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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 Antolin-Diaz, Juan
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
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 Breitung, Jörg
Banulescu-Radu, Denisa ? Billé, Anna Gloria Brownlees, Christian T.
Barigozzi, Matteo Billio, Monica Bruder, Stefan
Barndorff-Nielsen, Ole E. Binning, Andrew Brüggemann, Ralf
Barsoum, Fady Blasques, Francisco A. A. Buchen, Teresa
Baruník, Jozef Bognanni, Mark Bun, Maurice
Basher, Syed Abul Boivin, Jean Burda, Martin
Basturk, Nalan Bollerslev, Tim Bürgi, Constantin Rudolf Salomo
Bauer, Dietmar Bos, Charles S. Busetti, Fabio
Baum, Christopher F Boswijk, H. Peter
Bauwens, Luc Boubaker, Heni
C
Caiado, Jorge Cerqueti, Roy Chortareas, Georgios
Caivano, Michele Cerrato, Mario Choudhury, Homagni
Calhoun, Gray Ceylan, Ozcan Chowdhury, Rosen Azad
Callot, Laurent A. F. Chambers, Marcus J. Christensen, Bent Jesper
Calzolari, Giorgio Chan, Felix Christensen, Kim
Camacho, Maximo Chan, Joshua C.C. Christiano, Lawrence J.
Camba-Mendez, Gonzalo Chang, Bo Young Christoffersen, Peter F.
Candelon, Bertrand Chang, Chia-Lin Chudik, Alexander
Canova, Fabio Chang, Yoosoon Chuffart, Thomas
Capasso, Marco Chausse, Pierre Ciccarelli, Matteo
Caporale, Guglielmo Maria Chen, Jia Cipollini, Fabrizio
Caporin, Massimiliano Chen, Liang Clark, Todd
Carlomagno, Guillermo Chen, Pu Clements, Adam
Carnero, M. Angeles Chen, Wei Clements, Michael Peter
Carnow, Warren Chevillon, Guillaume Coleman-Fenn, Christopher Andrew ?
Carrasco, Marine Chiarella, Carl Conrad, Christian
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
D
D'Agostino, Antonello Deschamps, Philippe J. Duarte, Pablo
Dahl, Christian Møller De Vos, Ignace Dubois, David
Da Silva, Sergio Dhaene, Geert Dueker, Michael J.
De Angelis, Luca Diaf, Sami Dufays, Arnaud
de Carvalho, Miguel Diebold, Francis X. Dufour, Jean-Marie
Dechert, Andreas ? Di Iorio, Francesca Dufrénot, Gilles
De Gaetano, Davide Dolado, Juan J. Dumitrescu, Elena Ivona
del Barrio Castro, Tomás Dominicy, Yves Dumitru, Ana-Maria H.
Della Marra, Fabio Donayre, Luiggi Dungey, Mardi
Delle Monache, Davide Doornik, Jurgen A. Durmaz, Nazif
Demetrescu, Matei Dovonon, Prosper Dziubinski, Matt P.
Deo, Rohit S. Doz, Catherine
de Peretti, Christian Du, Zaichao
E
Eichenbaum, Martin El Montasser, Ghassen Escribano, Alvaro
Eickmeier, Sandra Engle, Robert F. III Espasa, Antoni
Eisenstat, Eric Engsted, Tom Evans, Martin
Eklund, Bruno Eo, Yunjong Everaert, Gerdie
Eklund, Jana Eratalay, Mustafa Hakan Exterkate, Peter
Ekner, Line Elvstrøm Ericsson, Neil R.
Elliott, Graham Escanciano, Juan Carlos
F
Fachin, Stefano Fernandez-Villaverde, Jesus Forni, Mario
Faldzinski, Marcin Ferrara, Laurent ? Foroni, Claudia
Favero, Carlo Fève, Patrick Fosten, Jack
Fawcett, Nicholas Filippeli, Thomai Franchi, Massimo
Feng, Yuanhua Fiorentini, Gabriele Francq, Christian
Fengler, Matthias R. Flury, Thomas Franses, Philip Hans
Fernandes, Marcelo Forbes, Catherine Scipione Fry-McKibbin, Renee A.
G
Galagedera, Don U. A. Giacomini, Raffaella Grant, Angelia L.
Galbraith, John W. Giannone, Domenico Granziera, Eleonora
Galeano, Pedro Gibbs, Christopher G. Grassi, Stefano
Galesi, Alessandro Gil-Alana, Luis Alberiko Groen, Jan J. J.
Gallant, A. Ronald Giles, David E. A. Guardabascio, Barbara
Gallo, Giampiero M. Giraitis, Liudas Guegan, Dominique Madeleine
Galvão, Ana Beatriz Goncalves, Silvia Guérin, Pierre
Gambetti, Luca Gonzalez, Andres Guerrero, David E.
Gandali Alikhani, Nadiya ? Gonzalez, Steven Guerron, Pablo A.
