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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 Amba, Marius Claude OYON Ardia, David
Addo, Peter Martey Amiri, Ashkan ? Arellano, Manuel
Adusah-Poku, Frank Amisano, Gianni Armstrong, J. Scott
Aguiar-Conraria, Luis Anatolyev, Stanislav Aruoba, S. Boragan
Ait-Sahalia, Yacine Andersen, Torben G. Asafo, Shuffield Seyram
Akpa, Emeka Okoro Anderson, Heather M. Asai, Manabu
Alessi, Lucia Andreasen, Martin Athanasopoulos, George
Allen, David Edmund Andrews, Donald W. K. Atoi, Ngozi Victor
Almuzara, Martin Angelini, Giovanni Audrino, Francesco
Al-Sadoon, Majid M. Ankargren, Sebastian Aydin, Mucahit
Amado, Cristina Antolin-Diaz, Juan
B
Babii, Andrii Behera, Sarthak Subidit Boswijk, H. Peter
Bacchiocchi, Emanuele Bekiros, Stelios Boufateh, Talel
Baharumshah, Ahmad Zubaidi Bensalma, Ahmed Boussaha, Nadia
Bai, Jushan Bernstein, David Harry Braione, Manuela
Baltagi, Badi H. Beyeler, Simon Brannas, Kurt
Banbura, Marta Bille, Anna Gloria Braun, Robin
Banerjee, Anindya Billio, Monica Breitung, Joerg
Banulescu-Radu, Denisa Bin, Peng Brenna, Federica
Barbaglia, Luca Binning, Andrew Brownlees, Christian T.
Barigozzi, Matteo Blasques, Francisco A. A. Bruder, Stefan ?
Barndorff-Nielsen, Ole E. Blazsek, Szabolcs Brueggemann, Ralf
Barsoum, Fady Boeckelmann, Lukas Bruns, Martin
Barunik, Jozef Boer, Lukas Bucci, Andrea
Basher, Syed Abul Bognanni, Mark Buczynski, Mateusz
Baum, Christopher F Boivin, Jean Bun, Maurice
Baumeister, Christiane Bollerslev, Tim Busetti, Fabio
Bauwens, Luc Bos, Charles S.
C
Cabana Garceran del Vall, Elisa Cavaliere, Giuseppe Christensen, Bent Jesper
Caggiano, Giovanni Cech, Frantisek Christensen, Kim
Caiado, Jorge Cerqueti, Roy Christiano, Lawrence J.
Callot, Laurent A. F. Cerrato, Mario Christoffersen, Peter F.
Calzolari, Giorgio Chambers, Marcus J. Chudik, Alexander
Camacho, Maximo Chan, Felix Chuffart, Thomas
Camarero, Mariam Chan, Joshua C.C. Cipollini, Fabrizio
Canarella, Giorgio Chang, Chia-Lin Clark, Todd
Candelon, Bertrand Chang, Yoosoon Clements, Adam
Canepa, Alessandra Charfeddine, Lanouar Clements, Michael Peter
Canova, Fabio Chauvet, Marcelle Clinet, Simon
Capasso, Marco Chen, Jia Conrad, Christian
Capolongo, Angela Chen, Pu Cook, Thomas R.
Caporale, Guglielmo Maria Chen, Xiaohong Cornwall, Gary Joseph
Caporin, Massimiliano Chernis, Tony Corona, Francisco
Carnero, M. Angeles Chevillon, Guillaume Corradi, Valentina
Carr, Peter P. Chiarella, Carl Corsello, Francesco
Carrasco, Marine Chigira, Hiroaki ? Corsi, Fulvio
Carriero, Andrea Chikhi, Mohamed Costantini, Mauro
Carrion-i-Silvestre, Josep Chiu, Ching-Wai (Jeremy) Cotter, John
Casarin, Roberto Chlebus, Marcin Crato, Nuno
Casini, Alessandro Cho, Jin Seo Creal, Drew Dennis
Cassim, Lucius Choi, Chi-Young Croushore, Dean
Castillo, Luis Eduardo Choi, In Crowley, Patrick Matthew
Castle, Jennifer L. Choi, Jinho Cubadda, Gianluca
Catani, Paul Sebastian Chong, Terence Tai Leung Cubillos-Rocha, Juan Sebastian
Catania, Leopoldo Chortareas, Georgios Cuestas, Juan Carlos
D
D'Agostino, Antonello Demircan, Hamza Dolado, Juan J.
