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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 Andersen, Torben G. Arellano, Manuel
Aguiar-Conraria, Luis Anderson, Heather M. Armillotta, Mirko
Ait-Sahalia, Yacine Andersson, Jonas Armstrong, J. Scott †
Alessi, Lucia Andreasen, Martin Aruoba, S. Boragan
Allen, David Edmund Andree, Bo Pieter Johannes Asafo, Shuffield Seyram
Al-Sadoon, Majid M. Andrews, Donald W. K. Asai, Manabu
Amado, Cristina Angelini, Giovanni Athanasopoulos, George
Amisano, Gianni Ankargren, Sebastian Atoi, Ngozi Victor
Anatolyev, Stanislav Ardia, David Audrino, Francesco
B
Babii, Andrii Beck, Elliot Borup, Daniel ?
Bacchiocchi, Emanuele Behera, Sarthak Subidit Boswijk, H. Peter
Baharumshah, Ahmad Zubaidi Bekiros, Stelios Boussaha, Nadia ?
Bai, Jushan Bensalma, Ahmed Brannas, Kurt
Bai, Yu Beyhum, Jad Braun, Robin
Ballinari, Daniele Bianchi Santarrosa, Rogerio Breitung, Joerg
Baltagi, Badi H. Bille, Anna Gloria Brenna, Federica
Banbura, Marta Billio, Monica Brownlees, Christian T.
Banerjee, Anindya Binning, Andrew Brueggemann, Ralf
Barigozzi, Matteo Bjornland, Hilde C. Bruns, Martin
Barndorff-Nielsen, Ole E. † Blasques, Francisco A. A. Bucci, Andrea
Barunik, Jozef Blazsek, Szabolcs Buczynski, Mateusz
Bastianin, Andrea Blunier, Jason ? Bun, Maurice
Baum, Christopher F Boeckelmann, Lukas Buncic, Daniel
Baumeister, Christiane Boivin, Jean Busetti, Fabio
Bauwens, Luc Bollerslev, Tim
Bec, Frederique Bond, Derek †
C
Cabana Garceran del Vall, Elisa Cerrato, Mario Chortareas, Georgios
Caggiano, Giovanni Challet, Damien Christensen, Bent Jesper
Caiado, Jorge Chambers, Marcus J. Christiano, Lawrence J.
Calzolari, Giorgio Chan, Felix Christoffersen, Peter F. †
Camacho, Maximo Chan, Joshua C.C. Chronopoulos, Ilias
Camarero, Mariam Chang, Chia-Lin Chrysikou, Katerina
Canarella, Giorgio Chang, Yaming Chudik, Alexander
Canepa, Alessandra Chang, Yoosoon Ciganovic, Milos
Canova, Fabio Chauvet, Marcelle Cipollini, Fabrizio
Capasso, Marco Chen, Chaoyi Clark, Todd
Capolongo, Angela Chen, Jia Clements, Adam
Caporale, Guglielmo Maria Chen, Pengyu Clements, Michael Peter
Caporin, Massimiliano Chen, Pu Conrad, Christian
Carnero, M. Angeles Chen, Xiaohong Cornwall, Gary Joseph
Carr, Peter P. † Chernis, Tony Corradi, Valentina
Carrasco, Marine Chernozhukov, Victor Corsello, Francesco
Carriero, Andrea Chevillon, Guillaume Corsi, Fulvio
Carrion-i-Silvestre, Josep Chiarella, Carl † Costantini, Mauro
Casarin, Roberto Chib, Siddhartha Cotter, John
Casella, Sara Chigira, Hiroaki ? Crato, Nuno
Casini, Alessandro Chikhi, Mohammed Cross, Jamie Lee
Cassim, Lucius Chiu, Ching-Wai (Jeremy) Croushore, Dean
Castellanos, Juan Chlebus, Marcin Crump, Richard K.
Castelnuovo, Efrem Cho, Jin Seo Cubadda, Gianluca
Castle, Jennifer L. Choi, Chi-Young Cubillos-Rocha, Juan Sebastian
Cavaliere, Giuseppe Choi, In Cuestas, Juan Carlos
Cerqueti, Roy Chong, Terence Tai Leung
D
D'Agostino, Antonello De Nard, Gianluca Fabio Dobrev, Dobrislav
Dahl, Christian Møller Deng, Taosong Doko Tchatoka, Firmin
D'Amario, Federico Deo, Rohit S. Dolado, Juan J.
