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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. Ardia, David
Addo, Peter Martey Anderson, Heather M. Arellano, Manuel
Aguiar-Conraria, Luis Andersson, Jonas Armillotta, Mirko
Ait-Sahalia, Yacine Andreasen, Martin Asafo, Shuffield Seyram
Alessi, Lucia Andree, Bo Pieter Johannes Asai, Manabu
Allen, David Edmund Andrews, Donald W. K. Atoi, Ngozi Victor
Al-Sadoon, Majid M. Angelini, Francesco Audrino, Francesco
Amado, Cristina Angelini, Giovanni
Anatolyev, Stanislav Ankargren, Sebastian
B
Babii, Andrii Beck, Elliot Bos, Charles S.
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
Baltagi, Badi H. Bille, Anna Gloria Breitung, Joerg
Banbura, Marta Billio, Monica Brenna, Federica
Banerjee, Anindya Binning, Andrew Brownlees, Christian T.
Barigozzi, Matteo Blasques, Francisco A. A. Brueggemann, Ralf
Barndorff-Nielsen, Ole E. † Blazsek, Szabolcs Bruns, Martin
Barunik, Jozef Boeckelmann, Lukas Bucci, Andrea
Baum, Christopher F Boivin, Jean Buczynski, Mateusz
Baumeister, Christiane Bollerslev, Tim Bun, Maurice
Bauwens, Luc Bond, Derek † Buncic, Daniel
Bec, Frederique Borup, Daniel ? Busetti, Fabio
C
Cabana Garceran del Vall, Elisa Cerrato, Mario Christensen, Bent Jesper
Caggiano, Giovanni Challet, Damien Christensen, Kim
Calzolari, Giorgio Chambers, Marcus J. Christiano, Lawrence J.
Camacho, Maximo Chan, Joshua C.C. Christoffersen, Peter F. †
Camarero, Mariam Chang, Chia-Lin Chronopoulos, Ilias
Canarella, Giorgio Chang, Yoosoon Chrysikou, Katerina
Candelon, Bertrand Chauvet, Marcelle Chudik, Alexander
Canepa, Alessandra Chen, Chaoyi Cipollini, Fabrizio
Canova, Fabio Chen, Jia Clark, Todd
Capasso, Marco Chen, Pengyu Clements, Michael Peter
Capolongo, Angela Chen, Pu Conrad, Christian
Caporale, Guglielmo Maria Chen, Xiaohong Cornwall, Gary Joseph
Caporin, Massimiliano Chernis, Tony Corradi, Valentina
Carnero, M. Angeles Chernozhukov, Victor Corsello, Francesco
Carr, Peter P. † Chevillon, Guillaume Corsi, Fulvio
Carrasco, Marine Chiarella, Carl † Costantini, Mauro
Carriero, Andrea Chigira, Hiroaki ? Cotter, John
Carrion-i-Silvestre, Josep Chikhi, Mohammed Crato, Nuno
Casarin, Roberto Chiu, Ching-Wai (Jeremy) Cross, Jamie Lee
Casini, Alessandro Chlebus, Marcin Croushore, Dean
Cassim, Lucius 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 Demos, Antonis Di Iorio, Francesca
Dahl, Christian Møller De Nard, Gianluca Fabio Diongue, Abdou Ka
Da Silva, Sergio Deng, Taosong Ditzen, Jan
del Barrio Castro, Tomas Deo, Rohit S. Djebari, FAYCAL
Della Marra, Fabio ? de Peretti, Christian Doko Tchatoka, Firmin
Delle Monache, Davide Desboulets, Loann ? Dolado, Juan J.
Del Negro, Marco Deschamps, Philippe J. Doornik, Jurgen A.
Demetrescu, Matei Dhaene, Geert Dungey, Mardi †
Demircan, Hamza Diebold, Francis X.
E
Eichenbaum, Martin Enrique Martinez-Garcia, Enrique Escanciano, Juan Carlos
Engle, Robert F. III Eo, Yunjong Escribano, Alvaro
F
Fan, Jianqing Fengler, Matthias R. Fiorentini, Gabriele
Fanelli, Luca Fernandes, Marcelo Forni, Mario
Faria, Goncalo Fernandez-Villaverde, Jesus Franconi, Alessandro
Favero, Carlo Ferrara, Laurent Franses, Philip Hans
Feldkircher, Martin Ferreira Batista Martins, Igor Fry-McKibbin, Renee A.
