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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 Anyfantaki, Sofia
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
Amba, Marius Claude OYON Antolin-Diaz, Juan
B
Baharumshah, Ahmad Zubaidi Bekiros, Stelios Boufateh, Talel
Bai, Jushan Bensalma, Ahmed Boutahar, Mohamed
Baltagi, Badi H. Ben Taieb, Souhaib Braione, Manuela
Banbura, Marta Bernstein, David Harry Brännäs, Kurt
Banerjee, Anindya Bialowolski, Piotr Braun, Robin
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 Bucci, Andrea
Basher, Syed Abul Boivin, Jean Buchen, Teresa
Basturk, Nalan Bollerslev, Tim Bun, Maurice
Bauer, Dietmar Bos, Charles S. Bürgi, Constantin Rudolf Salomo
Baum, Christopher F Boswijk, H. Peter Busetti, Fabio
Bauwens, Luc Boubaker, Heni
C
Caiado, Jorge Ceylan, Ozcan Chowdhury, Rosen Azad
Caivano, Michele Chambers, Marcus J. Christensen, Bent Jesper
Calhoun, Gray Chan, Felix Christensen, Kim
Callot, Laurent A. F. Chan, Joshua C.C. Christiano, Lawrence J.
Calzolari, Giorgio Chang, Bo Young Christoffersen, Peter F.
Camacho, Maximo Chang, Chia-Lin Chudik, Alexander
Candelon, Bertrand Chang, Yoosoon Chuffart, Thomas
Canova, Fabio Chauvet, Marcelle Cipollini, Fabrizio
Capasso, Marco Chen, Jia Clark, Todd
Caporale, Guglielmo Maria Chen, Liang Clements, Adam
Caporin, Massimiliano Chen, Mingli Clements, Michael Peter
Carlomagno, Guillermo Chen, Pu Clinet, Simon
Carnero, M. Angeles Chen, Wei Coleman-Fenn, Christopher Andrew ?
Carnow, Warren Chen, Xiaohong Conrad, Christian
Carrasco, Marine Chevillon, Guillaume Cook, Thomas R.
Carriero, Andrea Chiarella, Carl Corona, Francisco
Carrion-i-Silvestre, Josep Lluís Chigira, Hiroaki Corradi, Valentina
Casarin, Roberto Chiu, Ching-Wai (Jeremy) Corsi, Fulvio
Cassim, Lucius Chlebus, Marcin Costantini, Mauro
Castle, Jennifer L. Cho, Jin Seo Cotter, John
Catani, Paul Sebastian Choi, Chi-Young Crato, Nuno
Catania, Leopoldo Choi, In Crisóstomo, Ricardo
Cavaliere, Giuseppe Choi, Jinho Croushore, Dean
Cayton, Peter Julian Amascual Choi, Seungmoon Crowley, Patrick Matthew
Cech, Frantisek Chong, Terence Tai Leung Cubadda, Gianluca
Cerqueti, Roy Chortareas, Georgios
Cerrato, Mario Choudhury, Homagni
D
D'Agostino, Antonello de Peretti, Christian Du, Zaichao
Dahl, Christian Møller Deschamps, Philippe J. Duarte, Pablo
Da Silva, Sergio De Vos, Ignace Dubois, David
de Carvalho, Miguel Dhaene, Geert Dueker, Michael J.
Dechert, Andreas ? Diaf, Sami Dufays, Arnaud
De Gaetano, Davide Diebold, Francis X. Dufour, Jean-Marie
del Barrio Castro, Tomás Di Iorio, Francesca Dufrénot, Gilles
Della Marra, Fabio ? Dolado, Juan J. Dumitrescu, Elena Ivona
Delle Monache, Davide Dominicy, Yves Dumitru, Ana-Maria H.
Demetrescu, Matei Donayre, Luiggi Dungey, Mardi
Demos, Antonis Doornik, Jurgen A. Durmaz, Nazif
Deo, Rohit S. Doz, Catherine Dziubinski, Matt P.