Da Silva, Sergio de Peretti, Christian Doornik, Jurgen A.
Daviet, Remi Desboulets, Loann ? Dovonon, Prosper
del Barrio Castro, Tomas Deschamps, Philippe J. Doz, Catherine
Della Marra, Fabio ? Dhaene, Geert Dueker, Michael J. †
Delle Monache, Davide Diebold, Francis X. Dufays, Arnaud
Del Negro, Marco Di Iorio, Francesca Dufour, Jean-Marie
Demetrescu, Matei Diongue, Abdou Ka Dufrenot, Gilles
Demircan, Hamza Ditzen, Jan Dungey, Mardi †
Demos, Antonis Djebari, Faycal Dzholos, Mariia
E
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.
Elliott, Graham Escanciano, Juan Carlos
F
Fachin, Stefano † Fengler, Matthias R. Foroni, Claudia
Fan, Jianqing Fernandes, Marcelo Fosso, Luca
Fanelli, Luca Fernandez-Villaverde, Jesus Franchi, Massimo
Fang, Puyi Ferrara, Laurent Francq, Christian
Fang, Zheng Ferreira Batista Martins, Igor Franses, Philip Hans
Faria, Goncalo Ferroni, Filippo Franta, Michal
Faust, Jon Feve, Patrick Friedrich, Marina
Favero, Carlo Fiorentini, Gabriele Fry-McKibbin, Renee A.
Feldkircher, Martin Forbes, Catherine Scipione Fuleky, Peter
Feng, Yuanhua Forni, Mario
G
Gadea, Maria Dolores Giacomini, Raffaella Gourieroux, Christian S.
Galagedera, Don U. A. Giannerini, Simone Granger, Clive W. J. †
Galbraith, John W. Giannone, Domenico Grassi, Stefano
Galeano, Pedro Gil-Alana, Luis Alberiko Grivas, Charisios
Galesi, Alessandro Giles, David E. A. Groen, Jan J. J.
Gallo, Giampiero M. Giovannelli, Alessandro Guardabascio, Barbara
Galvao, Ana Beatriz Giraitis, Liudas Guay, Alain
Gambetti, Luca Giulietti, Monica Guerin, Pierre
Gandali Alikhani, Nadiya Goetz, Thomas B Guerron, Pablo A.
Ganics, Gergely Goncalves, Silvia Guggenberger, Patrik
Gao, Jiti Gonzalez, Andres Guidolin, Massimo
Gao, Zhan Gonzalez-Rivera, Gloria Guillen, Osmani Teixeira de Carvalho
Garcia-Hiernaux, Alfredo Gonzalo, Jesus Guo, Hui
Garratt, Anthony Gospodinov, Nikolay Gupta, Rangan
Ghysels, Eric Goulet Coulombe, Philippe Gurshev, Oleg
H
Hadri, Kaddour Harvey, David I. Hlouskova, Jaroslava
Haerdle, Wolfgang Karl Hatemi-J, Abdulnasser Hmida, Salma
Hafner, Christian Matthias Hautsch, Nikolaus Hong, Yongmiao
Halbleib, Roxana Hauzenberger, Niko Horvath, Lajos
Haldrup, Niels Hayakawa, Kazuhiko Hotta, Luiz K.
Hall, Stephen George Hecq, Alain Hsiao, Cheng
Hallin, Marc Hendry, David F. Hsiao, Cody Yu-Ling
Hamilton, James Hengge, Martina Huber, Florian
Han, Chirok Herbst, Edward Hubrich, Kirstin
Hansen, Lars Peter Herrera, Ana Maria Huh, Hyeon-seung
Hansen, Peter Reinhard Hillebrand, Eric Hurn, Stan
Hardy, Nicolas Hinich, Melvin J. † Hurvich, Clifford M.
