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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
Abonazel, Mohamed Reda Amiri, Ashkan Antolin-Diaz, Juan
Addo, Peter Martey Amisano, Gianni Ardia, David
Ahelegbey, Daniel Felix Anatolyev, Stanislav Armstrong, J. Scott
Ait-Sahalia, Yacine Andersen, Torben G. Artiach, Miguel
Alessi, Lucia Anderson, Heather M. Asai, Manabu
Allen, David Edmund Andreasen, Martin Møller Ashley, Richard
Almeida, Rui Jorge Andreou, Elena Athanasopoulos, George
Al-Sadoon, Majid M. Andrews, Donald W. K. Audrino, Francesco
Amado, Cristina Angelini, Giovanni
B
Baharumshah, Ahmad Zubaidi Bauwens, Luc Boubaker, Heni
Bai, Jushan Bekiros, Stelios Boufateh, Talel
Baltagi, Badi H. Bensalma, Ahmed Boutahar, Mohamed
Banbura, Marta Ben Taieb, Souhaib Braione, Manuela ?
Banerjee, Anindya Bialowolski, Piotr Brännäs, Kurt
Banulescu-Radu, Denisa ? Billé, Anna Gloria Breitung, Jörg
Barigozzi, Matteo Billio, Monica Brownlees, Christian T.
Barndorff-Nielsen, Ole E. Binning, Andrew Bruder, Stefan
Barsoum, Fady Blasques, Francisco A. A. Brüggemann, Ralf
Baruník, Jozef Bognanni, Mark Buchen, Teresa
Basher, Syed Abul Boivin, Jean Bun, Maurice
Basturk, Nalan Bollerslev, Tim Burda, Martin
Bauer, Dietmar Bos, Charles S. Bürgi, Constantin Rudolf Salomo
Baum, Christopher F Boswijk, H. Peter Busetti, Fabio
C
Caiado, Jorge Cerrato, Mario Chowdhury, Rosen Azad
Caivano, Michele Ceylan, Ozcan Christensen, Bent Jesper
Calhoun, Gray Chambers, Marcus J. Christensen, Kim
Callot, Laurent A. F. Chan, Felix Christiano, Lawrence J.
Calzolari, Giorgio Chan, Joshua C.C. Christoffersen, Peter F.
Camacho, Maximo Chang, Bo Young Chudik, Alexander
Camba-Mendez, Gonzalo Chang, Chia-Lin Chuffart, Thomas
Candelon, Bertrand Chang, Yoosoon Ciccarelli, Matteo
Canova, Fabio Chausse, Pierre Cipollini, Fabrizio
Capasso, Marco Chen, Jia Clark, Todd
Caporale, Guglielmo Maria Chen, Liang Clements, Adam
Caporin, Massimiliano Chen, Pu Clements, Michael Peter
Carlomagno, Guillermo Chen, Wei Cobb, Marcus P.A.
Carnero, M. Angeles Chevillon, Guillaume Coleman-Fenn, Christopher Andrew ?
Carnow, Warren Chiarella, Carl Conrad, Christian
Carrasco, Marine Chigira, Hiroaki Corradi, Valentina
Carriero, Andrea Chiu, Ching-Wai (Jeremy) Corsi, Fulvio
Carrion-i-Silvestre, Josep Lluís Chlebus, Marcin Costantini, Mauro
Casarin, Roberto Cho, Jin Seo Cotter, John
Castle, Jennifer L. Choi, Chi-Young Crato, Nuno
Catani, Paul Sebastian Choi, In Crisóstomo, Ricardo
Catania, Leopoldo Choi, Jinho Croushore, Dean
Cavaliere, Giuseppe Choi, Seungmoon Crowley, Patrick Matthew
Cayton, Peter Julian Amascual Chong, Terence Tai Leung Cubadda, Gianluca
Cech, Frantisek Chortareas, Georgios
Cerqueti, Roy Choudhury, Homagni
D
D'Agostino, Antonello Deschamps, Philippe J. Du, Zaichao
Dahl, Christian Møller De Vos, Ignace Duarte, Pablo
Da Silva, Sergio Dhaene, Geert Dubois, David
De Angelis, Luca Diaf, Sami Dueker, Michael J.
Dechert, Andreas ? Diebold, Francis X. Dufays, Arnaud
De Gaetano, Davide Di Iorio, Francesca Dufour, Jean-Marie
del Barrio Castro, Tomás Dolado, Juan J. Dufrénot, Gilles
Della Marra, Fabio Dominicy, Yves Dumitrescu, Elena Ivona
Delle Monache, Davide Donayre, Luiggi Durmaz, Nazif
Demetrescu, Matei Doornik, Jurgen A. Dziubinski, Matt P.
Deo, Rohit S. Dovonon, Prosper
de Peretti, Christian Doz, Catherine
E
Eichenbaum, Martin Elliott, Graham Ericsson, Neil R.
