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Authors in Econometric Time Series

This list attempts to categories authors by fields. The procedure is to look at all their papers announced in a NEP report. If 5 or more have appeared in a report, authors are considered to be working within that field. For authors whose first paper is less than 10 years old, having 25% of the papers announced in NEP be announced in this report is sufficient. Note that a paper may appear in several reports.

Below are authors identified to be in the following field: NEP-ETS (Econometric Time Series). See the top institutions and authors in this field. ? signals authors with whom we have lost contact and are seeking a current email address.


A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

A
Addo, Peter Martey Amba, Marius Claude OYON Anyfantaki, Sofia
Ahelegbey, Daniel Felix Amiri, Ashkan Ardia, David
Ahrens, Achim Amisano, Gianni Armstrong, J. Scott
Ait-Sahalia, Yacine Anatolyev, Stanislav Artiach, Miguel
Akpa, Emeka Okoro Andersen, Torben G. Asai, Manabu
Alessi, Lucia Anderson, Heather M. Ashley, Richard
Allen, David Edmund Andreasen, Martin Møller Athanasopoulos, George
Almeida, Rui Jorge Andrews, Donald W. K. Audrino, Francesco
Al-Sadoon, Majid M. Angelini, Giovanni
Amado, Cristina Antolin-Diaz, Juan
B
Baharumshah, Ahmad Zubaidi Bekiros, Stelios Boswijk, H. Peter
Bai, Jushan Bensalma, Ahmed Boubaker, Heni
Baltagi, Badi H. Ben Taieb, Souhaib Boufateh, Talel
Banbura, Marta Bernstein, David Harry Boutahar, Mohamed
Banerjee, Anindya Beyeler, Simon Braione, Manuela
Banulescu-Radu, Denisa Bialowolski, Piotr Brännäs, Kurt
Barigozzi, Matteo Bille, Anna Braun, Robin
Barndorff-Nielsen, Ole E. Billio, Monica Breitung, Jörg
Barsoum, Fady Binning, Andrew Brownlees, Christian T.
Barunik, Jozef Blasques, Francisco A. A. Bruder, Stefan
Basher, Syed Abul Blazsek, Szabolcs Brüggemann, Ralf
Bauer, Dietmar Bognanni, Mark Brugnolini, Luca
Baum, Christopher F Boivin, Jean Bucci, Andrea
Baumeister, Christiane Bollerslev, Tim Bun, Maurice
Bauwens, Luc Bos, Charles S. Busetti, Fabio
C
Caballero, Carlos Vladimir Cech, Frantisek Choudhury, Homagni ?
Caiado, Jorge ? Cerqueti, Roy Chowdhury, Rosen Azad
Caivano, Michele Cerrato, Mario Christensen, Bent Jesper
Calhoun, Gray Ceylan, Ozcan Christensen, Kim
Callot, Laurent A. F. Chambers, Marcus J. Christiano, Lawrence J.
Calzolari, Giorgio Chan, Felix Christoffersen, Peter F.
Camacho, Maximo Chan, Joshua C.C. Chudik, Alexander
Camarero, Mariam Chang, Chia-Lin Chuffart, Thomas
Canarella, Giorgio Chang, Yoosoon Cipollini, Fabrizio
Candelon, Bertrand Chauvet, Marcelle Clark, Todd
Canova, Fabio Chen, Jia Clements, Adam
Capasso, Marco Chen, Liang Clements, Michael Peter
Caporale, Guglielmo Maria Chen, Mingli Clinet, Simon
Caporin, Massimiliano Chen, Pu Conrad, Christian
Carlomagno, Guillermo Chen, Wei Cook, Thomas R.