E
Eichenbaum, Martin Elliott, Graham Escanciano, Juan Carlos
Eickmeier, Sandra Engle, Robert F. III Escribano, Alvaro
Eisenstat, Eric Engsted, Tom Espasa, Antoni
Eklund, Bruno Eo, Yunjong Evans, Martin
Eklund, Jana Eratalay, Mustafa Hakan Everaert, Gerdie
Ekner, Line Elvstrøm Ericsson, Neil R. Exterkate, Peter
F
Fachin, Stefano Ferrara, Laurent Fosten, Jack
Favero, Carlo Fève, Patrick Franchi, Massimo
Feldkircher, Martin Filippeli, Thomai Francq, Christian
Feng, Yuanhua Fiorentini, Gabriele Franses, Philip Hans
Fengler, Matthias R. Forbes, Catherine Scipione Fries, Sebastien
Fernandes, Marcelo Forni, Mario Fry-McKibbin, Renee A.
Fernandez-Villaverde, Jesus Foroni, Claudia
G
Gabauer, David Ghysels, Eric Grant, Angelia L.
Gadea, María Dolores Giacomini, Raffaella Grassi, Stefano
Galagedera, Don U. A. Giannone, Domenico Groen, Jan J. J.
Galbraith, John W. Gibbs, Christopher G. Guardabascio, Barbara
Galeano, Pedro Gil-Alana, Luis Alberiko Guegan, Dominique Madeleine
Galesi, Alessandro Giles, David E. A. Guérin, Pierre
Gallo, Giampiero M. Giraitis, Liudas Guerrero, David E.
Galvão, Ana Beatriz Goncalves, Silvia Guerron, Pablo A.
Gambetti, Luca Gonzalez, Andres Guggenberger, Patrik
Gandali Alikhani, Nadiya Gonzalez, Steven Guidolin, Massimo
Ganics, Gergely Gonzalez Belmonte, Miguel Angel Guillén, Osmani Teixeira de Carvalho
Gao, Jassduke Gonzalez-Rivera, Gloria Guo, Hui
Gao, Jiti Gonzalo, Jesus Gupta, Abhimanyu
Garcia, René Gospodinov, Nikolay Gupta, Abhishek
Garratt, Anthony Götz, Thomas Gupta, Rangan
Geraci, Marco Valerio Gourieroux, Christian S.
Ghouse, Ghulam Granger, Clive W. J.
H
Hafner, Christian Matthias Hayakawa, Kazuhiko Hlouskova, Jaroslava
Halbleib, Roxana Hecq, Alain Hmida, Salma
Haldrup, Niels Heekeren, Hauke R. Hong, Tao
Hallam, Mark Hendry, David F. Hsiao, Cheng
Hallin, Marc Hennani, Rachida Hsiao, Cody Yu-Ling
Hamidi Sahneh, Mehdi Hepsag, Aycan Huang, Zhuo
Hamilton, James Herbst, Edward Huber, Florian
Han, Chirok Hernandez, Juan R. Hubrich, Kirstin
Hansen, Lars Peter Hill, Jonathan B. Hurn, Stan
Hansen, Peter Reinhard Hillebrand, Eric Hurvich, Clifford M.
Härdle, Wolfgang Karl Hindrayanto, Irma Hwang, Jungbin
Harvey, Andrew C. Hinich, Melvin J. Hyndman, Rob J
Hautsch, Nikolaus Hjalmarsson, Erik
I
Iglesias, Emma M. Issler, João Victor Ivashchenko, Sergey
Inoue, Atsushi Istrefi, Klodiana
Iqbal, Javed Ito, Mikio
J
Jacobs, Jan Jensen, Mark J. Johansen, Soren
Jacquier, Antoine 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 Korobilis, Dimitris
Kanazawa, Nobuyuki Kilian, Lutz Kourouyiannis, Constantinos
Kanjamapornkul, Kabin Kim, Chang-Jin Kourtellos, Andros
Kao, Chihwa Kim, Hyeongwoo Krehlik, Tomas
Kapetanios, George Kim, Jae Hoon Kristensen, Dennis
Karaman Örsal, Deniz Dilan Kim, Jaeho Kristensen, Johannes Tang
Karanasos, Menelaos Kim, Tae Bong Kristoufek, Ladislav
Karapanagiotidis, Paul Kim, Tae-Hwan Kruiniger, Hugo
Karavias, Yiannis Kim, Yun Jung Kruse, Robinson
Karlsson, Sune King, Maxwell Leslie Kumar, Saten
Kascha, Christian Jonathan Kleibergen, Frank Kunihama, Tsuyoshi
Kejriwal, Mohitosh Kociecki, Andrzej Kunst, Robert M.
Khalaf, Lynda Kock, Anders Bredahl Kurozumi, Eiji
Khalfaoui, Rabeh Kohonen, Anssi Kyriacou, Maria
Kheifets, Igor Koop, Gary
Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
L
Labhard, Vincent Leschinski, Christian Liu, Lily Y.
