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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
Abakah, Emmanuel Joel Aikins Anatolyev, Stanislav Armillotta, Mirko
Addo, Peter Martey Andersen, Torben G. Armstrong, J. Scott †
Adusah-Poku, Frank Anderson, Heather M. Aruoba, S. Boragan
Aguiar-Conraria, Luis Andreasen, Martin Asafo, Shuffield Seyram
Ahamada, Ibrahim ? Andree, Bo Pieter Johannes Asai, Manabu
Ait-Sahalia, Yacine Andrews, Donald W. K. Athanasopoulos, George
Alessi, Lucia Angelini, Francesco Atoi, Ngozi Victor
Allen, David Edmund Angelini, Giovanni Audrino, Francesco
Al-Sadoon, Majid M. Ankargren, Sebastian Avarucci, Marco
Amado, Cristina Ardia, David
Amisano, Gianni Arellano, Manuel
B
Babii, Andrii Bec, Frederique Borup, Daniel ?
Bacchiocchi, Emanuele Beck, Elliot Bos, Charles S.
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Boswijk, H. Peter
Bai, Jushan Bekiros, Stelios Boussaha, Nadia ?
Bai, Yu Bensalma, Ahmed Brannas, Kurt
Ballinari, Daniele Beyeler, Simon Braun, Robin
Baltagi, Badi H. Bianchi Santarrosa, Rogerio Breitung, Joerg
Banbura, Marta Bille, Anna Gloria Brenna, Federica
Banerjee, Anindya Billio, Monica Brownlees, Christian T.
Barbaglia, Luca Binning, Andrew Brueggemann, Ralf
Barigozzi, Matteo Blasques, Francisco A. A. Bruns, Martin
Barndorff-Nielsen, Ole E. † Blazsek, Szabolcs Bucci, Andrea
Barunik, Jozef Blunier, Jason ? Buczynski, Mateusz
Baum, Christopher F Boeckelmann, Lukas Bun, Maurice
Baumeister, Christiane Boivin, Jean Buncic, Daniel
Bauwens, Luc Bollerslev, Tim Busetti, Fabio
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Christensen, Bent Jesper
Caggiano, Giovanni Cerrato, Mario Christensen, Kim
Caiado, Jorge Challet, Damien Christiano, Lawrence J.
Callot, Laurent A. F. Chambers, Marcus J. Christoffersen, Peter F. †
Calzolari, Giorgio Chan, Felix Chronopoulos, Ilias
Camacho, Maximo Chan, Joshua C.C. Chrysikou, Katerina
Camarero, Mariam Chang, Chia-Lin Chudik, Alexander
Canarella, Giorgio Chang, Yoosoon Cipollini, Fabrizio
Candelon, Bertrand Charfeddine, Lanouar Clark, Todd
Canepa, Alessandra Chauvet, Marcelle Clements, Adam
Canova, Fabio Chen, Chaoyi Clements, Michael Peter
Capasso, Marco Chen, Jia Clinet, Simon ?
Capolongo, Angela Chen, Pengyu Conrad, Christian
Caporale, Guglielmo Maria Chen, Pu Cornwall, Gary Joseph
Caporin, Massimiliano Chen, Xiaohong Corradi, Valentina
Carnero, M. Angeles Chernis, Tony Corsello, Francesco
Carr, Peter P. † Chevillon, Guillaume Corsi, Fulvio
Carrasco, Marine Chiarella, Carl † Costantini, Mauro
Carriero, Andrea Chigira, Hiroaki ? Cotter, John
Carrion-i-Silvestre, Josep Chikhi, Mohammed Crato, Nuno
Casarin, Roberto Chiu, Ching-Wai (Jeremy) Cross, Jamie Lee
Casini, Alessandro Chlebus, Marcin Croushore, Dean
Cassim, Lucius Cho, Jin Seo Crump, Richard K.
Castellanos, Juan Choi, Chi-Young Cubadda, Gianluca
Castelnuovo, Efrem Choi, In Cubillos-Rocha, Juan Sebastian
Castle, Jennifer L. Chong, Terence Tai Leung Cuestas, Juan Carlos
Cavaliere, Giuseppe Chortareas, Georgios
D
D'Agostino, Antonello Demos, Antonis Djebari, FAYCAL
Dahl, Christian Møller De Nard, Gianluca Fabio Doko Tchatoka, Firmin
Da Silva, Sergio Deng, Taosong Dolado, Juan J.