Eickmeier, Sandra El Montasser, Ghassen Escanciano, Juan Carlos
Eisenstat, Eric Engle, Robert F. III Escribano, Alvaro
Eklund, Bruno Engsted, Tom Evans, Martin
Eklund, Jana Eo, Yunjong Everaert, Gerdie
Ekner, Line Elvstrøm Eratalay, Mustafa Hakan Exterkate, Peter
F
Fachin, Stefano Fernandez-Villaverde, Jesus Forni, Mario
Faldzinski, Marcin Ferrara, Laurent Foroni, Claudia
Favero, Carlo Fève, Patrick Fosten, Jack
Fawcett, Nicholas Filippeli, Thomai Franchi, Massimo
Feng, Yuanhua Fiorentini, Gabriele Francq, Christian
Fengler, Matthias R. Flury, Thomas Franses, Philip Hans
Fernandes, Marcelo Forbes, Catherine Scipione Fry-McKibbin, Renee A.
G
Galagedera, Don U. A. Giacomini, Raffaella Grant, Angelia L.
Galbraith, John W. Giannone, Domenico Grassi, Stefano
Galeano, Pedro Gibbs, Christopher G. Groen, Jan J. J.
Galesi, Alessandro Gil-Alana, Luis Alberiko Guardabascio, Barbara
Gallant, A. Ronald Giles, David E. A. Guegan, Dominique Madeleine
Gallo, Giampiero M. Giraitis, Liudas Guérin, Pierre
Galvão, Ana Beatriz Goncalves, Silvia Guerrero, David E.
Gambetti, Luca Gonzalez, Andres Guerron, Pablo A.
Gandali Alikhani, Nadiya ? Gonzalez, Steven Guidolin, Massimo
Gao, Jassduke Gonzalez Belmonte, Miguel Angel ? Guillén, Osmani Teixeira de Carvalho
Gao, Jiti Gonzalo, Jesus Guo, Hui
Garcia, René Gospodinov, Nikolay Gupta, Abhimanyu
Garratt, Anthony Götz, Thomas Gupta, Abhishek
Geraci, Marco Valerio Gourieroux, Christian S. Gupta, Rangan
Ghysels, Eric Granger, Clive W. J.
H
Hacioglu Hoke, Sinem Hayakawa, Kazuhiko Hong, Tao
Hafner, Christian Matthias He, Zhongfang Hosseinkouchack, Mehdi
Halbleib, Roxana Hecq, Alain Hsiao, Cheng
Haldrup, Niels Heekeren, Hauke R. Hsiao, Cody Yu-Ling
Hallam, Mark Hendry, David F. Hu, Jian
Hallin, Marc Hennani, Rachida Huang, Zhuo
Hamidisahneh, Mehdi Herbst, Edward Huber, Florian
Hamilton, James Hernandez, Juan R. Hubrich, Kirstin
Han, Chirok Hill, Jonathan B. Hurn, Stan
Hansen, Lars Peter Hillebrand, Eric Hurvich, Clifford M.
Hansen, Peter Reinhard Hindrayanto, Irma Hwang, Jungbin
Härdle, Wolfgang Karl Hinich, Melvin J. Hyndman, Rob J
Harvey, Andrew C. Hjalmarsson, Erik
Hautsch, Nikolaus Hlouskova, Jaroslava
I
Iglesias, Emma M. Issler, João Victor Ito, Mikio
Inoue, Atsushi Istrefi, Klodiana Ivashchenko, Sergey
J
Jackson Young, Laura Jensen, Mark J. Johansen, Soren
Jacobs, Jan Jin, Sainan Jönsson, Kristian
Jánský, Ivo Jin, Xin Juodis, Arturas
Jansson, Michael Jochmann, Markus Juselius, Katarina
Jarocinski, Marek Jochmans, Koen
K
Kanaya, Shin Khrapov, Stanislav Koopman, Siem Jan
Kanjamapornkul, Kabin Kilian, Lutz Korobilis, Dimitris
Kao, Chihwa Kim, Chang-Jin Kourouyiannis, Constantinos
Kapetanios, George Kim, Hyeongwoo Kourtellos, Andros
Karaman Örsal, Deniz Dilan Kim, Jae Hoon Krehlik, Tomas
Karanasos, Menelaos Kim, Jaeho Kristensen, Dennis
Karapanagiotidis, Paul Kim, Tae Bong Kristensen, Johannes Tang
Karavias, Yiannis Kim, Tae-Hwan Kristoufek, Ladislav
Karlsson, Sune Kim, Yun Jung Kruiniger, Hugo
Kascha, Christian Jonathan King, Maxwell Leslie Kruse, Robinson
Kejriwal, Mohitosh Kleppe, Tore Selland Kumar, Saten
Khalaf, Lynda Kociecki, Andrzej Kunst, Robert M.