Lahiri, Kajal Leybourne, Stephen Livan, Giacomo
Lange, Rutger-Jan Li, Changshuai Sr. Lombardi, Marco Jacopo
Lange, Theis Li, Degui Lopez, Claude
Lanne, Markku Li, Kunpeng Lovcha, Yuliya
Lasak, Katarzyna Li, Yong Sr. Lu, Lina
Laurent, Sébastien Li, Yushu Lu, Yang
Laurini, Márcio Liang, Zhongwen Lucas, Andre
Ledesma, Alan Liao, Yin Lucchetti, Riccardo (Jack)
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
Leiva-Leon, Danilo Linton, Oliver Bruce Lupi, Claudio
Lenza, Michele Lippi, Marco Lütkepohl, Helmut
Leon-Gonzalez, Roberto Liu, Jia Lyhagen, Johan
M
Ma, Sai McCloskey, Adam Miller, Stephen M.
MacKinnon, James McCracken, Michael Milunovich, George
Maharaj, Elizabeth Ann McDonough, Ian K. Minford, A. Patrick L.
Maheu, John M. McElroy, Tucker Sprague Mitchell, James
Malik, Muhammad Irfan Meddahi, Nour Montañés, Antonio
Marcellino, Massimiliano Medeiros, Marcelo C. Monti, Francesca
Marcet, Albert Medel, Carlos A. Moon, Hyungsik Roger
Marczak, Martyna Meenagh, David Morana, Claudio
Mark, Nelson C. Meitz, Mika Morley, James
Martin, Gael Margaret Mertens, Elmar Motegi, Kaiji
Matheson, Troy D Mesters, Geert Mukhoti, Sujay
Mayoral, Laura Mignon, Valérie Mumtaz, Haroon
McAleer, Michael Mihoci, Andrija Mutschler, Willi
McCabe, Brendan Mikkelsen, Jakob Guldbæk
McCausland, William Miller, J. Isaac
N
Naderi, Esmaeil Nelson, Charles R. Noda, Akihiko
Nagakura, Daisuke Netsunajev, Aleksei Noriega, Antonio E.
Nakajima, Jouchi Ng, Serena Noureldin, Diaa
Narayan, Paresh Kumar Nielsen, Bent Nyberg, Henri
Nason, James M. Nielsen, Morten Ørregaard Nyholm, Juho Tuomas
Neely, Christopher J. Nieto Castro, Adrian Sr.
O
Ogaki, Masao Ord, Keith Otsu, Taisuke
Ogbonna, Ahamuefula Ephraim Orzel, Sebastian ? Owyang, Michael T.
Okui, Ryo Osborn, Denise Oxley, Les
Olson, Eric Österholm, Pär Ozturk, Sait R.
Omori, Yasuhiro Otero, Jesus
Ooms, Marius Otranto, Edoardo
P
Pagan, Adrian Rodney Peng, Bin Platen, Eckhard
Pakel, Cavit Peng, Huaming Podolskij, Mark
Palm, Franz C. Perez-Laborda, Alejandro Pollock, David Stephen
Panagiotidis, Theodore Perez Quiros, Gabriel Poncela, Pilar
Papailias, Fotis Perron, Benoit Poskitt, Donald Stephen
Papell, David H. Perron, Pierre Potiron, Yoann
Park, Joon Y. Pesaran, M Hashem Pötscher, Benedikt M
Parrini, Alessandro Pesavento, Elena Potter, Simon
Paruolo, Paolo Petrella, Ivan Preve, Daniel Peter Alexander
Pascoal, Rui Petronevich, Anna V. Price, Simon Glover
Patton, Andrew Pettenuzzo, Davide Primiceri, Giorgio E.
