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