Dahl, Christian Møller Demos, Antonis Donayre, Luiggi
Da Silva, Sergio Deo, Rohit S. Doornik, Jurgen A.
Daviet, Remi de Peretti, Christian Doz, Catherine
De Gaetano, Davide Desboulets, Loann ? Duarte, Pablo
del Barrio Castro, Tomas Deschamps, Philippe J. Dueker, Michael J.
Della Marra, Fabio Dhaene, Geert Dufays, Arnaud
Delle Monache, Davide Diaf, Sami Dufour, Jean-Marie
Del Negro, Marco Diebold, Francis X. Dufrenot, Gilles
Demetrescu, Matei Di Iorio, Francesca Dungey, Mardi
Demiralay, Sercan Diongue, Abdou Ka Duque Garcia, Carlos Alberto
E
Eckert, Florian Ekner, Line Escanciano, Juan Carlos
Eichenbaum, Martin Elliott, Graham Escribano, Alvaro
Eickmeier, Sandra Engle, Robert F. III Espasa, Antoni
Eisenstat, Eric Engsted, Tom Evans, Martin
Eklund, Bruno Eo, Yunjong Everaert, Gerdie
Eklund, Jana Ericsson, Neil R.
F
Fachin, Stefano Feng, Yuanhua Foroni, Claudia
Fanelli, Luca Fengler, Matthias R. Franchi, Massimo
Fang, Zheng Fernandes, Marcelo Francq, Christian
Farkas, Peter ? Fernandez-Villaverde, Jesus Franses, Philip Hans
Faryna, Oleksandr Ferrara, Laurent Freyaldenhoven, Simon
Faust, Jon Feve, Patrick Friedrich, Marina
Favero, Carlo Fiorentini, Gabriele Fries, Sebastien
Feldkircher, Martin Forbes, Catherine Scipione Fry-McKibbin, Renee A.
Feng, Guanhao Forni, Mario Funovits, Bernd
G
Gadea, Maria Dolores Ghysels, Eric Granger, Clive W. J.
Galagedera, Don U. A. Giacomini, Raffaella Grant, Angelia L.
Galbraith, John W. Giannone, Domenico Grassi, Stefano
Galeano, Pedro Gil-Alana, Luis Alberiko Griveau-Billion, Theophile
Galesi, Alessandro Giles, David E. A. Groen, Jan J. J.
Gallo, Giampiero M. Giovannelli, Alessandro Guay, Alain
Galvao, Ana Beatriz Giraitis, Liudas Guegan, Dominique Madeleine
Gambetti, Luca Giulietti, Monica Guerin, Pierre
Gandali Alikhani, Nadiya Goetz, Thomas Guerron, Pablo A.
Ganics, Gergely Goncalves, Silvia Guggenberger, Patrik
Gao, Jiti Gonzalez, Andres Guidolin, Massimo
Garcia, Rene Gonzalez, Steven Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalez-Rivera, Gloria Guirola, Luis Miguel
Gazzani, Andrea Giovanni Gonzalo, Jesus Guo, Hui
Geraci, Marco Valerio Gospodinov, Nikolay Gupta, Abhimanyu ?
Ghouse, Ghulam Gourieroux, Christian S. Gupta, Rangan
H
Habimana, Olivier Harvey, Andrew C. Hjalmarsson, Erik
Hadri, Kaddour Harvey, David I. Hlouskova, Jaroslava
Haerdle, Wolfgang Karl Hatemi-J, Abdulnasser Hmida, Salma
Hafner, Christian Matthias Hautsch, Nikolaus Horvath, Lajos
Halbleib, Roxana Hauzenberger, Niko Hotta, Luiz K.
Haldrup, Niels Hayakawa, Kazuhiko Hsiao, Cheng
Hallam, Mark He, Yi Hsiao, Cody Yu-Ling
Hallin, Marc Hecq, Alain Huber, Florian
Hamilton, James Heinemann, Alexander Hubrich, Kirstin
Han, Chirok Hendry, David F. Huh, Hyeon-seung
Hansen, Lars Peter Herbst, Edward Hurn, Stan
Hansen, Peter Reinhard Hillebrand, Eric Hurvich, Clifford M.