Feng, Yuanhua Ferroni, Filippo
G
Galagedera, Don U. A. Gil-Alana, Luis Alberiko Guardabascio, Barbara
Galbraith, John W. Giles, David E. A. Guay, Alain
Gallo, Giampiero M. Goetz, Thomas B Guerin, Pierre
Gambetti, Luca Goncalves, Silvia Guerron, Pablo A.
Gandali Alikhani, Nadiya Gonzalez, Andres Guggenberger, Patrik
Ganics, Gergely Gonzalez-Rivera, Gloria Guidolin, Massimo
Gao, Jiti Gonzalo, Jesus Guillen, Osmani Teixeira de Carvalho
Gao, Zhan Granger, Clive W. J. † Guo, Hui
Giannerini, Simone Grassi, Stefano Gupta, Rangan
Giannone, Domenico Grivas, Charisios 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 Kholodilin, Konstantin Arkadievich Kohns, David Eric
Kao, Chihwa Kiew Ling, Pui Koop, Gary
Kapetanios, George Kilian, Lutz Koopman, Siem Jan
Karanasos, Menelaos Kim, Chang-Jin Korobilis, Dimitris
Karavias, Yiannis Kim, Hyeongwoo Kourtellos, Andros
Karlsson, Sune Kim, Jae Hoon Krehlik, Tomas
Kascha, Christian Jonathan Kim, Tae-Hwan Kristensen, Dennis
Kastner, Gregor King, Maxwell Leslie Kristoufek, Ladislav
Katsouris, Christis Kiviet, Jan F. Kronenberg, Philipp
Kaufmann, Sylvia Kleibergen, Frank Kruiniger, Hugo
Keilbar, Georg Kobayashi, Masahito Kruse, Robinson
Kejriwal, Mohitosh Kocenda, Evzen Kunihama, Tsuyoshi
Khalaf, Lynda Kociecki, Andrzej Kunst, Robert M.
Khismatullina, Marina 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, Benoit Platen, Eckhard
Pagan, Adrian Rodney Perron, Pierre Podolskij, Mark
Pal, Hemendra Pesaran, Mohammad Hashem Poetscher, Benedikt M.
Panagiotidis, Theodore Pesavento, Elena Polivka, Jeannine
Papailias, Fotis Petrella, Ivan Pollock, David Stephen
Papell, David H. Petrova, Katerina Poncela, Pilar
Park, Joon Y. 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
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rodriguez-Rondon, Gabriel
Rahbek, Anders Renault, Eric Michel Rombouts, Jeroen Vk
Rao, B. Bhaskara † Rhodenhiser, Hannah Marie Rossi, Barbara
Rasche, Robert H. † 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 Ruiz, Esther
S
Sabuga, Ivy Shahbaz, Muhammad Sofianos, Emmanouil
Saikkonen, Pentti Juhani Shang, Han Lin Sola, Martin
Sancibrian, Victor Sharifvaghefi, Mahrad Solberger, Martin
Sandoval Paucar, Giovanny Shephard, Neil Song, Yong
Sanso, Andreu Sheppard, Kevin Keith Sorensen, Michael
Santucci de Magistris, Paolo Shi, Shuping Sosvilla-Rivero, Simon
Sarafidis, Vasilis Shi, Zhentao Souza, Leonardo Rocha
Sargent, Thomas J. Shimotsu, Katsumi Spagnolo, Fabio
Sarno, Lucio Shin, Minchul Spagnolo, Nicola
Sbrana, Giacomo Shin, Yongcheol Stalla-Bourdillon, Arthur
Scaillet, Olivier Shintani, Mototsugu Startz, Richard
Scalas, Enrico Shiroff, Taylor Staszewska-Bystrova, Anna
Scharth, Marcel Shukur, Ghazi † Stegehuis, Noah Joanne
Schaumburg, Ernst Sibbertsen, Philipp Stengos, Thanasis
Schlicht, Ekkehart Siliverstovs, Boriss Stevanovic, Dalibor
Schorfheide, Frank Silva Lopes, Artur C. B. da Stock, James H.
Schreiber, Sven Silvennoinen, Annastiina Storti, Giuseppe
Schuette, Erik Christian Montes Sinclair, Tara M. Strachan, Rodney W.
Schumacher, Christian Skrobotov, Anton Su, Liangjun
Seleznev, Sergei Slepaczuk, Robert Sucarrat, Genaro
Sensier, Marianne Smeekes, Stephan Sul, Donggyu
Sentana, Enrique Smith, Jeremy Sun, Yixiao
Seo, Myung Hwan Smith, L. Vanessa Swanson, Norman Rasmus
Seo, Won-Ki Smith, Ronald Patrick
Seong, Dakyung Snyder, Ralph David
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
Urbain, Jean-Pierre † 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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