Khalfaoui, Rabeh Kock, Anders Bredahl Kurozumi, Eiji
Kheifets, Igor Kohonen, Anssi Kyriacou, Maria
Kholodilin, Konstantin Arkadievich Koop, Gary Kyriakopoulou, Dimitra
L
Labhard, Vincent Li, Changshuai Sr. Liu, Xiaochun
Lange, Theis Li, Degui Livan, Giacomo
Lanne, Markku Li, Kunpeng Lombardi, Marco Jacopo
Lasak, Katarzyna Li, Yong Sr. ? Lopez, Claude
Laurent, Sébastien Li, Yushu ? Lovcha, Yuliya
Laurini, Márcio Liang, Zhongwen Lu, Lina
Ledesma, Alan Liao, Yin Lucas, Andre
Lee, Ji Hyung Liao, Zhipeng Luciani, Matteo
Lee, Kevin Charles Liew, Venus Khim-Sen Luger, Richard
Lee, Nayoung Lima, Luiz Renato Lunde, Asger
Lee, Tae Hwy Ling, Shiqing Lunsford, Kurt Graden
Lenart, Lukasz Linton, Oliver Bruce Lupi, Claudio
Lenza, Michele Lippi, Marco Lütkepohl, Helmut
Leon-Gonzalez, Roberto Liu, Jia Lyhagen, Johan
Leschinski, Christian Liu, Lily Y.
Leybourne, Stephen Liu, Shen
M
Ma, Sai McCausland, William Milunovich, George
MacKinnon, James McCloskey, Adam Minford, A. Patrick L.
Maharaj, Elizabeth Ann McCracken, Michael Mitchell, James
Maheu, John M. McDonough, Ian K. Montañés, Antonio
Malik, Muhammad Irfan McElroy, Tucker Sprague Monteiro, Ana Margarida
Manganelli, Simone Meddahi, Nour Monteiro, Andre Antonio
Marcellino, Massimiliano Medeiros, Marcelo C. Monti, Francesca
Marcet, Albert Medel, Carlos A. Moon, Hyungsik Roger
Marczak, Martyna Meitz, Mika Morana, Claudio
Mark, Nelson C. Mesters, Geert Morley, James
Martin, Gael Margaret Mignon, Valérie Mukhoti, Sujay
Matheson, Troy D Mihoci, Andrija Mumtaz, Haroon
Mayoral, Laura Mikkelsen, Jakob Guldbæk Mutschler, Willi
McAleer, Michael Miller, J. Isaac Mysickova, Alena van Bömmel
McCabe, Brendan Miller, Stephen M.
N
Naderi, Esmaeil Nelson, Charles R. Ning, Cathy
Nagakura, Daisuke Netsunajev, Aleksei Noda, Akihiko
Nakajima, Jouchi Ng, Serena Noriega, Antonio E.
Narayan, Paresh Kumar Niang, Abdou-Aziz Noureldin, Diaa
Nason, James M. Nielsen, Bent Nyberg, Henri
Neely, Christopher J. Nielsen, Morten Ørregaard
O
Ogaki, Masao Orzel, Sebastian ? Owyang, Michael T.
Olson, Eric Osborn, Denise Oxley, Les
Omori, Yasuhiro Österholm, Pär Ozturk, Sait R.
Ooms, Marius Otero, Jesus
Ord, Keith Otranto, Edoardo
P
Pagan, Adrian Rodney Peirano, Pier Paolo ? Pitarakis, Jean-Yves
Pakel, Cavit Pelagatti, Matteo Maria Platen, Eckhard
Palm, Franz C. Peng, Bin Podolskij, Mark
Panagiotidis, Theodore Perez-Laborda, Alejandro Pollock, David Stephen
Papailias, Fotis ? Perez Quiros, Gabriel Poncela, Pilar
Papell, David H. Perron, Benoit Poskitt, Donald Stephen
Park, Joon Y. Perron, Pierre Potiron, Yoann
Parrini, Alessandro Pesaran, M Hashem Pötscher, Benedikt M
Paruolo, Paolo Pesavento, Elena Potter, Simon
Pascoal, Rui Petronevich, Anna V. Preve, Daniel Peter Alexander
Patton, Andrew Petropoulos, Fotios Price, Simon Glover
Pavlidis, Efthymios G. Pettenuzzo, Davide Primiceri, Giorgio E.
Paya, Ivan Phillips, Peter C. B. Proietti, Tommaso
Pedersen, Rasmus Søndergaard Pierdzioch, Christian Protopapas, Mattheos K.