Paya, Ivan Phillips, Peter C. B. Proietti, Tommaso
Pedersen, Rasmus Søndergaard Pierdzioch, Christian Prono, Todd Andrew
Peguin-Feissolle, Anne Piger, Jeremy M. Psaradakis, Zacharias
Pei, Pei Pinter, Gabor
Pelagatti, Matteo Maria Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quaedvlieg, Rogier Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rodriguez Zamora, Carolina
Rahbek, Anders Renault, Eric Michel Rombouts, Jeroen Vk
Rao, B. Bhaskara Ristig, Alexander Rossi, Barbara
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rossi, Eduardo
Reed, W. Robert Rodríguez, Gabriel Rubio-Ramirez, Juan F
Rehman, Atiq Rodríguez Caballero, Carlos Vladimir Ruiz, Esther
S
Saikkonen, Pentti Sheppard, Kevin Keith Sokol, Andrej
Sanhaji, Bilel Shi, Shuping Sola, Martin
Sanso, Andreu Shibaev, Sergei S. Solberger, Martin
Santucci de Magistris, Paolo Shimotsu, Katsumi Song, Yong
Sargent, Thomas J. Shin, Minchul Sopov, Boril
Sarno, Lucio Shin, Yongcheol Sørensen, Michael
Scaillet, Olivier Shintani, Mototsugu Sosvilla-Rivero, Simon
Scalas, Enrico ? Shukur, Ghazi Souza, Leonardo Rocha
Scharth, Marcel Sibbertsen, Philipp Souza, Pedro Cl
Schaumburg, Ernst Siliverstovs, Boriss Spagnolo, Fabio
Schlicht, Ekkehart Silva Lopes, Artur C. B. da Startz, Richard
Schorfheide, Frank Silvennoinen, Annastiina Staszewska-Bystrova, Anna
Schreiber, Sven Skoczylas, Tomasz Stengos, Thanasis
Schumacher, Christian Skrobotov, Anton Stock, James H.
Sekhposyan, Tatevik Smalter Hall, Aaron Storti, Giuseppe
Sen, Jaydip Smeekes, Stephan Strachan, Rodney W.
Sensier, Marianne Smith, Jeremy Su, Liangjun
Sensoy, Ahmet Smith, L. Vanessa Sucarrat, Genaro
Sentana, Enrique Smith, Matthew E. Sul, Donggyu
Setiawan, Kusdhianto Smith, Ronald Patrick Sun, Yixiao
Shamsi, Azam Snyder, Ralph David Swanson, Norman Rasmus
Shen, Xiangjin Soccorsi, Stefano Szafranek, Karol Michał
Shephard, Neil Sohn, Alexander
T
Tabor, Morten Nyboe Theodoridis, Konstantinos Tomczyk, Jakub
Tao, Yubo Thomakos, Dimitrios D. Trenkler, Carsten
Tauchen, George Thornton, Daniel L Trypsteen, Steven Jan Godfried
Taufemback, Cleiton Guollo Thornton, Michael Alan Tschernig, Rolf
Taylor, Robert Tian, Jing Tsiaras, Leonidas
Telg, Sean Timmermann, Allan Tuzcuoglu, Kerem
Teräsvirta, Timo Tkacz, Greg Tzavalis, Elias
U
Urbain, Jean-Pierre ur Rehman, Atiq
Urga, Giovanni Uzeda, Luis
V
Vacha, Lukas Vavra, Marian Villani, Mattias
Vahey, Shaun P. Veiga, Helena Violante, Francesco
Vahid, Farshid Velasco, Carlos Voev, Valeri
Valls Pereira, Pedro L. Veliyev, Bezirgen Vogelsang, Timothy
Vander Elst, Harry Venditti, Fabrizio Voudouris, Vlasios
van Dijk, Dick Ventosa-Santaulària, Daniel
van Dijk, Herman K. Vigfusson, Robert John
W
Waggoner, Daniel F. Wenger, Kai Wintenberger, Olivier
Wagner, Martin Weron, Rafal Wirjanto, Tony S.
Wang, Gang-Jin West, Kenneth D. Wolf, Michael
Wang, Peng Westerlund, Joakim Wong, Benjamin
Wang, Qiying White, Halbert Wong, Wing-Keung
Wang, Xiaohu Whitehouse, Emily J. Wozniak, Tomasz
Warne, Anders Wickens, Michael R. Wright, Jonathan H.
Watson, Mark W. Wied, Dominik Wunderli, Dan Christian
Weber, Enzo Willert, Juliane Wursten, Jesse
Wei, Wei Windmeijer, Frank
Weigand, Roland Winker, Peter
X
Xiao, Zhijie Xiu, Dacheng Xu, Dinghai
Y
Yabu, Tomoyoshi Yang, Fuyu Yildirim, Dilem
Yamagata, Takashi Yang, Jingjing Yu, Jun
Yamamoto, Yohei Yang, Yukai
Yanagi, Takahide Yao, Wenying
Z
Zakoian, Jean-Michel Zhao, Yang Zhu, Ke
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao
Zhang, Xibin Zhou, Qiankun
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