.17
34Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)
Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

32.43
35Graham Elliott

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

33.63
36Andrew Patton

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

34.95
37Thomas J. Sargent

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

35
38Lutz Kilian

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

36.05
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.46
40Allan Timmermann

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

38.71
41Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.84
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

39.96
43Peter Reinhard Hansen

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

41.42
44Manuel Arellano

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

43.83
45David I. Harvey

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

44.29
46Jun Yu

Faculty of Business Administration, University of Macau, Macau, Macao

46.92
47Siem Jan Koopman

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

47.65
48Lajos Horvath

50.57
49Ole E. Barndorff-Nielsen †

52.09
50Michael McCracken

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

52.33
51Chang-Jin Kim

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

54.03
52Luc 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

54.87
53Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

55.72
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

57.91
55Lawrence J. Christiano

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

58.66
56Giuseppe Cavaliere

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

59.25
57Michael McAleer †

60.49
58Jean-Michel Zakoian

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

60.94
59Oliver Bruce Linton

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

65.32
60Asger Lunde

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

65.52
61Cheng Hsiao

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

66.48
62Atsushi Inoue

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

68.02
63Jonathan H. Wright

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

68.31
64Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

70.1
65Rob J Hyndman

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

70.71
66Yacine Ait-Sahalia

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

71.53
67Frank Schorfheide

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

71.96
68Joerg Breitung

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

72.87
69Christian Francq

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

73.82
70Chihwa Kao

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

73.96
71Joon Y. Park

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

74
72James MacKinnon

Economics Department, Queen's University, Kingston, Canada

76.26
73Lucrezia Reichlin

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

77.24
74Marco Lippi

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

77.86
75Donggyu Sul

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

78.25
76Zhijie Xiao

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

78.83
77Domenico Giannone

International Monetary Fund (IMF), Washington, District of Columbia (USA)

81.12

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