Hardy, Nicolas Hinich, Melvin J. Hwang, Jungbin
Hartl, Tobias Hizmeri, Rodrigo Hyndman, Rob J
I
Iacone, Fabrizio Ilu, Ahmad Ibraheem Iseringhausen, Martin
Iglesias, Emma M. Inoue, Atsushi Issler, Joao Victor
J
Jacob, Ray Ikechukwu Jensen, Mark J. Johansen, Soren
Jacobs, Jan Jiang, Lunan Jucknewitz, Roland
Jacquier, Antoine Jin, Sainan Juodis, Arturas
Jansson, Michael Jochmann, Markus Juselius, Katarina
Jarocinski, Marek Jochmans, Koen
Jasiak, Joann Joensson, Kristian
K
Kamolthip, Sarun Kilian, Lutz Koopman, Siem Jan
Kanaya, Shin Kim, Chang-Jin Korobilis, Dimitris
Kanazawa, Nobuyuki Kim, Hyeongwoo Kourtellos, Andros
Kanjamapornkul, Kabin Kim, Jae Hoon Krehlik, Tomas
Kao, Chihwa Kim, Jaeho Kripfganz, Sebastian
Kapetanios, George Kim, Jihyun Kristensen, Dennis
Karaman Orsal, Deniz Dilan Kim, Tae-Hwan Kristoufek, Ladislav
Karanasos, Menelaos King, Maxwell Leslie Kronenberg, Philipp
Karavias, Yiannis Kiss, Tamas Kruiniger, Hugo
Karlsson, Sune Kiviet, Jan F. Kruse, Robinson
Kascha, Christian Jonathan Kleibergen, Frank Krustev, Georgi
Kastner, Gregor Ko, Stanley Iat-Meng Kucera, Adam
Katsouris, Christis Kobayashi, Masahito Kunihama, Tsuyoshi
Keilbar, Georg Kociecki, Andrzej Kunst, Robert M.
Kejriwal, Mohitosh Kock, Anders Bredahl Kurennoy, Alexey S. ?
Khalaf, Lynda Kohns, David Eric Kurozumi, Eiji
Kholodilin, Konstantin Arkadievich Koop, Gary
L
Labhard, Vincent Li, Dake Lopez, Claude
Lahiri, Kajal Li, Degui Lovcha, Yuliya
Lanne, Markku Li, Mengheng Lu, Lina
Lasak, Katarzyna Li, Yushu ? Lu, Ye
Laurent, Sebastien Liew, Venus Khim-Sen Lucas, Andre
Laurini, Marcio Lima, Luiz Renato Lucchetti, Riccardo (Jack)
Ledoit, Olivier Lin, Yicong Luciani, Matteo
Lee, Kevin Charles Linde, Jesper Luetkepohl, Helmut
Lee, Tae Hwy Ling, Shiqing Luger, Richard
Leiva-Leon, Danilo Linton, Oliver Bruce Lunde, Asger
Lenza, Michele Lippi, Marco Lunsford, Kurt Graden
Leon-Gonzalez, Roberto Liu, Jia Lupi, Claudio
Leschinski, Christian Liu, Lily Y. Lusompa, Amaze
Lewis, Daniel John Loaiza Maya, Ruben Albeiro Ly, Racine
Leybourne, Stephen Lombardi, Marco Jacopo Lyhagen, Johan
M
MacKinnon, James Maung, Kenwin Milas, Costas
Maharaj, Elizabeth Ann Mayoral, Laura Miller, J. Isaac
Maheu, John M. McAleer, Michael Miller, Stephen M.
Maier, Sofia McCabe, Brendan Milunovich, George
Maih, Junior McCausland, William Minford, A. Patrick L.
