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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 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 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 Chen, Jia Cipollini, Fabrizio
Caporale, Guglielmo Maria Chen, Liang Clark, Todd
Caporin, Massimiliano Chen, Mingli Clements, Adam
Carlomagno, Guillermo Chen, Pu Clements, Michael Peter
Carnero, M. Angeles Chen, Wei Coleman-Fenn, Christopher Andrew ?
Carnow, Warren Chevillon, Guillaume Conrad, Christian
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
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 Carvalho, Miguel Diaf, Sami Dufays, Arnaud
Dechert, Andreas ? Diebold, Francis X. Dufour, Jean-Marie
De Gaetano, Davide Di Iorio, Francesca Dufrénot, Gilles
del Barrio Castro, Tomás Dolado, Juan J. Dumitrescu, Elena Ivona
Della Marra, Fabio Dominicy, Yves Dumitru, Ana-Maria H.
Delle Monache, Davide Donayre, Luiggi Dungey, Mardi
Demetrescu, Matei Doornik, Jurgen A. Durmaz, Nazif
Deo, Rohit S. Doz, Catherine Dziubinski, Matt P.
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 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
Galagedera, Don U. A. Giacomini, Raffaella Grant, Angelia L.
Galbraith, John W. Giannone, Domenico Grassi, Stefano
Galeano, Pedro Gibbs, Christopher G. Groen, Jan J. J.
Galesi, Alessandro Gil-Alana, Luis Alberiko Guardabascio, Barbara
Gallant, A. Ronald Giles, David E. A. Guegan, Dominique Madeleine
Gallo, Giampiero M. Giraitis, Liudas Guérin, Pierre
Galvão, Ana Beatriz Goncalves, Silvia Guerrero, David E.
Gambetti, Luca Gonzalez, Andres Guerron, Pablo A.
Gandali Alikhani, Nadiya Gonzalez, Steven Guidolin, Massimo
Gao, Jassduke Gonzalez Belmonte, Miguel Angel ? Guillén, Osmani Teixeira de Carvalho
Gao, Jiti Gonzalo, Jesus Guo, Hui
Garcia, René Gospodinov, Nikolay Gupta, Abhimanyu
Garratt, Anthony Götz, Thomas Gupta, Abhishek
Geraci, Marco Valerio Gourieroux, Christian S. Gupta, Rangan
Ghysels, Eric Granger, Clive W. J.
H
Hafner, Christian Matthias Hautsch, Nikolaus Hjalmarsson, Erik
Halbleib, Roxana Hayakawa, Kazuhiko Hlouskova, Jaroslava
Haldrup, Niels Hecq, Alain Hong, Tao
Hallam, Mark Heekeren, Hauke R. Hsiao, Cheng
Hallin, Marc Hendry, David F. Hsiao, Cody Yu-Ling
Hamidi Sahneh, Mehdi Hennani, Rachida ? Huang, Zhuo
Hamilton, James Herbst, Edward Huber, Florian
Han, Chirok Hernandez, Juan R. Hubrich, Kirstin
Hansen, Lars Peter Hill, Jonathan B. Hurn, Stan
Hansen, Peter Reinhard Hillebrand, Eric Hurvich, Clifford M.
Härdle, Wolfgang Karl Hindrayanto, Irma Hwang, Jungbin
Harvey, Andrew C. Hinich, Melvin J. Hyndman, Rob J
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 Liu, Lily Y.
Lahiri, Kajal Li, Changshuai Sr. Livan, Giacomo
Lange, Theis Li, Degui Lombardi, Marco Jacopo
Lanne, Markku Li, Kunpeng Lopez, Claude
Lasak, Katarzyna Li, Yong Sr. Lovcha, Yuliya
Laurent, Sébastien Li, Yushu Lu, Lina
Laurini, Márcio Liang, Zhongwen Lucas, Andre
Ledesma, Alan Liao, Yin Luciani, Matteo
Lee, Ji Hyung Liao, Zhipeng Luger, Richard
Lee, Kevin Charles Liew, Venus Khim-Sen Lunde, Asger
Lee, Nayoung Lima, Luiz Renato Lunsford, Kurt Graden
Lee, Tae Hwy Ling, Shiqing Lupi, Claudio
Lenza, Michele Linton, Oliver Bruce Lütkepohl, Helmut
Leon-Gonzalez, Roberto Lippi, Marco Lyhagen, Johan
Leschinski, Christian Liu, Jia
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, 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 Pelagatti, Matteo Maria Pitarakis, Jean-Yves
Pakel, Cavit Peng, Bin Platen, Eckhard
Palm, Franz C. Peng, Huaming 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 Pettenuzzo, Davide Price, Simon Glover
Paya, Ivan Phillips, Peter C. B. Primiceri, Giorgio E.
Pedersen, Rasmus Søndergaard Pierdzioch, Christian Proietti, Tommaso
Peguin-Feissolle, Anne Piger, Jeremy M. Prono, Todd Andrew
Pei, Pei Pinter, Gabor Psaradakis, Zacharias
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
Reichlin, Lucrezia Rodríguez Caballero, Carlos Vladimir
S
Saikkonen, Pentti Shephard, Neil Sokol, Andrej
Sanhaji, Bilel Sheppard, Kevin Keith Sola, Martin
Sanso, Andreu Shi, Shuping Solberger, Martin
Santucci de Magistris, Paolo Shibaev, Sergei S. Song, Yong
Sargent, Thomas J. Shimotsu, Katsumi 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 Smeekes, Stephan Storti, Giuseppe
Sen, Jaydip Smith, Jeremy Strachan, Rodney W.
Sensier, Marianne Smith, L. Vanessa Su, Liangjun
Sensoy, Ahmet Smith, Matthew E. Sucarrat, Genaro
Sentana, Enrique Smith, Ronald Patrick Sul, Donggyu
Setiawan, Kusdhianto Snyder, Ralph David Sun, Yixiao
Shamsi, Azam Soccorsi, Stefano Swanson, Norman Rasmus
Shen, Xiangjin Sohn, Alexander Szafranek, Karol Michał
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. Wenger, Kai Wintenberger, Olivier
Wagner, Martin Weron, Rafal Wirjanto, Tony S.
Wang, Gang-Jin West, Kenneth D. Wolf, Michael
Wang, Peng 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
Weigand, Roland 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 Zoerner, Thomas O.
Zha, Tao Zhou, Hao
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.