Gao, Jassduke Gonzalez Belmonte, Miguel Angel ? Guidolin, Massimo
Gao, Jiti Gonzalo, Jesus Guillén, Osmani Teixeira de Carvalho
Garcia, René Gospodinov, Nikolay Guo, Hui
Garratt, Anthony Götz, Thomas Gupta, Abhimanyu
Geraci, Marco Valerio Gourieroux, Christian S. Gupta, Abhishek
Ghysels, Eric Granger, Clive W. J. Gupta, Rangan
H
Hacioglu Hoke, Sinem Hayakawa, Kazuhiko Hong, Tao
Hafner, Christian Matthias He, Zhongfang Hosseinkouchack, Mehdi
Halbleib, Roxana Hecq, Alain Hsiao, Cheng
Haldrup, Niels Heekeren, Hauke R. Hsiao, Cody Yu-Ling
Hallam, Mark Hendry, David F. Hu, Jian
Hallin, Marc Hennani, Rachida Huang, Zhuo
Hamidisahneh, Mehdi Herbst, Edward Huber, Florian
Hamilton, James Hernandez, Juan R. Hubrich, Kirstin
Han, Chirok Hill, Jonathan B. Hurn, Stan
Hansen, Lars Peter Hillebrand, Eric Hurvich, Clifford M.
Hansen, Peter Reinhard Hindrayanto, Irma Hwang, Jungbin
Härdle, Wolfgang Karl Hinich, Melvin J. Hyndman, Rob J
Harvey, Andrew C. Hjalmarsson, Erik
Hautsch, Nikolaus Hlouskova, Jaroslava
I
Iglesias, Emma M. Issler, João Victor Ito, Mikio
Inoue, Atsushi Istrefi, Klodiana Ivashchenko, Sergey
J
Jacobs, Jan Jin, Sainan Jönsson, Kristian
Jánský, Ivo Jin, Xin Juodis, Arturas
Jansson, Michael Jochmann, Markus Juselius, Katarina
Jarocinski, Marek Jochmans, Koen
Jensen, Mark J. Johansen, Soren
K
Kanaya, Shin 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 Kleppe, Tore Selland 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 Kyriakopoulou, Dimitra
Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
Khrapov, Stanislav Korobilis, Dimitris
L
Labhard, Vincent Leybourne, Stephen Liu, Shen
Lahiri, Kajal Li, Changshuai Sr. Liu, Xiaochun
Lange, Theis Li, Degui Livan, Giacomo
Lanne, Markku Li, Kunpeng Lombardi, Marco Jacopo
Lasak, Katarzyna Li, Yong Sr. ? Lopez, Claude
Laurent, Sébastien Li, Yushu ? Lovcha, Yuliya
Laurini, Márcio Liang, Zhongwen Lu, Lina
Ledesma, Alan Liao, Yin Lucas, Andre
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
Lenart, Lukasz 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 McCloskey, Adam Milunovich, George
MacKinnon, James McCracken, Michael Minford, A. Patrick L.
Maharaj, Elizabeth Ann McDonough, Ian K. Mitchell, James
Maheu, John M. McElroy, Tucker Sprague Montañés, Antonio
Malik, Muhammad Irfan Meddahi, Nour Monteiro, Ana Margarida
Marcellino, Massimiliano Medeiros, Marcelo C. Monteiro, Andre Antonio
Marcet, Albert Medel, Carlos A. Monti, Francesca
Marczak, Martyna Meitz, Mika Moon, Hyungsik Roger
Mark, Nelson C. Mertens, Elmar Morana, Claudio
Martin, Gael Margaret Mesters, Geert Morley, James
Matheson, Troy D Mignon, Valérie Mukhoti, Sujay
Mayoral, Laura Mihoci, Andrija Mumtaz, Haroon
McAleer, Michael Mikkelsen, Jakob Guldbæk Mutschler, Willi
McCabe, Brendan Miller, J. Isaac Mysickova, Alena van Bömmel
McCausland, William Miller, Stephen M.
N
Naderi, Esmaeil Nelson, Charles R. Ning, Cathy
Nagakura, Daisuke Netsunajev, Aleksei Noda, Akihiko
Nakajima, Jouchi Ng, Serena Noriega, Antonio E.
Narayan, Paresh Kumar Niang, Abdou-Aziz Noureldin, Diaa
Nason, James M. Nielsen, Bent Nyberg, Henri
Neely, Christopher J. Nielsen, Morten Ørregaard Nyholm, Juho Tuomas
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 Peirano, Pier Paolo ? Pitarakis, Jean-Yves
Pakel, Cavit Pelagatti, Matteo Maria Platen, Eckhard
Palm, Franz C. Peng, Bin Podolskij, Mark
Panagiotidis, Theodore Perez-Laborda, Alejandro Pollock, David Stephen
Papailias, Fotis ? Perez Quiros, Gabriel Poncela, Pilar
Papell, David H. Perron, Benoit Poskitt, Donald Stephen
Park, Joon Y. Perron, Pierre Potiron, Yoann
Parrini, Alessandro Pesaran, M Hashem Pötscher, Benedikt M
Paruolo, Paolo Pesavento, Elena Potter, Simon
Pascoal, Rui Petronevich, Anna V. Preve, Daniel Peter Alexander
Patton, Andrew Petropoulos, Fotios Price, Simon Glover
Pavlidis, Efthymios G. 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. Protopapas, Mattheos K.