Daviet, Remi Deo, Rohit S. Doornik, Jurgen A.
De Gaetano, Davide de Peretti, Christian Doz, Catherine
del Barrio Castro, Tomas Desboulets, Loann ? Dueker, Michael J. †
Della Marra, Fabio ? Deschamps, Philippe J. Dufays, Arnaud
Delle Monache, Davide Dhaene, Geert Dufour, Jean-Marie
Del Negro, Marco Diebold, Francis X. Dufrenot, Gilles
Demetrescu, Matei Di Iorio, Francesca Dungey, Mardi †
Demircan, Hamza Diongue, Abdou Ka
E
Eckert, Florian Elliott, Graham Escanciano, Juan Carlos
Eichenbaum, Martin Engle, Robert F. III Escribano, Alvaro
Eickmeier, Sandra Engsted, Tom Espasa, Antoni
Eisenstat, Eric Enrique Martinez-Garcia, Enrique Evans, Martin
Eklund, Bruno Eo, Yunjong Everaert, Gerdie
Eklund, Jana Ericsson, Neil R.
F
Fachin, Stefano † Feng, Yuanhua Foroni, Claudia
Fan, Jianqing Fengler, Matthias R. Franchi, Massimo
Fanelli, Luca Fernandes, Marcelo Franconi, Alessandro
Fang, Puyi Fernandez-Villaverde, Jesus Francq, Christian
Fang, Zheng Ferrara, Laurent Franses, Philip Hans
Faria, Goncalo Ferroni, Filippo Friedrich, Marina
Faryna, Oleksandr Feve, Patrick Fries, Sebastien
Faust, Jon Fiorentini, Gabriele Fry-McKibbin, Renee A.
Favero, Carlo Forbes, Catherine Scipione Fuleky, Peter
Feldkircher, Martin Forni, Mario
G
Gadea, Maria Dolores Giannerini, Simone Granger, Clive W. J. †
Galagedera, Don U. A. Giannone, Domenico Grassi, Stefano
Galbraith, John W. Gil-Alana, Luis Alberiko Grivas, Charisios
Galeano, Pedro Giles, David E. A. Groen, Jan J. J.
Galesi, Alessandro Giovannelli, Alessandro Guardabascio, Barbara
Gallo, Giampiero M. Giraitis, Liudas Guay, Alain
Galvao, Ana Beatriz Giulietti, Monica Guerin, Pierre
Gambetti, Luca Goetz, Thomas B Guerron, Pablo A.
Gandali Alikhani, Nadiya Goncalves, Silvia Guggenberger, Patrik
Ganics, Gergely Gonzalez, Andres Guidolin, Massimo
Gao, Jiti Gonzalez, Steven Guillen, Osmani Teixeira de Carvalho
Gao, Zhan Gonzalez-Rivera, Gloria Guo, Hui
Garcia, Rene Gonzalo, Jesus Gupta, Rangan
Garratt, Anthony Gospodinov, Nikolay Gurshev, Oleg
Ghysels, Eric Goulet Coulombe, Philippe
Giacomini, Raffaella Gourieroux, Christian S.
H
Hadri, Kaddour Harvey, David I. Hmida, Salma
Haerdle, Wolfgang Karl Hatemi-J, Abdulnasser Hong, Yongmiao
Hafner, Christian Matthias Hautsch, Nikolaus Horvath, Lajos
Halbleib, Roxana Hauzenberger, Niko Hotta, Luiz K.
Haldrup, Niels Hayakawa, Kazuhiko Hsiao, Cheng
Hall, Stephen George Hecq, Alain Hsiao, Cody Yu-Ling
Hallin, Marc Hendry, David F. Huber, Florian
Hamilton, James Hengge, Martina Hubrich, Kirstin
Han, Chirok Herbst, Edward Huh, Hyeon-seung
Hansen, Lars Peter Hillebrand, Eric Hurn, Stan
Hansen, Peter Reinhard Hinich, Melvin J. † Hurvich, Clifford M.