Hartl, Tobias Hizmeri, Rodrigo Hwang, Jungbin
Harvey, Andrew C. Hjalmarsson, Erik Hyndman, Rob J
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
Kanaya, Shin Kholodilin, Konstantin Arkadievich Koop, Gary
Kao, Chihwa Kiew Ling, Pui Koopman, Siem Jan
Kapetanios, George Kilian, Lutz Korobilis, Dimitris
Karaman Orsal, Deniz Dilan ? Kim, Chang-Jin Kourtellos, Andros
Karanasos, Menelaos Kim, Donggyu Krehlik, Tomas
Karavias, Yiannis Kim, Hyeongwoo Kristensen, Dennis
Karlsson, Sune Kim, Jae Hoon Kristoufek, Ladislav
Kascha, Christian Jonathan Kim, Tae-Hwan Kronenberg, Philipp
Kastner, Gregor King, Maxwell Leslie Kruiniger, Hugo
Katsouris, Christis Kleibergen, Frank Kruse, Robinson
Kaufmann, Sylvia Kobayashi, Masahito Kuersteiner, Guido M.
Keilbar, Georg Kocenda, Evzen Kumar, Labesh
Kejriwal, Mohitosh Kociecki, Andrzej Kunihama, Tsuyoshi
Khalaf, Lynda Kock, Anders Bredahl Kunst, Robert M.
Khismatullina, Marina Kohns, David Eric Kurozumi, Eiji
L
Labhard, Vincent Lewis, Daniel John Lombardi, Marco Jacopo
Lahiri, Kajal Leybourne, Stephen Lopez, Claude
Lanne, Markku Li, Chenxing Lovcha, Yuliya
Lasak, Katarzyna Li, Dake Lu, Ye
Laurent, Sebastien Li, Degui Lucas, Andre
Laurini, Marcio Li, Mengheng Lucchetti, Riccardo (Jack)
Ledoit, Olivier Li, Yushu Luciani, Matteo
Lee, Ji Hyung Liew, Venus Khim-Sen Luetkepohl, Helmut
Lee, Kevin Charles Lilla, Francesca Luger, Richard
Lee, Tae Hwy Lima, Luiz Renato Lunde, Asger
Leiva-Leon, Danilo Lin, Yicong Lunsford, Kurt Graden
Lenza, Michele Linde, Jesper Lupi, Claudio
Leon-Gonzalez, Roberto Ling, Shiqing Lusompa, Amaze
Leschinski, Christian Linton, Oliver Bruce Ly, Racine
Lettau, Martin Lippi, Marco Lyhagen, Johan
Levy, Daniel Loaiza Maya, Ruben Albeiro
M
MacKinnon, James Mayoral, Laura Milas, Costas
Maharaj, Elizabeth Ann McAleer, Michael † Miller, J. Isaac
Maheu, John M. McCabe, Brendan Miller, Stephen M.
Maih, Junior McCausland, William Milunovich, George
Majoni, Blessings McCloskey, Adam Minford, A. Patrick L.
Maneejuk, Paravee McCracken, Michael Miranda-Agrippino, Silvia
Marcellino, Massimiliano McCrary, Sean Mitchell, James
Marcet, Albert McElroy, Tucker Sprague Mittnik, Stefan
Marczak, Martyna McIntyre, Stuart Montanes, Antonio
Margaritella, Luca McNeil, James Monti, Francesca
Mark, Nelson C. Meddahi, Nour Moon, Hyungsik Roger
Marsh, Patrick Medeiros, Marcelo C. Mora, Aaron
Martin, Gael Margaret Medel, Carlos A. Morana, Claudio
Masih, Abul Mansur M. Meenagh, David Morita, Rubens
Matheson, Troy D Meitz, Mika Morley, James
Matsushita, Raul Yukihiro Mendieta-Munyoz, Ivan Moussa, Karim
Mattera, Raffaele Mertens, Elmar Mumtaz, Haroon
Matthes, Christian Mertens, Karel Murray, Chris ?
Maung, Kenwin Miao, Ke Myohl, Christian
Mavroeidis, Sophocles Michankow, Jakub
Maynard, Alex S. Mignon, Valerie
N
Naderi, Esmaeil ? Neely, Christopher J. Nielsen, Bent
Nagakura, Daisuke Nelson, Charles R. Nielsen, Morten
Nakajima, Jouchi Netsunajev, Aleksei Noel, Antoine L.
Narayan, Paresh Kumar Ng, Serena Noriega, Antonio E.
Nason, James M. Nguyen, Hoang
Navjeevan, Manu Nibbering, Didier
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
Paccagnini, Alessia Perron, Pierre Podolskij, Mark
Pagan, Adrian Rodney Pesaran, Mohammad Hashem Poetscher, Benedikt M.