Malik, Muhammad Irfan McCracken, Michael Miranda-Agrippino, Silvia
Mantilla Garcia, Daniel McDonough, Ian K. Mitchell, James
Marcellino, Massimiliano McElroy, Tucker Sprague Montanes, Antonio
Marcet, Albert McIntyre, Stuart Monti, Francesca
Marczak, Martyna Meddahi, Nour Moon, Hyungsik Roger
Margaritella, Luca Medeiros, Marcelo C. Morana, Claudio
Mark, Nelson C. Medel, Carlos A. Morita, Rubens
Marsh, Patrick Meenagh, David Morley, James
Martin, Gael Margaret Meitz, Mika Motegi, Kaiji
Masih, Abul Mansur M. Mertens, Elmar Mukhoti, Sujay
Masten, Igor Mesters, Geert Mumtaz, Haroon
Matheson, Troy D Mestiri, Sami Musti, Babagana Mala
Mattera, Raffaele Mignon, Valerie Myohl, Christian
Matthes, Christian Mikkelsen, Jakob
N
Naderi, Esmaeil Neely, Christopher J. Nielsen, Morten
Nagakura, Daisuke Nelson, Charles R. Nitka, Weronika
Nakajima, Jouchi Netsunajev, Aleksei Nocciola, Luca
Nan, Fany Ng, Serena Noel, Antoine L.
Narayan, Paresh Kumar Nguyen, Hoang Noriega, Antonio E.
Nason, James M. Nielsen, Bent Nyholm, Juho Tuomas
O
Odendahl, Florens Onatski, Alexei Osterholm, Par
Ogaki, Masao Onorante, Luca Otero, Jesus
Ogbonna, Ahamuefula Ephraim Ooft, Gavin D. M. Otranto, Edoardo
Okui, Ryo Ooms, Marius Owyang, Michael T.
Omay, Tolga Ord, Keith Oxley, Les
Omori, Yasuhiro Osborn, Denise Ozturk, Sait R.
P
Paccagnini, Alessia Perez Quiros, Gabriel Platen, Eckhard
Pagan, Adrian Rodney Perricone, Chiara Podolskij, Mark
Pallante, Gianluca Perron, Benoit Poetscher, Benedikt M.
Panagiotidis, Theodore Perron, Pierre Polivka, Jeannine
Panovska, Irina Blagoja Pesaran, M Hashem Pollock, David Stephen
Papapanagiotou, Georgios Pesavento, Elena Poncela, Pilar
Papell, David H. Petrella, Ivan Poon, Aubrey
Park, Joon Y. Pettenuzzo, Davide Poskitt, Donald Stephen
Parla, Fabio Pfarrhofer, Michael Potiron, Yoann
Parsaeian, Shahnaz Phillips, Peter C. B. Potter, Simon
Paruolo, Paolo Phiri, Andrew Price, Simon Glover
Patton, Andrew Pierdzioch, Christian Primiceri, Giorgio E.
Paya, Ivan Piffer, Michele Profumo, Fabio
Pedersen, Rasmus Pigato, Paolo Proietti, Tommaso
Pelagatti, Matteo Maria Piger, Jeremy M. Prono, Todd Andrew
Pelletier, Denis Pincheira, Pablo Matias Psaradakis, Zacharias
Pena, Daniel Pinter, Gabor
Peng, Huaming Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quineche, Ricardo
Quaedvlieg, Rogier Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rossi, Eduardo
Rahbek, Anders Renault, Eric Michel Rossini, Luca
Rao, B. Bhaskara Rho, Seunghwa Rothfelder, Mario Philipp
Rasche, Robert H. Ricco, Giovanni Royer, Julien
Rault, Christophe Rodrigues, Paulo M. M. Rua, Antonio
Ravazzolo, Francesco Rodriguez, Gabriel Rubio-Ramirez, Juan F
Read, Matthew Rodriguez Caballero, Carlos Vladimir Ruiz, Esther
Reed, W. Robert Rombouts, Jeroen Vk
Rehman, Atiq Rossi, Barbara
S
Saikkonen, Pentti Seo, Myung Hwan Soccorsi, Stefano
Salisu, Afees Adebare Seo, Won-Ki Sohag, Kazi
Sampi, James Robert Sethapramote, Yuthana Sohn, Alexander
Sandoval Paucar, Giovanny Shahbaz, Muhammad Sola, Martin
Sanhaji, Bilel Sharifvaghefi, Mahrad Song, Yong
Sanso, Andreu Shephard, Neil Soques, Daniel
Santagiustina, Carlo Romano Marcello Alessandro Sheppard, Kevin Keith Sorensen, Michael
Santucci de Magistris, Paolo Shi, Shuping Sosvilla-Rivero, Simon
Sarafidis, Vasilis Shibaev, Sergei S. Souza, Leonardo Rocha
Sarfati, Reca Shimizu, Kenichi Spagnolo, Fabio
Sargent, Thomas J. Shimotsu, Katsumi Stalla-Bourdillon, Arthur
Sarno, Lucio Shin, Minchul Startz, Richard
Sbrana, Giacomo Shin, Yongcheol Staszewska-Bystrova, Anna
Scaillet, Olivier Shintani, Mototsugu Stengos, Thanasis
Scalas, Enrico Shukur, Ghazi Stevanovic, Dalibor
Scharth, Marcel Sibbertsen, Philipp Stock, James H.