Hardy, Nicolas Hizmeri, Rodrigo Hwang, Jungbin
Hartl, Tobias Hjalmarsson, Erik Hyndman, Rob J
Harvey, Andrew C. Hlouskova, Jaroslava
I
Iacone, Fabrizio Ilu, Ahmad Ibraheem Issler, Joao Victor
Iglesias, Emma M. Inoue, Atsushi
J
Jacob, Ray Ikechukwu Jensen, Mark J. Johansen, Soren
Jacobs, Jan Jin, Sainan Jorda, Oscar
Jacquier, Antoine Jin, Weifeng Jucknewitz, Roland
Jansson, Michael Jochmann, Markus Juodis, Arturas
Jarocinski, Marek Jochmans, Koen Juselius, Katarina
Jasiak, Joann Joensson, Kristian
K
Kamolthip, Sarun Khismatullina, Marina Kohns, David Eric
Kanaya, Shin Kholodilin, Konstantin Arkadievich Koop, Gary
Kanjamapornkul, Kabin ? Kiew Ling, Pui Koopman, Siem Jan
Kao, Chihwa Kilian, Lutz Korobilis, Dimitris
Kapetanios, George Kim, Chang-Jin Korovkin, Vasily
Karanasos, Menelaos Kim, Hyeongwoo Kourtellos, Andros
Karavias, Yiannis Kim, Jae Hoon Krehlik, Tomas
Karlsson, Sune Kim, Tae-Hwan Kristensen, Dennis
Kascha, Christian Jonathan King, Maxwell Leslie Kristoufek, Ladislav
Kastner, Gregor Kiviet, Jan F. Kronenberg, Philipp
Katsouris, Christis Kleibergen, Frank Kruiniger, Hugo
Kaufmann, Sylvia Kobayashi, Masahito Kruse, Robinson
Keilbar, Georg Kocenda, Evzen Kunihama, Tsuyoshi
Kejriwal, Mohitosh Kociecki, Andrzej Kunst, Robert M.
Khalaf, Lynda Kock, Anders Bredahl Kurozumi, Eiji
L
Labhard, Vincent Leybourne, Stephen Lombardi, Marco Jacopo
Lahiri, Kajal Li, Chenxing Lopez, Claude
Lanne, Markku Li, Dake Lovcha, Yuliya
Lasak, Katarzyna Li, Degui Lu, Ye
Laurent, Sebastien Li, Mengheng Lucas, Andre
Laurini, Marcio Li, Yushu Lucchetti, Riccardo (Jack)
Ledoit, Olivier Liew, Venus Khim-Sen Luciani, Matteo
Lee, Ji Hyung Lilla, Francesca Luetkepohl, Helmut
Lee, Kevin Charles Lima, Luiz Renato Luger, Richard
Lee, Tae Hwy Lin, Yicong Lunde, Asger
Leiva-Leon, Danilo Linde, Jesper Lunsford, Kurt Graden
Lenza, Michele Ling, Shiqing Lupi, Claudio
Leon-Gonzalez, Roberto Linton, Oliver Bruce Lusompa, Amaze
Leschinski, Christian Lippi, Marco Ly, Racine
Lettau, Martin Loaiza Maya, Ruben Albeiro Lyhagen, Johan
M
MacKinnon, James Mayoral, Laura Miller, Stephen M.
Maharaj, Elizabeth Ann McAleer, Michael † Milunovich, George
Maheu, John M. McCabe, Brendan Minford, A. Patrick L.
Maih, Junior McCausland, William Miranda-Agrippino, Silvia
Majoni, Blessings McCloskey, Adam Mitchell, James
Maneejuk, Paravee McCracken, Michael Mittnik, Stefan
Marcellino, Massimiliano McCrary, Sean Montanes, Antonio
Marcet, Albert McIntyre, Stuart Monti, Francesca
Marczak, Martyna Meddahi, Nour Moon, Hyungsik Roger
Margaritella, Luca Medeiros, Marcelo C. Mora, Aaron
Mark, Nelson C. Medel, Carlos A. Morana, Claudio
Marsh, Patrick Meenagh, David Morita, Rubens
Martin, Gael Margaret Meitz, Mika Morley, James
Masih, Abul Mansur M. Mertens, Elmar Moussa, Karim
Matheson, Troy D Mesters, Geert Mugrabi, Farah
Mattera, Raffaele Miao, Ke Mumtaz, Haroon
Matthes, Christian Michankow, Jakub Musti, Babagana Mala
Maung, Kenwin Mignon, Valerie Myohl, Christian
Mavroeidis, Sophocles Milas, Costas
Maynard, Alex S. Miller, J. Isaac
N
Naderi, Esmaeil Neely, Christopher J. Nielsen, Bent
Nagakura, Daisuke Nelson, Charles R. Nielsen, Morten
Nakajima, Jouchi Netsunajev, Aleksei Nocciola, Luca
Narayan, Paresh Kumar Ng, Serena Noel, Antoine L.
