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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 Avarucci, Marco
Anatolyev, Stanislav Ankargren, Sebastian
B
Babii, Andrii Bec, Frederique Bos, Charles S.
Bacchiocchi, Emanuele Beck, Elliot Boswijk, H. Peter
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Boussaha, Nadia ?
Bai, Jushan Bekiros, Stelios Brannas, Kurt
Bai, Yu Bensalma, Ahmed Braun, Robin
Baltagi, Badi H. Beyhum, Jad 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 Bun, Maurice
Baumeister, Christiane Bollerslev, Tim Buncic, Daniel
Bauwens, Luc Borup, Daniel ? Busetti, Fabio
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Chortareas, Georgios
Caggiano, Giovanni Cerrato, Mario Christensen, Bent Jesper
Callot, Laurent A. F. 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 Charfeddine, Lanouar Chudik, Alexander
Canepa, Alessandra Chauvet, Marcelle Cipollini, Fabrizio
Canova, Fabio Chen, Chaoyi Clark, Todd
Capasso, Marco Chen, Jia Clements, Michael Peter
Capolongo, Angela Chen, Pengyu Conrad, Christian
Caporale, Guglielmo Maria Chen, Pu Cornwall, Gary Joseph
Caporin, Massimiliano Chen, Xiaohong Corradi, Valentina
Carnero, M. Angeles Chernis, Tony Corsello, Francesco
Carr, Peter P. † Chernozhukov, Victor Corsi, Fulvio
Carrasco, Marine Chevillon, Guillaume Costantini, Mauro
Carriero, Andrea Chiarella, Carl † Cotter, John
Carrion-i-Silvestre, Josep Chigira, Hiroaki ? Crato, Nuno
Casarin, Roberto Chikhi, Mohammed Cross, Jamie Lee
Casini, Alessandro Chiu, Ching-Wai (Jeremy) Croushore, Dean
Cassim, Lucius Chlebus, Marcin 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
D
D'Agostino, Antonello Demetrescu, Matei Ditzen, Jan
Dahl, Christian Møller Demircan, Hamza Djebari, FAYCAL
Da Silva, Sergio De Nard, Gianluca Fabio Doko Tchatoka, Firmin
del Barrio Castro, Tomas Deng, Taosong Dolado, Juan J.
Della Marra, Fabio ? Desboulets, Loann ? Doornik, Jurgen A.
Del Negro, Marco Diebold, Francis X. Dungey, Mardi †
E
Eichenbaum, Martin Eo, Yunjong Escribano, Alvaro
Engle, Robert F. III Escanciano, Juan Carlos
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.
Ganics, Gergely Gonzalez, Andres Guggenberger, Patrik
Gao, Jiti Gonzalez-Rivera, Gloria Guillen, Osmani Teixeira de Carvalho
Gao, Zhan Gonzalo, Jesus Guo, Hui
Giannerini, Simone Grassi, Stefano Gupta, Rangan
Giannone, Domenico Grivas, Charisios Gurshev, Oleg
H
Hadri, Kaddour Hautsch, Nikolaus Hong, Yongmiao
Haerdle, Wolfgang Karl Hauzenberger, Niko Horvath, Lajos
Hafner, Christian Matthias Hayakawa, Kazuhiko Hotta, Luiz K.