Carnero, M. Angeles Chen, Xiaohong Corona, Francisco
Carnow, Warren Chernis, Tony Corradi, Valentina
Carrasco, Marine Chevillon, Guillaume Corsello, Francesco
Carriero, Andrea Chiarella, Carl Corsi, Fulvio
Carrion-i-Silvestre, Josep Lluís Chigira, Hiroaki Costantini, Mauro
Casarin, Roberto Chiu, Ching-Wai (Jeremy) Cotter, John
Cassim, Lucius Chlebus, Marcin Crato, Nuno
Castle, Jennifer L. Cho, Jin Seo Crisostomo, Ricardo
Castro, Tomas Choi, Chi-Young Croushore, Dean
Catani, Paul Sebastian Choi, In Crowley, Patrick Matthew
Catania, Leopoldo Chong, Terence Tai Leung Cubadda, Gianluca
Cavaliere, Giuseppe Chortareas, Georgios Cubillos-Rocha, Juan Sebastian
D
D'Agostino, Antonello de Peretti, Christian Duarte, Pablo
Dahl, Christian Møller Desboulets, Loann Dubois, David
Da Silva, Sergio Deschamps, Philippe J. Dueker, Michael J.
Daviet, Remi De Vos, Ignace Dufays, Arnaud
de Carvalho, Miguel Dhaene, Geert Dufour, Jean-Marie
Dechert, Andreas ? Diaf, Sami Dufrenot, Gilles
De Gaetano, Davide Diebold, Francis X. Dumitrescu, Elena Ivona
Della Marra, Fabio ? Di Iorio, Francesca Dumitru, Ana-Maria H.
Delle Monache, Davide Dolado, Juan J. Dungey, Mardi
Del Negro, Marco Dominicy, Yves Durmaz, Nazif
Demetrescu, Matei Donayre, Luiggi Dziubinski, Matt P.
Demos, Antonis Doornik, Jurgen A.
Deo, Rohit S. Doz, Catherine
E
Eichenbaum, Martin Elliott, Graham Escanciano, Juan Carlos
Eickmeier, Sandra Engle, Robert F. III Escribano, Alvaro
Eisenstat, Eric Engsted, Tom Espasa, Antoni
Eklund, Bruno Eo, Yunjong Evans, Martin
Eklund, Jana Eratalay, Mustafa Hakan Everaert, Gerdie
Ekner, Line Elvstrøm Ericsson, Neil R. Exterkate, Peter
F
Fachin, Stefano Fengler, Matthias R. Foroni, Claudia
Fanelli, Luca Fernandes, Marcelo Fosten, Jack
Fang, Zheng Fernandez-Villaverde, Jesus Franchi, Massimo
Faryna, Oleksandr Ferrara, Laurent Francq, Christian
Favero, Carlo Fève, Patrick Franses, Philip Hans
Feldkircher, Martin Fiorentini, Gabriele Fries, Sebastien
Feng, Guanhao Forbes, Catherine Scipione Fry-McKibbin, Renee A.
Feng, Yuanhua Forni, Mario
G
Gadea, Maria Dolores Giannone, Domenico Grant, Angelia L.
Galagedera, Don U. A. Gibbs, Christopher G. Grassi, Stefano
Galbraith, John W. Gil-Alana, Luis Alberiko Groen, Jan J. J.
Galeano, Pedro Giles, David E. A. Guardabascio, Barbara
Gallo, Giampiero M. Giovannelli, Alessandro Guegan, Dominique Madeleine
Galvão, Ana Beatriz Giraitis, Liudas Guerin, Pierre
Gambetti, Luca Goetz, Thomas Guerron, Pablo A.
Gandali Alikhani, Nadiya Goncalves, Silvia Guggenberger, Patrik
Ganics, Gergely Gonzalez, Andres Guidolin, Massimo
Gao, Jiti Gonzalez, Steven Guillén, Osmani Teixeira de Carvalho
Garcia, Rene Gonzalez Belmonte, Miguel Angel ? Guo, Hui
Garratt, Anthony Gonzalez-Rivera, Gloria Gupta, Abhimanyu
Geraci, Marco Valerio Gonzalo, Jesus Gupta, Abhishek
Ghouse, Ghulam Gospodinov, Nikolay Gupta, Rangan
Ghysels, Eric Gourieroux, Christian S.
Giacomini, Raffaella Granger, Clive W. J.