Nason, James M. Nguyen, Hoang Noriega, Antonio E.
O
Ogaki, Masao Onatski, Alexei Osterholm, Par
Ogbonna, Ahamuefula Ephraim Onorante, Luca Otero, Jesus
Okui, Ryo Ooms, Marius Otranto, Edoardo
Omay, Tolga Ord, John Keith Owyang, Michael T.
Omori, Yasuhiro Osborn, Denise Oxley, Les
P
Paap, Richard Perone, Gaetano Plagborg-Moller, Mikkel
Paccagnini, Alessia Perron, Benoit Platen, Eckhard
Pagan, Adrian Rodney Perron, Pierre Podolskij, Mark
Pal, Hemendra Pesaran, Mohammad Hashem Poetscher, Benedikt M.
Panagiotidis, Theodore Pesavento, Elena Polivka, Jeannine
Papailias, Fotis Petrella, Ivan Pollock, David Stephen
Papell, David H. Petrova, Katerina Poncela, Pilar
Park, Joon Y. Pettenuzzo, Davide Poon, Aubrey
Parla, Fabio Pfarrhofer, Michael Portier, Franck
Parsaeian, Shahnaz Phillips, Peter C. B. Poskitt, Donald Stephen
Paruolo, Paolo Phiri, Andrew Potiron, Yoann
Patton, Andrew Pierdzioch, Christian Potter, Simon
Paya, Ivan Piersanti, Fabio Massimo Price, Simon Glover
Pedersen, Rasmus Pigato, Paolo Primiceri, Giorgio E.
Pelagatti, Matteo Maria Piger, Jeremy M. Profumo, Fabio
Pelger, Markus Pincheira, Pablo Matias Proietti, Tommaso
Pelletier, Denis Pinter, Gabor Prono, Todd Andrew
Pena, Daniel Piovani, Alessandro Psaradakis, Zacharias
Perez Quiros, Gabriel Pitarakis, Jean-Yves Punder, Ramon De
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rombouts, Jeroen Vk
Rahbek, Anders Renault, Eric Michel Rossi, Barbara
Rao, B. Bhaskara † Rhodenhiser, Hannah Marie Rossi, Eduardo
Rasche, Robert H. † Ricco, Giovanni Rossini, Luca
Rault, Christophe Roa Rozo, Julian Rothfelder, Mario Philipp
Ravazzolo, Francesco Rodrigues, Artur Brasil Fialho Royer, Julien
Read, Matthew Rodrigues, Paulo M. M. Rua, Antonio
Reed, W. Robert Rodriguez, Gabriel Rubio-Ramirez, Juan F
Rehman, Atiq Rodriguez-Rondon, Gabriel Ruiz, Esther
S
Sabuga, Ivy Shabalina, Ekaterina Smith, Ronald Patrick
Saikkonen, Pentti Juhani Shahbaz, Muhammad Snyder, Ralph David
Salisu, Afees Adebare Shang, Han Lin Soccorsi, Stefano
Sancibrian, Victor Sharifvaghefi, Mahrad Sofianos, Emmanouil
Sandoval Paucar, Giovanny Shephard, Neil Sola, Martin
Sanso, Andreu Sheppard, Kevin Keith Solberger, Martin
Santucci de Magistris, Paolo Shi, Shuping Song, Yong
Sarafidis, Vasilis Shi, Zhentao Sorensen, Michael
Sargent, Thomas J. Shibaev, Sergei Sosvilla-Rivero, Simon
Sarno, Lucio Shimotsu, Katsumi Souza, Leonardo Rocha
Sbrana, Giacomo Shin, Minchul Spagnolo, Fabio
Scaillet, Olivier Shin, Yongcheol Spagnolo, Nicola
Scalas, Enrico Shintani, Mototsugu Stalla-Bourdillon, Arthur
Scharth, Marcel Shiroff, Taylor Staszewska-Bystrova, Anna
Schaumburg, Ernst Shukur, Ghazi † Stegehuis, Noah Joanne
Schlicht, Ekkehart Sibbertsen, Philipp Stengos, Thanasis
Schorfheide, Frank Siliverstovs, Boriss Stevanovic, Dalibor
Schreiber, Sven Silva Lopes, Artur C. B. da Stock, James H.