Pei, Pei Pinter, Gabor Psaradakis, Zacharias
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
Quaedvlieg, Rogier Qureshi, Hammad ?
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rombouts, Jeroen Vk
Rahbek, Anders Renault, Eric Michel Rossi, Barbara
Rao, B. Bhaskara Ricci, Lorenzo Rossi, Eduardo
Ravazzolo, Francesco Ristig, Alexander Rubio-Ramirez, Juan F
Rea, William Stanley Rodrigues, Paulo M. M. Ruiz, Esther
Reed, W. Robert Rodríguez, Gabriel
Rehman, Atiq Rodríguez Caballero, Carlos Vladimir
S
Saikkonen, Pentti Shen, Xiangjin Sokol, Andrej
Sanhaji, Bilel Sheng, Xuguang Sola, Martin
Sanso, Andreu Shephard, Neil Solberger, Martin
Santucci de Magistris, Paolo Sheppard, Kevin Keith Song, Yong
Sargent, Thomas J. Shi, Shuping Sopov, Boril
Sarno, Lucio Shibaev, Sergei S. Sørensen, Michael
Scaillet, Olivier Shimotsu, Katsumi Sosvilla-Rivero, Simon
Scalas, Enrico Shin, Yongcheol Souza, Leonardo Rocha
Scharth, Marcel Shintani, Mototsugu Souza, Pedro Cl
Schaumburg, Ernst Shukur, Ghazi Spagnolo, Fabio
Schlicht, Ekkehart Sibbertsen, Philipp Spazzini, Filippo
Schorfheide, Frank Siliverstovs, Boriss Startz, Richard
Schreiber, Sven Silva Lopes, Artur C. B. da Staszewska-Bystrova, Anna
Schumacher, Christian Silvennoinen, Annastiina Stengos, Thanasis
Sekhposyan, Tatevik Skoczylas, Tomasz Stock, James H.
Sen, Jaydip Skrobotov, Anton Storti, Giuseppe
Sensier, Marianne Smeekes, Stephan Strachan, Rodney W.
Sensoy, Ahmet Smith, Jeremy Su, Liangjun
Sentana, Enrique Smith, L. Vanessa Sucarrat, Genaro
Setiawan, Kusdhianto Smith, Matthew E. Sul, Donggyu
Sghaier, Nadia ? Smith, Ronald Patrick Sun, Yixiao
Shamsi, Azam Snyder, Ralph David Swanson, Norman Rasmus
Shang, Han Lin Sohn, Alexander Szafranek, Karol Michał
T
Tabor, Morten Nyboe 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
Theodoridis, Konstantinos Tomczyk, Jakub
U
Urbain, Jean-Pierre Urga, Giovanni ur Rehman, Atiq
V
Vacha, Lukas van Dijk, Herman K. Vigfusson, Robert John
Vahey, Shaun P. Vavra, Marian Villani, Mattias
Vahid, Farshid Veiga, Helena Violante, Francesco
Valdesogo Robles, Alfonso Velasco, Carlos Voev, Valeri
Valls Pereira, Pedro L. Veliyev, Bezirgen Vogelsang, Timothy
Vander Elst, Harry Ventosa-Santaulària, Daniel Voudouris, Vlasios
van Dijk, Dick Vera-Valdés, J Eduardo
W
Waggoner, Daniel F. Weigand, Roland Wintenberger, Olivier
Wagner, Martin Wenger, Kai Wirjanto, Tony S.
Walle, Yabibal Mulualem Weron, Rafal Witkowski, Bartosz
Wang, Cindy Shin-huei West, Kenneth D. Wolf, Michael
Wang, Gang-Jin Westerlund, Joakim Wong, Benjamin
Wang, Peng White, Halbert Wong, Wing-Keung
Wang, Xiaohu Whitehouse, Emily J. Wozniak, Tomasz
Warne, Anders Wied, Dominik Wright, Jonathan H.
Watson, Mark W. Willert, Juliane ? Wunderli, Dan Christian
Weber, Enzo Windmeijer, Frank Wursten, Jesse
Wei, Wei Winker, Peter
X
Xiao, Zhijie Xu, Dinghai
Xiu, Dacheng Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Fuyu Yildirim, Dilem
Yamagata, Takashi Yang, Yukai Yu, Jun
Yamamoto, Yohei Yao, Wenying
Z
Zakoian, Jean-Michel Zhao, Yang Zhu, Ke
Zanetti Chini, Emilio Zhenzhen, Zhu Zincenko, Federico
Zha, Tao Zhou, Hao Zoerner, Thomas O.
Zhang, Xibin Zhou, Qiankun
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.