H
Habimana, Olivier ? Harvey, Andrew C. Hlouskova, Jaroslava
Haerdle, Wolfgang Karl Harvey, David I. Hmida, Salma
Hafner, Christian Matthias Hautsch, Nikolaus Hong, Tao
Halbleib, Roxana Hayakawa, Kazuhiko Hong, Yongmiao
Haldrup, Niels Hecq, Alain Horvath, Lajos
Hallam, Mark Heekeren, Hauke R. Hsiao, Cheng
Hallin, Marc Heinemann, Alexander Hsiao, Cody Yu-Ling
Hamidi Sahneh, Mehdi Hendry, David F. Huang, Zhuo
Hamilton, James Hennani, Rachida Huber, Florian
Han, Chirok Herbst, Edward Hubrich, Kirstin
Hansen, Lars Peter Hernandez, Juan R. Hurn, Stan
Hansen, Peter Reinhard Hillebrand, Eric Hurvich, Clifford M.
Hanus, Lubos Hinich, Melvin J. Hwang, Jungbin
Hartl, Tobias Hjalmarsson, Erik Hyndman, Rob J
I
Iglesias, Emma M. Issler, Joao Victor
Inoue, Atsushi Ivashchenko, Sergey
J
Jackson, Laura Jansson, Michael Jochmans, Koen
Jackson Young, Laura Jarocinski, Marek Joensson, Kristian
Jacobs, Jan Jensen, Mark J. Johansen, Soren
Jacquier, Antoine Jin, Sainan Juodis, Artūras
Jánský, Ivo Jochmann, Markus Juselius, Katarina
K
Kanaya, Shin Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
Kanazawa, Nobuyuki Khrapov, Stanislav Korobilis, Dimitris
Kanjamapornkul, Kabin Kilian, Lutz Kourouyiannis, Constantinos
Kao, Chihwa Kim, Chang-Jin Kourtellos, Andros
Kapetanios, George Kim, Hyeongwoo Krehlik, Tomas
Karaman Örsal, Deniz Dilan Kim, Jae Hoon Kristensen, Dennis
Karanasos, Menelaos Kim, Jaeho Kristensen, Johannes Tang
Karapanagiotidis, Paul Kim, Minjoo Kristoufek, Ladislav
Karavias, Yiannis Kim, Tae Bong Kruiniger, Hugo
Karlsson, Sune Kim, Tae-Hwan Kruse, Robinson
Kascha, Christian Jonathan King, Maxwell Leslie Krustev, Georgi
Kastner, Gregor Kleibergen, Frank Kunst, Robert M.
Kejriwal, Mohitosh Kociecki, Andrzej Kurozumi, Eiji
Khalaf, Lynda Kock, Anders Bredahl Kyriacou, Maria
Khalfaoui, Rabeh Kohonen, Anssi
Kheifets, Igor Koop, Gary
L
Labhard, Vincent Leschinski, Christian Liqokeli, Akaki
Lahiri, Kajal Lewis, Daniel John Liu, Jia
Lanne, Markku Leybourne, Stephen Liu, Lily Y.
Lasak, Katarzyna Li, Changshuai Sr. Lombardi, Marco Jacopo
Laurent, Sébastien Li, Degui Lopez, Claude
Laurini, Márcio Li, Kunpeng Lovcha, Yuliya
Ledesma, Alan Li, Mengheng Lu, Lina
Ledoit, Olivier Li, Yong Sr. Lu, Yang
Lee, Ji Hyung Li, Yushu Lucas, Andre
Lee, Kevin Charles Liang, Zhongwen Lucchetti, Riccardo (Jack)
Lee, Nayoung Liao, Yin Luciani, Matteo
Lee, Tae Hwy Liao, Zhipeng Luger, Richard
Legrand, Romain Liew, Venus Khim-Sen Lunde, Asger
Leiva-Leon, Danilo Lima, Luiz Renato Lunsford, Kurt Graden
Lemus, Antonio Ling, Shiqing Lupi, Claudio
Lenza, Michele Linton, Oliver Bruce Lütkepohl, Helmut
Leon-Gonzalez, Roberto Lippi, Marco Lyhagen, Johan
M
Ma, Sai McAleer, Michael Miller, Stephen M.
MacKinnon, James McCabe, Brendan Milunovich, George
Maharaj, Elizabeth Ann McCausland, William Minford, A. Patrick L.
