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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 Andersen, Torben G. Arellano, Manuel
Addo, Peter Martey Anderson, Heather M. Armillotta, Mirko
Aguiar-Conraria, Luis Andersson, Jonas Armstrong, J. Scott †
Ait-Sahalia, Yacine Andreasen, Martin Aruoba, S. Boragan
Alessi, Lucia Andree, Bo Pieter Johannes Asafo, Shuffield Seyram
Allen, David Edmund Andrews, Donald W. K. Asai, Manabu
Al-Sadoon, Majid M. Angelini, Francesco Athanasopoulos, George
Amado, Cristina Angelini, Giovanni Atoi, Ngozi Victor
Amisano, Gianni Ankargren, Sebastian Audrino, Francesco
Anatolyev, Stanislav Ardia, David
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 Blasques, Francisco A. A. Bruns, Martin
Barndorff-Nielsen, Ole E. † Blazsek, Szabolcs Bucci, Andrea
Barunik, Jozef Blunier, Jason ? Buczynski, Mateusz
Baum, Christopher F Boeckelmann, Lukas Bun, Maurice
Baumeister, Christiane Boivin, Jean Buncic, Daniel
Bauwens, Luc Bollerslev, Tim Busetti, Fabio
Bec, Frederique Bond, Derek †
C
Cabana Garceran del Vall, Elisa Cerrato, Mario Christensen, Bent Jesper
Caggiano, Giovanni Challet, Damien Christensen, Kim
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, Yoosoon Chudik, Alexander
Canepa, Alessandra Chauvet, Marcelle Cipollini, Fabrizio
Canova, Fabio Chen, Chaoyi Clark, Todd
Capasso, Marco Chen, Jia Clements, Adam
Capolongo, Angela Chen, Pengyu Clements, Michael Peter
Caporale, Guglielmo Maria Chen, Pu Conrad, Christian
Caporin, Massimiliano Chen, Xiaohong Cornwall, Gary Joseph
Carnero, M. Angeles Chernis, Tony Corradi, Valentina
Carr, Peter P. † Chernozhukov, Victor Corsello, Francesco
Carrasco, Marine Chevillon, Guillaume Corsi, Fulvio
Carriero, Andrea Chiarella, Carl † Costantini, Mauro
Carrion-i-Silvestre, Josep Chigira, Hiroaki ? Cotter, John
Casarin, Roberto Chikhi, Mohammed Crato, Nuno
Casini, Alessandro Chiu, Ching-Wai (Jeremy) Cross, Jamie Lee
Cassim, Lucius Chlebus, Marcin Croushore, Dean
Castellanos, Juan Cho, Jin Seo Crump, Richard K.
Castelnuovo, Efrem Choi, Chi-Young Cubadda, Gianluca
Castle, Jennifer L. Choi, In Cubillos-Rocha, Juan Sebastian
Cavaliere, Giuseppe Chong, Terence Tai Leung Cuestas, Juan Carlos
Cerqueti, Roy Chortareas, Georgios
D
D'Agostino, Antonello De Nard, Gianluca Fabio Djebari, FAYCAL
Dahl, Christian Møller Deng, Taosong Doko Tchatoka, Firmin
Da Silva, Sergio Deo, Rohit S. Dolado, Juan J.
Daviet, Remi de Peretti, Christian Doornik, Jurgen A.
del Barrio Castro, Tomas Desboulets, Loann ? Doz, Catherine
Della Marra, Fabio ? Deschamps, Philippe J. Dueker, Michael J. †
Delle Monache, Davide Dhaene, Geert Dufays, Arnaud
Del Negro, Marco Diebold, Francis X. Dufour, Jean-Marie
Demetrescu, Matei Di Iorio, Francesca Dufrenot, Gilles
Demircan, Hamza Diongue, Abdou Ka Dungey, Mardi †
Demos, Antonis Ditzen, Jan
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 Franchi, Massimo
Fanelli, Luca Fernandez-Villaverde, Jesus Franconi, Alessandro
Fang, Puyi Ferrara, Laurent Francq, Christian
Fang, Zheng Ferreira Batista Martins, Igor Franses, Philip Hans
Faria, Goncalo Ferroni, Filippo Friedrich, Marina
Faust, Jon Feve, Patrick Fry-McKibbin, Renee A.
