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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 Coleman-Fenn, Christopher Andrew ?
Carnero, M. Angeles Chen, Wei Conrad, Christian
Carnow, Warren Chevillon, Guillaume Cook, Thomas R.
Carrasco, Marine Chiarella, Carl Corona, Francisco
Carriero, Andrea Chigira, Hiroaki Corradi, Valentina
Carrion-i-Silvestre, Josep Lluís Chiu, Ching-Wai (Jeremy) Corsi, Fulvio
Casarin, Roberto 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 Fry-McKibbin, Renee A.
Fernandes, Marcelo Forni, Mario
Fernandez-Villaverde, Jesus Foroni, Claudia
G
Gabauer, David Giannone, Domenico Grassi, Stefano
Galagedera, Don U. A. Gibbs, Christopher G. Groen, Jan J. J.
Galbraith, John W. Gil-Alana, Luis Alberiko Guardabascio, Barbara
Galeano, Pedro Giles, David E. A. Guegan, Dominique Madeleine
Galesi, Alessandro Giraitis, Liudas Guérin, Pierre
Gallant, A. Ronald Goncalves, Silvia Guerrero, David E.
Gallo, Giampiero M. Gonzalez, Andres Guerron, Pablo A.
Galvão, Ana Beatriz Gonzalez, Steven Guggenberger, Patrik
Gambetti, Luca Gonzalez Belmonte, Miguel Angel Guidolin, Massimo
Gandali Alikhani, Nadiya Gonzalez-Rivera, Gloria Guillén, Osmani Teixeira de Carvalho
Gao, Jassduke Gonzalo, Jesus Guo, Hui
Gao, Jiti Gospodinov, Nikolay Gupta, Abhimanyu
Garratt, Anthony Götz, Thomas Gupta, Abhishek
Geraci, Marco Valerio Gourieroux, Christian S. Gupta, Rangan
Ghysels, Eric Granger, Clive W. J.
Giacomini, Raffaella Grant, Angelia L.
H
Hafner, Christian Matthias Hayakawa, Kazuhiko Hlouskova, Jaroslava
Halbleib, Roxana Hecq, Alain Hong, Tao
Haldrup, Niels Heekeren, Hauke R. Hsiao, Cheng
Hallam, Mark Hendry, David F. Hsiao, Cody Yu-Ling
Hallin, Marc Hennani, Rachida Huang, Zhuo
Hamidi Sahneh, Mehdi Hepsag, Aycan Huber, Florian
Hamilton, James Herbst, Edward Hubrich, Kirstin
Han, Chirok Hernandez, Juan R. Hurn, Stan
Hansen, Lars Peter Hill, Jonathan B. Hurvich, Clifford M.
Hansen, Peter Reinhard Hillebrand, Eric Hwang, Jungbin
Härdle, Wolfgang Karl Hindrayanto, Irma Hyndman, Rob J
Harvey, Andrew C. Hinich, Melvin J.
Hautsch, Nikolaus Hjalmarsson, Erik
I
Iglesias, Emma M. Issler, João Victor Ito, Mikio
Inoue, Atsushi Istrefi, Klodiana Ivashchenko, Sergey
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
Kanjamapornkul, Kabin Kilian, Lutz Kourouyiannis, Constantinos
Kao, Chihwa Kim, Chang-Jin Kourtellos, Andros
Kapetanios, George Kim, Hyeongwoo Krehlik, Tomas
Karaman Örsal, Deniz Dilan Kim, Jae Hoon Kristensen, Dennis
Karanasos, Menelaos Kim, Jaeho Kristensen, Johannes Tang
Karapanagiotidis, Paul Kim, Tae Bong Kristoufek, Ladislav
Karavias, Yiannis Kim, Tae-Hwan Kruiniger, Hugo
Karlsson, Sune Kim, Yun Jung Kruse, Robinson
Kascha, Christian Jonathan King, Maxwell Leslie Kumar, Saten
Kejriwal, Mohitosh Kociecki, Andrzej Kunihama, Tsuyoshi
Khalaf, Lynda Kock, Anders Bredahl Kunst, Robert M.