Maheu, John M. McCloskey, Adam Miranda-Agrippino, Silvia
Maih, Junior McCracken, Michael Mitchell, James
Malik, Muhammad Irfan McDonough, Ian K. Mkhatrishvili, Shalva
Marcellino, Massimiliano McElroy, Tucker Sprague Montañés, Antonio
Marcet, Albert Meddahi, Nour Monti, Francesca
Marcjasz, Grzegorz Medeiros, Marcelo C. Moon, Hyungsik Roger
Marczak, Martyna Medel, Carlos A. Morana, Claudio
Mark, Nelson C. Meenagh, David Morley, James
Marsh, Patrick Meitz, Mika Motegi, Kaiji
Martin, Gael Margaret Mertens, Elmar Mukhoti, Sujay
Masih, Abul Mansur M. Mesters, Geert Mumtaz, Haroon
Masten, Igor Mignon, Valerie Mutschler, Willi
Matheson, Troy D Mikkelsen, Jakob Guldbæk
Mayoral, Laura Miller, J. Isaac
N
Naderi, Esmaeil Nelson, Charles R. Noriega, Antonio E.
Nagakura, Daisuke Netsunajev, Aleksei Noureldin, Diaa
Nakajima, Jouchi Ng, Serena Nurbekyan, Armen
Nan, Fany Nielsen, Bent Nyberg, Henri
Narayan, Paresh Kumar Nielsen, Morten Ørregaard Nyholm, Juho Tuomas
Nason, James M. Nieto Castro, Adrian Sr.
Neely, Christopher J. Noda, Akihiko
O
Ogaki, Masao Ooms, Marius Otranto, Edoardo
Ogbonna, Ahamuefula Ephraim Ord, Keith Owyang, Michael T.
Okui, Ryo Osborn, Denise Oxley, Les
Olson, Eric Österholm, Pär Ozturk, Sait R.
Omori, Yasuhiro Otero, Jesus
P
Pagan, Adrian Rodney Perez-Laborda, Alejandro Platen, Eckhard
Palm, Franz C. Perez Quiros, Gabriel Podolskij, Mark
Panagiotidis, Theodore Perricone, Chiara Poghosyan, Karen
Papailias, Fotis Perron, Benoit Pollock, David Stephen
Papell, David H. Perron, Pierre Poncela, Pilar
Park, Joon Y. Pesaran, M Hashem Poskitt, Donald Stephen
Paruolo, Paolo Pesavento, Elena Potiron, Yoann
Pascoal, Rui Petrella, Ivan Pötscher, Benedikt M
Patton, Andrew Petronevich, Anna V. Potter, Simon
Paya, Ivan Pettenuzzo, Davide Price, Simon Glover
Pedersen, Rasmus Søndergaard Phillips, Peter C. B. Primiceri, Giorgio E.
Pei, Pei Phiri, Andrew Proietti, Tommaso
Pelagatti, Matteo Maria Pierdzioch, Christian Prono, Todd Andrew
Peña, Daniel Piger, Jeremy M. Psaradakis, Zacharias
Peng, Bin Pinter, Gabor
Peng, Huaming Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quineche, Ricardo
Quaedvlieg, Rogier Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Rehman, Atiq Rodriguez Zamora, Carolina
Rahbek, Anders Reichlin, Lucrezia Roehe, Oke
Rambaccussing, Dooruj Reif, Magnus Rombouts, Jeroen Vk
Rao, B. Bhaskara Renault, Eric Michel Rossi, Barbara
Rasche, Robert H. Ricco, Giovanni Rossi, Eduardo
Rault, Christophe Ristig, Alexander Rubio-Ramirez, Juan F
Ravazzolo, Francesco Rodrigues, Paulo M. M. Ruiz, Esther
Reed, W. Robert Rodriguez, Gabriel
S
Saart, Patrick W. ? Shephard, Neil Sola, Martin
Saikkonen, Pentti Sheppard, Kevin Keith Solberger, Martin
Salisu, Afees Adebare Shi, Shuping Song, Song
Sanhaji, Bilel Shibaev, Sergei S. Song, Yong
Sanso, Andreu Shimotsu, Katsumi Sopov, Boril
Santucci de Magistris, Paolo Shin, Minchul Sopromadze, Tamta
Sargent, Thomas J. Shin, Yongcheol Sorensen, Michael
Sarno, Lucio Shintani, Mototsugu Sosvilla-Rivero, Simon
Scaillet, Olivier Shukur, Ghazi ? Souza, Leonardo Rocha
Scalas, Enrico Sibbertsen, Philipp Spagnolo, Fabio
Scharth, Marcel Siliverstovs, Boriss Startz, Richard
Schaumburg, Ernst Silva Lopes, Artur C. B. da Staszewska-Bystrova, Anna
Schienle, Melanie Silvennoinen, Annastiina Stengos, Thanasis
Schlaak, Thore Skoczylas, Tomasz Stevens, Arnoud
Schlicht, Ekkehart Skrobotov, Anton Stock, James H.