Schaumburg, Ernst Siliverstovs, Boriss Storti, Giuseppe
Schienle, Melanie Silva Lopes, Artur C. B. da Strachan, Rodney W.
Schlaak, Thore Silvennoinen, Annastiina Su, Liangjun
Schlicht, Ekkehart Skoczylas, Tomasz ? Sucarrat, Genaro
Schorfheide, Frank Skrobotov, Anton Sul, Donggyu
Schreiber, Sven Smalter Hall, Aaron Sun, Yixiao
Schuette, Erik Christian Montes Smeekes, Stephan Sutton, Maxwell
Schumacher, Christian Smith, Jeremy Swanson, Norman Rasmus
Seleznev, Sergei Smith, L. Vanessa Szafranek, Karol
Sensier, Marianne Smith, Ronald Patrick
Sentana, Enrique Snyder, Ralph David
T
Tabor, Morten Nyboe Telg, Sean Trenkler, Carsten
Tahir, Abdullah Terasvirta, Timo Trucios, Carlos
Talagala, Priyanga Dilini Theodoridis, Konstantinos Trypsteen, Steven Jan Godfried
Tamarit, Cecilio Thomakos, Dimitrios D. Tschernig, Rolf
Tan, Le To Minh Thornton, Daniel L Tsionas, Mike
Tao, Yubo Timmermann, Allan Tsvetkova, Anna Nikolaevna
Tauchen, George Tkacz, Greg Tuzcuoglu, Kerem
Taylor, Robert Trapani, Lorenzo Tzavalis, Elias
U
Ullah, Aman Urga, Giovanni
Urbain, Jean-Pierre Uzeda, Luis
V
Vacha, Lukas Vasilopoulos, Kostas Vicondoa, Alejandro
Vahey, Shaun P. Vasnev, Andrey L. Vigfusson, Robert John
Vahid, Farshid Vavra, Marian Villalvazo, Sergio
Valentini, Francesco Veiga, Helena Villani, Mattias
Valls Pereira, Pedro L. Velasco, Carlos Violante, Francesco
Vander Elst, Harry Venditti, Fabrizio Virbickaite, Audrone
van der Wel, Michel Venetis, Ioannis A. Voev, Valeri
van Dijk, Dick Ventosa-Santaularia, Daniel Vogelsang, Timothy
van Dijk, Herman K. Verona, Fabio Vravosinos, Orestis
W
Wada, Tatsuma Weber, Enzo Winker, Peter
Waggoner, Daniel F. Wehrli, Alexander Wintenberger, Olivier
Wagner, Martin Wei, Wei Wirjanto, Tony S.
Wang, Bingling Wenger, Kai Wohar, Mark E.
Wang, Hou Weron, Rafal Wolf, Christian K.
Wang, Linqi West, Kenneth D. Wolf, Michael
Wang, Qiying Westerlund, Joakim Wong, Benjamin
Wang, Shixuan White, Halbert Wong, Wing-Keung
Wang, Weining Whitehouse, Emily J. Wozniak, Michal Jerzy
Wang, Xuexin Wickens, Michael R. Wozniak, Tomasz
Wang, Yiru Wilfling, Bernd Wright, Jonathan H.
Warne, Anders Wilms, Ines Wursten, Jesse
Watson, Mark W. Windmeijer, Frank
X
Xiao, Zhijie Xu, Dinghai Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Yukai Yu, Jun
Yamagata, Takashi Yaya, Olaoluwa Simon Yu, Xuewen
Yamamoto, Yohei Yazgan, Ege
Yanagi, Takahide You, Yu
Z
Zaffaroni, Paolo Zhang, Ren Zhu, Ke
Zakoian, Jean-Michel Zhang, Xibin Zito, John
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao Zu, Yang
Zhang, Binyi Zhou, Wei-Xing
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