IDEAS home Printed from https://ideas.repec.org/i/eets.html
 

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 Amisano, Gianni Arellano, Manuel
Addo, Peter Martey Anatolyev, Stanislav Armillotta, Mirko
Adusah-Poku, Frank Andersen, Torben G. Armstrong, J. Scott †
Aguiar-Conraria, Luis Anderson, Heather M. Aruoba, S. Boragan
Ahamada, Ibrahim ? Andreasen, Martin Asafo, Shuffield Seyram
Ahmed, Muhammad Ashfaq 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
B
Babii, Andrii Bec, Frederique Bos, Charles S.
Bacchiocchi, Emanuele Beck, Elliot Boswijk, H. Peter
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Boussaha, Nadia ?
Bai, Jushan Bekiros, Stelios Brannas, Kurt
Bai, Yu Bensalma, Ahmed Braun, Robin
Ballinari, Daniele Beyeler, Simon Breitung, Joerg
Baltagi, Badi H. Bille, Anna Gloria Brenna, Federica
Banbura, Marta Billio, Monica Brownlees, Christian T.
Banerjee, Anindya Binning, Andrew Brueggemann, Ralf
Barbaglia, Luca Blasques, Francisco A. A. Bruns, Martin
Barigozzi, Matteo Blazsek, Szabolcs Bucci, Andrea
Barndorff-Nielsen, Ole E. † Blunier, Jason ? Buczynski, Mateusz
Barunik, Jozef Boeckelmann, Lukas Bun, Maurice
Baum, Christopher F Boivin, Jean Buncic, Daniel
Baumeister, Christiane Bollerslev, Tim Busetti, Fabio
Bauwens, Luc Borup, Daniel ?
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Christensen, Kim
Caggiano, Giovanni Cerrato, Mario Christiano, Lawrence J.
Caiado, Jorge Challet, Damien Christoffersen, Peter F. †
Callot, Laurent A. F. Chambers, Marcus J. Chronopoulos, Ilias
Calzolari, Giorgio Chan, Felix Chrysikou, Katerina
Camacho, Maximo Chan, Joshua C.C. Chudik, Alexander
Camarero, Mariam Chang, Chia-Lin Cipollini, Fabrizio
Canarella, Giorgio Chang, Yoosoon Clark, Todd
Candelon, Bertrand Charfeddine, Lanouar Clements, Adam
Canepa, Alessandra Chauvet, Marcelle Clements, Michael Peter
Canova, Fabio Chen, Chaoyi Clinet, Simon ?
Capasso, Marco Chen, Jia Conrad, Christian
Capolongo, Angela Chen, Pengyu Cornwall, Gary Joseph
Caporale, Guglielmo Maria Chen, Pu Corradi, Valentina
Caporin, Massimiliano Chen, Xiaohong Corsello, Francesco
Carnero, M. Angeles Chevillon, Guillaume Corsi, Fulvio
Carr, Peter P. † Chiarella, Carl † Costantini, Mauro
Carrasco, Marine Chigira, Hiroaki ? Cotter, John
Carriero, Andrea Chikhi, Mohamed Crato, Nuno
Carrion-i-Silvestre, Josep Chiu, Ching-Wai (Jeremy) Cross, Jamie Lee
Casarin, Roberto Chlebus, Marcin Croushore, Dean
Casini, Alessandro Cho, Jin Seo Crump, Richard K.
Cassim, Lucius Choi, Chi-Young Cubadda, Gianluca
Castellanos, Juan Choi, In Cubillos-Rocha, Juan Sebastian
Castelnuovo, Efrem Chong, Terence Tai Leung Cuestas, Juan Carlos
Castle, Jennifer L. Chortareas, Georgios
Cavaliere, Giuseppe Christensen, Bent Jesper
D
D'Agostino, Antonello Demircan, Hamza Diongue, Abdou Ka
Dahl, Christian Møller Demos, Antonis 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 †
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 Francq, Christian
Fang, Puyi Fernandez-Villaverde, Jesus Franses, Philip Hans
Fang, Zheng Ferrara, Laurent Friedrich, Marina
Faria, Goncalo Ferroni, Filippo Fries, Sebastien
Faryna, Oleksandr Feve, Patrick Fry-McKibbin, Renee A.
Faust, Jon Fiorentini, Gabriele Fuleky, Peter
Favero, Carlo Forbes, Catherine Scipione
Feldkircher, Martin Forni, Mario
G
Gadea, Maria Dolores Giannerini, Simone Gourieroux, Christian S.
Galagedera, Don U. A. Giannone, Domenico Granger, Clive W. J. †
Galbraith, John W. Gil-Alana, Luis Alberiko Grassi, Stefano
Galeano, Pedro Giles, David E. A. Grivas, Charisios
Galesi, Alessandro Giovannelli, Alessandro Groen, Jan J. J.
Gallo, Giampiero M. Giraitis, Liudas Guardabascio, Barbara
Galvao, Ana Beatriz Giulietti, Monica Guay, Alain
Gambetti, Luca Goetz, Thomas B Guerin, Pierre
Gandali Alikhani, Nadiya Goncalves, Silvia Guerron, Pablo A.
Ganics, Gergely Gonzalez, Andres Guggenberger, Patrik
Gao, Jiti Gonzalez, Steven Guidolin, Massimo
Garcia, Rene Gonzalez-Rivera, Gloria Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalo, Jesus Guo, Hui
Ghysels, Eric Gospodinov, Nikolay Gupta, Rangan
Giacomini, Raffaella Goulet Coulombe, Philippe Gurshev, Oleg
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 Milunovich, George
Maharaj, Elizabeth Ann McAleer, Michael † Minford, A. Patrick L.
Maheu, John M. McCabe, Brendan Miranda-Agrippino, Silvia
Maih, Junior McCausland, William Mitchell, James
Majoni, Blessings McCracken, Michael Mittnik, Stefan
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. 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 Daniela
Mattera, Raffaele Michankow, Jakub Mumtaz, Haroon
Matthes, Christian Mignon, Valerie Musti, Babagana Mala
Maung, Kenwin Milas, Costas Myohl, Christian
Mavroeidis, Sophocles Miller, J. Isaac
Maynard, Alex S. Miller, Stephen M.
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
Saikkonen, Pentti Juhani ? Shahbaz, Muhammad Snyder, Ralph David
Salisu, Afees Adebare Shang, Han Lin Soccorsi, Stefano
Sancibrian, Victor Sharifvaghefi, Mahrad Sola, Martin
Sandoval Paucar, Giovanny Shephard, Neil Solberger, Martin
Sanso, Andreu Sheppard, Kevin Keith Song, Yong
Sarafidis, Vasilis Shi, Shuping Sorensen, Michael
Sargent, Thomas J. Shi, Zhentao Sosvilla-Rivero, Simon
Sarno, Lucio Shibaev, Sergei S. Souza, Leonardo Rocha
Sbrana, Giacomo Shimotsu, Katsumi Spagnolo, Fabio
Scaillet, Olivier Shin, Minchul Spagnolo, Nicola
Scalas, Enrico Shin, Yongcheol Stalla-Bourdillon, Arthur
Scharth, Marcel Shintani, Mototsugu Startz, Richard
Schaumburg, Ernst Shukur, Ghazi † Staszewska-Bystrova, Anna
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
Shabalina, Ekaterina Smith, Ronald Patrick
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 Yazgan, Ege
Yamagata, Takashi Yao, Wenying Yu, Jun
Yamamoto, Yohei Yaya, Olaoluwa Simon Yu, Xuewen
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
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.