Favero, Carlo Fiorentini, Gabriele Fuleky, Peter
Feldkircher, Martin Forbes, Catherine Scipione
Feng, Yuanhua 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
Gao, Zhan 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
Kanaya, Shin Khismatullina, Marina Kohns, David Eric
Kao, Chihwa Kholodilin, Konstantin Arkadievich Koop, Gary
Kapetanios, George Kiew Ling, Pui Koopman, Siem Jan
Karaman Orsal, Deniz Dilan ? Kilian, Lutz Korobilis, Dimitris
Karanasos, Menelaos Kim, Chang-Jin Kourtellos, Andros
Karavias, Yiannis Kim, Hyeongwoo Krehlik, Tomas
Karlsson, Sune Kim, Jae Hoon Kristensen, Dennis
Kascha, Christian Jonathan Kim, Tae-Hwan Kristoufek, Ladislav
Kastner, Gregor King, Maxwell Leslie 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 Lopez, Claude
Lahiri, Kajal Li, Chenxing Lovcha, Yuliya
Lanne, Markku Li, Dake Lu, Ye
Lasak, Katarzyna Li, Degui Lucas, Andre
Laurent, Sebastien Li, Mengheng Lucchetti, Riccardo (Jack)
Laurini, Marcio Li, Yushu Luciani, Matteo
Ledoit, Olivier Liew, Venus Khim-Sen Luetkepohl, Helmut
Lee, Ji Hyung Lilla, Francesca Luger, Richard
Lee, Kevin Charles Lima, Luiz Renato Lunde, Asger
Lee, Tae Hwy Lin, Yicong Lunsford, Kurt Graden
Leiva-Leon, Danilo Linde, Jesper Lupi, Claudio
Lenza, Michele Ling, Shiqing Lusompa, Amaze
Leon-Gonzalez, Roberto Linton, Oliver Bruce Ly, Racine
Leschinski, Christian Lippi, Marco Lyhagen, Johan
Lettau, Martin Loaiza Maya, Ruben Albeiro
Lewis, Daniel John Lombardi, Marco Jacopo
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.
Maneejuk, Paravee McCloskey, Adam Miranda-Agrippino, Silvia
Marcellino, Massimiliano McCracken, Michael Mitchell, James
Marcet, Albert McCrary, Sean Mittnik, Stefan
Marczak, Martyna McElroy, Tucker Sprague Montanes, Antonio
Margaritella, Luca McIntyre, Stuart 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 Miao, Ke Myohl, Christian
Maung, Kenwin Michankow, Jakub
Mavroeidis, Sophocles Mignon, Valerie
N
Naderi, Esmaeil ? Neely, Christopher J. Nibbering, Didier
Nagakura, Daisuke Nelson, Charles R. Nielsen, Bent
Nakajima, Jouchi Netsunajev, Aleksei Nielsen, Morten
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
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 Rombouts, Jeroen Vk
Rahbek, Anders Rhodenhiser, Hannah Marie Rossi, Barbara
Rao, B. Bhaskara † Ricco, Giovanni Rossi, Eduardo
Rault, Christophe Roa Rozo, Julian Rossini, Luca
Ravazzolo, Francesco Rodrigues, Artur Brasil Fialho Rothfelder, Mario Philipp
Read, Matthew Rodrigues, Paulo M. M. Royer, Julien
Reed, W. Robert Rodriguez, Gabriel Rua, Antonio
Rehman, Atiq Rodriguez Caballero, Carlos Vladimir Rubio-Ramirez, Juan F
Reichlin, Lucrezia Rodriguez-Rondon, Gabriel Ruiz, Esther
S
Sabuga, Ivy Seo, Won-Ki Smith, L. Vanessa
Saikkonen, Pentti Juhani Seong, Dakyung Smith, Ronald Patrick
Salisu, Afees Adebare Shahbaz, Muhammad Snyder, Ralph David
Sancibrian, Victor Shang, Han Lin Sofianos, Emmanouil
Sandoval Paucar, Giovanny Sharifvaghefi, Mahrad Sola, Martin
Sanso, Andreu Shephard, Neil Song, Yong
Santucci de Magistris, Paolo Sheppard, Kevin Keith Sorensen, Michael
Sarafidis, Vasilis Shi, Shuping Sosvilla-Rivero, Simon
Sargent, Thomas J. Shi, Zhentao Souza, Leonardo Rocha
Sarno, Lucio Shimotsu, Katsumi Spagnolo, Fabio
Sbrana, Giacomo Shin, Minchul Spagnolo, Nicola
Scaillet, Olivier Shin, Yongcheol Stalla-Bourdillon, Arthur
Scalas, Enrico Shintani, Mototsugu Staszewska-Bystrova, Anna
Scharth, Marcel Shiroff, Taylor Stegehuis, Noah Joanne
Schaumburg, Ernst Shukur, Ghazi † Stengos, Thanasis
Schlicht, Ekkehart Sibbertsen, Philipp Stevanovic, Dalibor
Schorfheide, Frank Siliverstovs, Boriss Stock, James H.
Schreiber, Sven Silva Lopes, Artur C. B. da Storti, Giuseppe
Schuette, Erik Christian Montes Silvennoinen, Annastiina Strachan, Rodney W.
Schumacher, Christian Sinclair, Tara M. Su, Liangjun
Seleznev, Sergei Skrobotov, Anton Sucarrat, Genaro
Sensier, Marianne Slepaczuk, Robert Sul, Donggyu
Sentana, Enrique Smeekes, Stephan Sun, Yixiao
Seo, Myung Hwan Smith, Jeremy 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, 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 Yu, Jun
Yamagata, Takashi Yao, Wenying Yu, Xuewen
Yamamoto, Yohei Yaya, Olaoluwa Simon
Yan, Yayi Yazgan, Ege
Z
Zaccaria, Niccolo Zha, Tao Zhou, Wei-Xing
Zaffaroni, Paolo Zhang, Binyi Zhu, Ke
Zakoian, Jean-Michel Zhang, Ren Zito, John
Zanelli, Edoardo Zhang, Xibin
Zanetti Chini, Emilio Zhou, Hao
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