Schorfheide, Frank Smalter Hall, Aaron Storti, Giuseppe
Schreiber, Sven Smeekes, Stephan Strachan, Rodney W.
Schumacher, Christian Smith, Jeremy Su, Liangjun
Sen, Jaydip Smith, L. Vanessa Sucarrat, Genaro
Sensier, Marianne Smith, Matthew E. Sul, Donggyu
Sensoy, Ahmet Smith, Ronald Patrick Sun, Yixiao
Sentana, Enrique Snyder, Ralph David Swanson, Norman Rasmus
Setiawan, Kusdhianto Soccorsi, Stefano Szafranek, Karol Michał
Shamsi, Azam Sohn, Alexander
Shen, Xiangjin Sokol, Andrej
T
Tabor, Morten Nyboe Telg, Sean Tomczyk, Jakub
Tahir, Abdullah Teräsvirta, Timo Trapani, Lorenzo
Tamanyu, Yoichiro Theodoridis, Konstantinos Trenkler, Carsten
Tamarit, Cecilio Thomakos, Dimitrios D. Trypsteen, Steven Jan Godfried
Tan, Fei Thornton, Daniel L Tschernig, Rolf
Tao, Yubo Thornton, Michael Alan Tuzcuoglu, Kerem
Tauchen, George Tian, Jing Tzavalis, Elias
Taufemback, Cleiton Guollo Timmermann, Allan
Taylor, Robert Tkacz, Greg
U
Uniejewski, Bartosz Urga, Giovanni
Urbain, Jean-Pierre Uzeda, Luis
V
Vacha, Lukas van Dijk, Herman K. Ventosa-Santaularia, Daniel
Vahey, Shaun P. Vavra, Marian Vigfusson, Robert John
Vahid, Farshid Veiga, Helena Villani, Mattias
Valls Pereira, Pedro L. Velasco, Carlos Voev, Valeri ?
Vander Elst, Harry Veliyev, Bezirgen Vogelsang, Timothy
van Dijk, Dick Venditti, Fabrizio Voudouris, Vlasios ?
W
Waggoner, Daniel F. Wei, Wei Wilms, Ines
Wagner, Martin Weigand, Roland Windmeijer, Frank
Walther, Thomas Wenger, Kai Winker, Peter
Wang, Gang-Jin Weron, Rafał Wintenberger, Olivier
Wang, Peng West, Kenneth D. Wirjanto, Tony S.
Wang, Qiying Westerlund, Joakim Wohar, Mark E.
Wang, Shixuan White, Halbert Wolf, Michael
Wang, Xiaohu Whitehouse, Emily J. Wong, Benjamin
Wang, Xuexin Wickens, Michael R. Wong, Wing-Keung
Warne, Anders Wied, Dominik Woźniak, Tomasz
Watson, Mark W. Wilfling, Bernd Wright, Jonathan H.
Weber, Enzo Willert, Juliane Wursten, Jesse
X
Xiao, Zhijie Xu, Dinghai
Xiu, Dacheng Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Fuyu Yazgan, Ege
Yamagata, Takashi Yang, Jingjing Yu, Jun
Yamamoto, Yohei Yang, Yukai
Yanagi, Takahide ? Yao, Wenying
Z
Zakoian, Jean-Michel Zhao, Yang Zhu, Ke
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao Zu, Yang
Zhang, Xibin Zhou, Qiankun
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