Halbleib, Roxana Hecq, Alain Hsiao, Cheng
Haldrup, Niels Hendry, David F. Hsiao, Cody Yu-Ling
Hall, Stephen George Hengge, Martina Huber, Florian
Hamilton, James Herbst, Edward Hubrich, Kirstin
Han, Chirok Hillebrand, Eric Huh, Hyeon-seung
Hansen, Peter Reinhard Hinich, Melvin J. † Hurn, Stan
Hardy, Nicolas Hizmeri, Rodrigo Hwang, Jungbin
Hartl, Tobias Hjalmarsson, Erik Hyndman, Rob J
Harvey, Andrew C. Hlouskova, Jaroslava
Harvey, David I. Hmida, Salma
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 Kiew Ling, Pui Koopman, Siem Jan
Kao, Chihwa Kilian, Lutz Korobilis, Dimitris
Kapetanios, George Kim, Chang-Jin Korovkin, Vasily
Karanasos, Menelaos Kim, Hyeongwoo Kourtellos, Andros
Karavias, Yiannis Kim, Jae Hoon Krehlik, Tomas
Karlsson, Sune Kim, Tae-Hwan Kristensen, Dennis
Kascha, Christian Jonathan King, Maxwell Leslie Kristoufek, Ladislav
Kastner, Gregor Kiviet, Jan F. 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
Khismatullina, Marina Kohns, David Eric
Kholodilin, Konstantin Arkadievich Koop, Gary
L
Labhard, Vincent Leybourne, Stephen Lopez, Claude
Lahiri, Kajal Li, Chenxing Lovcha, Yuliya
Lanne, Markku Li, Dake Lu, Ye
Lasak, Katarzyna Li, Degui Lucchetti, Riccardo (Jack)
Laurent, Sebastien Li, Mengheng Luciani, Matteo
Laurini, Marcio Li, Yushu Luetkepohl, Helmut
Ledoit, Olivier Liew, Venus Khim-Sen Luger, Richard
Lee, Ji Hyung Lilla, Francesca Lunde, Asger
Lee, Kevin Charles Lima, Luiz Renato Lunsford, Kurt Graden
Lee, Tae Hwy Lin, Yicong Lupi, Claudio
Leiva-Leon, Danilo Linde, Jesper Lusompa, Amaze
Lenza, Michele Ling, Shiqing Ly, Racine
Leon-Gonzalez, Roberto Linton, Oliver Bruce Lyhagen, Johan
Leschinski, Christian Loaiza Maya, Ruben Albeiro
Lettau, Martin Lombardi, Marco Jacopo
M
MacKinnon, James Mayoral, Laura Milas, Costas
Maharaj, Elizabeth Ann McAleer, Michael † Miller, J. Isaac
Maheu, John M. McCabe, Brendan Milunovich, George
Maih, Junior McCausland, William Minford, A. Patrick L.
Majoni, Blessings McCloskey, Adam Miranda-Agrippino, Silvia
Maneejuk, Paravee McCracken, Michael Mitchell, James
Marcellino, Massimiliano McElroy, Tucker Sprague Mittnik, Stefan
Marcet, Albert McIntyre, Stuart Montanes, Antonio
Marczak, Martyna Meddahi, Nour Monti, Francesca
Margaritella, Luca Medeiros, Marcelo C. Moon, Hyungsik Roger
Marsh, Patrick Medel, Carlos A. Mora, Aaron
Martin, Gael Margaret Meenagh, David Morana, Claudio
Masih, Abul Mansur M. Meitz, Mika Morita, Rubens
Matheson, Troy D Mendieta-Munyoz, Ivan Morley, James
Mattera, Raffaele Mertens, Elmar Moussa, Karim
Matthes, Christian Mesters, Geert Mumtaz, Haroon
Maung, Kenwin Miao, Ke Myohl, Christian
Mavroeidis, Sophocles Michankow, Jakub
Maynard, Alex S. Mignon, Valerie
N
Nagakura, Daisuke Nelson, Charles R. Nielsen, Morten
Nakajima, Jouchi Netsunajev, Aleksei Noel, Antoine L.
Narayan, Paresh Kumar Ng, Serena Noriega, Antonio E.
Nason, James M. Nibbering, Didier
Neely, Christopher J. Nielsen, Bent
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
Paap, Richard Perone, Gaetano Platen, Eckhard
Paccagnini, Alessia Perron, Benoit Podolskij, Mark
Pagan, Adrian Rodney Perron, Pierre Poetscher, Benedikt M.
Pal, Hemendra Pesavento, Elena Polivka, Jeannine
Panagiotidis, Theodore Petrova, Katerina Pollock, David Stephen
Papailias, Fotis Pettenuzzo, Davide Poncela, Pilar
Papell, David H. Pfarrhofer, Michael Poon, Aubrey
Park, Joon Y. Phillips, Peter C. B. Portier, Franck
Parla, Fabio Phiri, Andrew Poskitt, Donald Stephen
Parsaeian, Shahnaz Pierdzioch, Christian Potiron, Yoann
Paruolo, Paolo Piersanti, Fabio Massimo Potter, Simon
Patton, Andrew Pigato, Paolo Price, Simon Glover
Paya, Ivan Piger, Jeremy M. Primiceri, Giorgio E.