Khalfaoui, Rabeh Kohonen, Anssi Kurozumi, Eiji
Kheifets, Igor Koop, Gary Kyriacou, Maria
Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
L
Labhard, Vincent Leybourne, Stephen Livan, Giacomo
Lahiri, Kajal Li, Changshuai Sr. Lombardi, Marco Jacopo
Lange, Rutger-Jan Li, Degui Lopez, Claude
Lange, Theis Li, Kunpeng Lovcha, Yuliya
Lanne, Markku Li, Yong Sr. Lu, Lina
Lasak, Katarzyna Li, Yushu Lu, Yang
Laurent, Sébastien Liang, Zhongwen Lucas, Andre
Laurini, Márcio Liao, Yin Lucchetti, Riccardo (Jack)
Ledesma, Alan Liao, Zhipeng Luciani, Matteo
Lee, Ji Hyung Liew, Venus Khim-Sen Luger, Richard
Lee, Kevin Charles Lima, Luiz Renato Lunde, Asger
Lee, Nayoung Ling, Shiqing Lunsford, Kurt Graden
Lee, Tae Hwy Linton, Oliver Bruce Lupi, Claudio
Lenza, Michele Lippi, Marco Lütkepohl, Helmut
Leon-Gonzalez, Roberto Liu, Jia Lyhagen, Johan
Leschinski, Christian Liu, Lily Y.
M
Ma, Sai McCausland, William Miller, J. Isaac
MacKinnon, James McCloskey, Adam Miller, Stephen M.
Maharaj, Elizabeth Ann McCracken, Michael Milunovich, George
Maheu, John M. McDonough, Ian K. Minford, A. Patrick L.
Malik, Muhammad Irfan McElroy, Tucker Sprague Mitchell, James
Marcellino, Massimiliano Meddahi, Nour Montañés, Antonio
Marcet, Albert Medeiros, Marcelo C. Monti, Francesca
Marczak, Martyna Medel, Carlos A. Moon, Hyungsik Roger
Mark, Nelson C. Meitz, Mika Morana, Claudio
Martin, Gael Margaret Mertens, Elmar Morley, James
Matheson, Troy D Mesters, Geert Motegi, Kaiji
Mayoral, Laura Mignon, Valérie Mukhoti, Sujay
McAleer, Michael Mihoci, Andrija Mumtaz, Haroon
McCabe, Brendan Mikkelsen, Jakob Guldbæk Mutschler, Willi
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 Orzel, Sebastian ? Owyang, Michael T.
Olson, Eric Osborn, Denise Oxley, Les
Omori, Yasuhiro Österholm, Pär Ozturk, Sait R.
Ooms, Marius Otero, Jesus
Ord, Keith 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. Renault, Eric Michel Rombouts, Jeroen Vk
Rahbek, Anders Ricci, Lorenzo Rossi, Barbara
Rao, B. Bhaskara Ristig, Alexander Rossi, Eduardo
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Reed, W. Robert Rodríguez, Gabriel Ruiz, Esther
Rehman, Atiq Rodríguez Caballero, Carlos Vladimir
Reichlin, Lucrezia Rodriguez Zamora, Carolina
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 van Dijk, Herman K. Vigfusson, Robert John
Vahey, Shaun P. Vavra, Marian Villani, Mattias
Vahid, Farshid Veiga, Helena Violante, Francesco
Valls Pereira, Pedro L. Velasco, Carlos Voev, Valeri
Vander Elst, Harry Veliyev, Bezirgen Vogelsang, Timothy
van Dijk, Dick Ventosa-Santaulària, Daniel Voudouris, Vlasios
W
Waggoner, Daniel F. Weigand, Roland Winker, Peter
Wagner, Martin Wenger, Kai Wintenberger, Olivier
Wang, Gang-Jin Weron, Rafal Wirjanto, Tony S.
Wang, Peng West, Kenneth D. Wolf, Michael
Wang, Qiying Westerlund, Joakim Wong, Benjamin
Wang, Xiaohu White, Halbert Wong, Wing-Keung
Warne, Anders Whitehouse, Emily J. Wozniak, Tomasz
Watson, Mark W. Wied, Dominik Wright, Jonathan H.
Weber, Enzo Willert, Juliane Wunderli, Dan Christian
Wei, Wei Windmeijer, Frank Wursten, Jesse
X
Xiao, Zhijie Xu, Dinghai
Xiu, Dacheng Xu, Yongdeng
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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