Peguin-Feissolle, Anne Piger, Jeremy M. Psaradakis, Zacharias
Pei, Pei Pinter, Gabor
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
Quaedvlieg, Rogier Qureshi, Hammad
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rombouts, Jeroen Vk
Rahbek, Anders Renault, Eric Michel Ronayne, David
Rao, B. Bhaskara Ricci, Lorenzo Rossi, Barbara
Ravazzolo, Francesco Ristig, Alexander Rossi, Eduardo
Rea, William Stanley Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Reed, W. Robert Rodríguez, Gabriel Ruiz, Esther
Rehman, Atiq Rodríguez Caballero, Carlos Vladimir
S
Saikkonen, Pentti Shen, Xiangjin Sokol, Andrej
Sanhaji, Bilel Sheng, Xuguang Sola, Martin
Sanso, Andreu Shephard, Neil Solberger, Martin
Santucci de Magistris, Paolo Sheppard, Kevin Keith Song, Yong
Sargent, Thomas J. Shi, Shuping Sopov, Boril
Sarno, Lucio Shibaev, Sergei S. Sørensen, Michael
Scaillet, Olivier Shimotsu, Katsumi Sosvilla-Rivero, Simon
Scalas, Enrico Shin, Yongcheol Souza, Leonardo Rocha
Scharth, Marcel Shintani, Mototsugu Souza, Pedro Cl
Schaumburg, Ernst Shukur, Ghazi Spagnolo, Fabio
Schlicht, Ekkehart Sibbertsen, Philipp Spazzini, Filippo
Schorfheide, Frank Siliverstovs, Boriss Startz, Richard
Schreiber, Sven Silva Lopes, Artur C. B. da Staszewska-Bystrova, Anna
Schumacher, Christian Silvennoinen, Annastiina Stengos, Thanasis
Sekhposyan, Tatevik Skoczylas, Tomasz Stock, James H.
Sen, Jaydip Skrobotov, Anton Storti, Giuseppe
Sensier, Marianne Smeekes, Stephan Strachan, Rodney W.
Sensoy, Ahmet Smith, Jeremy Su, Liangjun
Sentana, Enrique Smith, L. Vanessa Sucarrat, Genaro
Setiawan, Kusdhianto Smith, Matthew E. Sul, Donggyu
Sghaier, Nadia ? Smith, Ronald Patrick Sun, Yixiao
Shamsi, Azam Snyder, Ralph David Swanson, Norman Rasmus
Shang, Han Lin Sohn, Alexander Szafranek, Karol Michał
T
Tabor, Morten Nyboe Thornton, Daniel L Trypsteen, Steven Jan Godfried
Tauchen, George Thornton, Michael Alan Tschernig, Rolf
Taufemback, Cleiton Guollo Tian, Jing Tsiaras, Leonidas
Taylor, Robert Timmermann, Allan Tuzcuoglu, Kerem
Telg, Sean Tkacz, Greg Tzavalis, Elias
Teräsvirta, Timo Tomczyk, Jakub
Theodoridis, Konstantinos Trenkler, Carsten
U
Urbain, Jean-Pierre Urga, Giovanni ur Rehman, Atiq
V
Vacha, Lukas van Dijk, Herman K. Vigfusson, Robert John
Vahey, Shaun P. Vavra, Marian Villani, Mattias
Vahid, Farshid Veiga, Helena Violante, Francesco
Valdesogo Robles, Alfonso Velasco, Carlos Voev, Valeri
Valls Pereira, Pedro L. Veliyev, Bezirgen Vogelsang, Timothy
Vander Elst, Harry Ventosa-Santaulària, Daniel Voudouris, Vlasios
van Dijk, Dick Vera-Valdés, J Eduardo
W
Waggoner, Daniel F. Weber, Enzo Winker, Peter
Wagner, Martin Wei, Wei Wintenberger, Olivier
Walle, Yabibal Mulualem Weigand, Roland Wirjanto, Tony S.
Wang, Cindy Shin-huei Weron, Rafal Witkowski, Bartosz
Wang, Gang-Jin West, Kenneth D. Wolf, Michael
Wang, Mu-Chun Westerlund, Joakim Wong, Benjamin
Wang, Peng White, Halbert Wong, Wing-Keung
Wang, Xiaohu Wied, Dominik Wozniak, Tomasz
Warne, Anders Willert, Juliane ? Wright, Jonathan H.
Watson, Mark W. Windmeijer, Frank Wunderli, Dan Christian
X
Xiao, Zhijie Xu, Dinghai
Xiu, Dacheng Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Fuyu Yildirim, Dilem
Yamagata, Takashi Yang, Yukai Yu, Jun
Yamamoto, Yohei Yao, Wenying
Z
Zakoian, Jean-Michel Zhao, Yang Zhu, Ke
Zanetti Chini, Emilio Zhenzhen, Zhu Zincenko, Federico
Zha, Tao Zhou, Hao Zoerner, Thomas O.
Zhang, Xibin Zhou, Qiankun
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.