Pedersen, Rasmus Pincheira, Pablo Matias Profumo, Fabio
Pelagatti, Matteo Maria Pinter, Gabor Proietti, Tommaso
Pelletier, Denis Piovani, Alessandro Psaradakis, Zacharias
Pena, Daniel Pitarakis, Jean-Yves Punder, Ramon De
Perez Quiros, Gabriel Plagborg-Moller, Mikkel
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Renault, Eric Michel Rossi, Barbara
Rahbek, Anders Rhodenhiser, Hannah Marie Rossi, Eduardo
Rao, B. Bhaskara † Ricco, Giovanni Rossini, Luca
Rasche, Robert H. † Roa Rozo, Julian Rothfelder, Mario Philipp
Rault, Christophe Rodrigues, Artur Brasil Fialho Royer, Julien
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rua, Antonio
Read, Matthew Rodriguez Caballero, Carlos Vladimir Ruiz, Esther
Reed, W. Robert Rodriguez-Rondon, Gabriel
Reichlin, Lucrezia Rombouts, Jeroen Vk
S
Saikkonen, Pentti Juhani Seong, Dakyung Smith, Ronald Patrick
Sancibrian, Victor Shahbaz, Muhammad Snyder, Ralph David
Sandoval Paucar, Giovanny Shang, Han Lin Sofianos, Emmanouil
Sanso, Andreu Sharifvaghefi, Mahrad Sola, Martin
Santucci de Magistris, Paolo Shephard, Neil Solberger, Martin
Sarafidis, Vasilis Sheppard, Kevin Keith Song, Yong
Sargent, Thomas J. Shi, Shuping Sorensen, Michael
Sarno, Lucio Shi, Zhentao Souza, Leonardo Rocha
Sbrana, Giacomo Shimotsu, Katsumi Spagnolo, Fabio
Scaillet, Olivier Shin, Minchul Startz, Richard
Scalas, Enrico Shin, Yongcheol Staszewska-Bystrova, Anna
Scharth, Marcel Shintani, Mototsugu Stegehuis, Noah Joanne
Schaumburg, Ernst Shiroff, Taylor Stengos, Thanasis
Schlicht, Ekkehart Shukur, Ghazi † 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
Seo, Won-Ki Smith, L. Vanessa
T
Taamouti, Abderrahim Tauchen, George Tkacz, Greg
Tabor, Morten Nyboe Taylor, Robert Tong, Howell
Tahir, Abdullah Telg, Sean Trapani, Lorenzo
Takahashi, Makoto Tenorio, Juan Trenkler, Carsten
Talagala, Priyanga Dilini Theodoridis, Konstantinos Tschernig, Rolf
Tamarit, Cecilio Thomakos, Dimitrios D. Tsionas, Mike †
Tan, Le To Minh Thornton, Daniel L † Tsvetkova, Anna Nikolaevna
Tao, Yubo Timmermann, Allan Tzavalis, Elias
U
Ullah, Aman Urbain, Jean-Pierre † Urga, Giovanni
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 Wehrli, Alexander Wirjanto, Tony S.
Waggoner, Daniel F. Wenger, Kai ? Wohar, Mark E.
Wang, Bingling ? Weron, Rafal Wolf, Christian K.
Wang, Hou West, Kenneth D. Wolf, Michael
Wang, Linqi Westerlund, Joakim Wong, Benjamin
Wang, Qiying Whitehouse, Emily J. Wong, Wing-Keung
Wang, Shixuan Wickens, Michael R. Wozniak, Michal Jerzy
Wang, Weining Wilfling, Bernd Wozniak, Tomasz
Wang, Yiru Wilms, Ines Wright, Jonathan H.
Warne, Anders Windmeijer, Frank Wycherley, Sam
Watson, Mark W. Winker, Peter
Weber, Enzo Wintenberger, Olivier
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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