Schuette, Erik Christian Montes Silvennoinen, Annastiina Storti, Giuseppe
Schumacher, Christian Sinclair, Tara M. Strachan, Rodney W.
Seleznev, Sergei Skrobotov, Anton Su, Liangjun
Sensier, Marianne Slepaczuk, Robert Sucarrat, Genaro
Sentana, Enrique Smalter Hall, Aaron Sul, Donggyu
Seo, Myung Hwan Smeekes, Stephan Sun, Yixiao
Seo, Won-Ki Smith, Jeremy Swanson, Norman Rasmus
Seong, Dakyung Smith, L. Vanessa
T
Taamouti, Abderrahim Taylor, Robert Tong, Howell
Tabor, Morten Nyboe Telg, Sean Trapani, Lorenzo
Tahir, Abdullah Tenorio, Juan Trenkler, Carsten
Takahashi, Makoto Terasvirta, Timo Troster, Victor
Talagala, Priyanga Dilini Theodoridis, Konstantinos Tschernig, Rolf
Tamarit, Cecilio Thomakos, Dimitrios D. Tsionas, Mike †
Tan, Le To Minh Thornton, Daniel L † Tsvetkova, Anna Nikolaevna
Tao, Yubo Timmermann, Allan Tzavalis, Elias
Tauchen, George Tkacz, Greg
U
Ullah, Aman Urga, Giovanni
Urbain, Jean-Pierre † Uzeda, Luis
V
Vac, Nomfundo Portia van Dijk, Herman K. ? † Veraart, Almut E. D.
Vacha, Lukas Vasilopoulos, Kostas Verona, Fabio
Vahey, Shaun P. Vasnev, Andrey L. Vigfusson, Robert John
Vahid, Farshid Vavra, Marian Villani, Mattias
Vallarino, Pierluigi Veiga, Helena Violante, Francesco
Valls Pereira, Pedro L. Velasco, Carlos Voev, Valeri
van Brummelen, Janneke Venditti, Fabrizio Vogelsang, Timothy
van der Sluis, Bernhard Pieter Venetis, Ioannis A. Vravosinos, Orestis
van Dijk, Dick Ventosa-Santaularia, Daniel
W
Wada, Tatsuma Weber, Enzo Winker, Peter
Waggoner, Daniel F. Wehrli, Alexander Wintenberger, Olivier
Wagner, Martin Wenger, Kai ? Wirjanto, Tony S.
Wang, Bingling ? Weron, Rafal Wohar, Mark E.
Wang, Hou West, Kenneth D. Wolf, Christian K.
Wang, Linqi Westerlund, Joakim Wolf, Michael
Wang, Qiying White, Halbert † Wong, Benjamin
Wang, Shixuan Whitehouse, Emily J. Wong, Wing-Keung
Wang, Weining Wickens, Michael R. Wozniak, Michal Jerzy
Wang, Yiru Wilfling, Bernd Wozniak, Tomasz
Warne, Anders Wilms, Ines Wright, Jonathan H.
Watson, Mark W. Windmeijer, Frank Wycherley, Sam
X
Xiao, Zhijie Xu, Dinghai Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Yukai Yu, Jun
Yamagata, Takashi Yao, Wenying Yu, Xuewen
Yamamoto, Yohei Yaya, Olaoluwa Simon
Yan, Yayi Yazgan, Ege
Z
Zaffaroni, Paolo Zha, Tao Zhou, Hao
Zakoian, Jean-Michel Zhang, Binyi Zhou, Wei-Xing
Zanelli, Edoardo Zhang, Ren Zhu, Ke
Zanetti Chini, Emilio Zhang, Xibin Zito, John
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