Pal, Hemendra Pesavento, Elena Polivka, Jeannine
Panagiotidis, Theodore Petrella, Ivan Pollock, David Stephen
Papailias, Fotis Petrova, Katerina Poncela, Pilar
Papell, David H. 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
Perone, Gaetano Plagborg-Moller, Mikkel
Perron, Benoit Platen, Eckhard
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman ?
R
Radchenko, Stanislav I. Renault, Eric Michel Rossi, Barbara
Rahbek, Anders Rhodenhiser, Hannah Rossi, Eduardo
Ramirez, Miguel D Ricco, Giovanni Rossini, Luca
Rao, B. Bhaskara † Roa Rozo, Julian Rothfelder, Mario Philipp
Rault, Christophe Rodrigues, Artur Brasil Fialho Royer, Julien
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rua, Antonio
Read, Matthew Rodriguez, Gabriel Rubio-Ramirez, Juan F
Reed, W. Robert Rodriguez Caballero, Carlos Vladimir Ruiz, Esther
Rehman, Atiq Rodriguez-Rondon, Gabriel
Reichlin, Lucrezia Rombouts, Jeroen Vk
S
Sabuga, Ivy Seo, Won-Ki Smith, Jeremy
Saikkonen, Pentti Juhani Seong, Dakyung Smith, L. Vanessa
Salisu, Afees Adebare Shahbaz, Muhammad Smith, Ronald Patrick
Sancibrian, Victor Shang, Han Lin Snyder, Ralph David
Sandoval Paucar, Giovanny Sharifvaghefi, Mahrad Sola, Martin
Sanso, Andreu Shekhar, Shubhranshu Song, Yong
Santucci de Magistris, Paolo Shephard, Neil Sorensen, Michael
Sarafidis, Vasilis Sheppard, Kevin Keith Sosvilla-Rivero, Simon
Sargent, Thomas J. Shi, Shuping Souza, Leonardo Rocha
Sarno, Lucio Shi, Zhentao Spagnolo, Fabio
Sbrana, Giacomo Shimotsu, Katsumi Spagnolo, Nicola
Scaillet, Olivier Shin, Minchul Stalla-Bourdillon, Arthur
Scalas, Enrico Shin, Yongcheol Staszewska-Bystrova, Anna
Scharth, Marcel Shintani, Mototsugu Stegehuis, Noah Joanne
Schaumburg, Ernst Shiroff, Taylor Stengos, Thanasis
Schlicht, Ekkehart Shukur, Ghazi † Stevanovic, Dalibor
Schorfheide, Frank Sibbertsen, Philipp Stock, James H.
Schreiber, Sven Siliverstovs, Boriss Storti, Giuseppe
Schuette, Erik Christian Montes Silva Lopes, Artur C. B. da Strachan, Rodney W.
Schumacher, Christian Silvennoinen, Annastiina Su, Liangjun
Seleznev, Sergei Sinclair, Tara M. Sucarrat, Genaro
Sensier, Marianne Skrobotov, Anton Sul, Donggyu
Sentana, Enrique Slepaczuk, Robert Sun, Yixiao
Seo, Myung Hwan Smeekes, Stephan Swanson, Norman Rasmus
T
Taamouti, Abderrahim Taylor, Robert Tong, Howell
Tabor, Morten Nyboe Telg, Sean Trapani, Lorenzo
Tahir, Abdullah Tenorio, Juan Trenkler, Carsten
Takahashi, Makoto Terasvirta, Timo Tschernig, Rolf
Talagala, Priyanga Dilini Theodoridis, Konstantinos Tsionas, Mike †
Tamarit, Cecilio Thomakos, Dimitrios D. Tsvetkova, Anna Nikolaevna
Tan, Le To Minh Thornton, Daniel L † Tzavalis, Elias
Tao, Yubo Timmermann, Allan
Tauchen, George Tkacz, Greg
U
Ullah, Aman Urga, Giovanni Uzeda, Luis
V
Vac, Nomfundo Portia van Dijk, Dick Ventosa-Santaularia, Daniel
Vacha, Lukas van Dijk, Herman K. † Veraart, Almut E. D.
Vahey, Shaun P. Vasilopoulos, Kostas Verona, Fabio
Vahid, Farshid Vasnev, Andrey L. Vigfusson, Robert John
Valera, Maria Luisa 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
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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