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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
Addo, Peter Martey Amisano, Gianni Arellano, Manuel
Adediran, Idris A. Anatolyev, Stanislav Armstrong, J. Scott
Aguiar-Conraria, Luis Andersen, Torben G. Artiach, Miguel
Ait-Sahalia, Yacine Anderson, Heather M. Asafo, Shuffield Seyram
Akpa, Emeka Okoro Andreasen, Martin Moller Asai, Manabu
Alessi, Lucia Andrews, Donald W. K. Ashley, Richard
Allen, David Edmund Andriansyah, Andriansyah Athanasopoulos, George
Almeida, Rui Jorge Angelini, Giovanni Atoi, Ngozi Victor
Al-Sadoon, Majid M. Ankargren, Sebastian Audrino, Francesco
Amado, Cristina Antolin-Diaz, Juan Ayala, Astrid Loretta
Amba, Marius Claude OYON Anyfantaki, Sofia Aydin, Mucahit
Amiri, Ashkan ? Ardia, David
B
Babii, Andrii Behera, Sarthak Subidit Boubaker, Heni
Baharumshah, Ahmad Zubaidi Bekiros, Stelios Boufateh, Talel
Bai, Jushan Bensalma, Ahmed Boussaha, Nadia
Baltagi, Badi H. Ben Taieb, Souhaib Braione, Manuela
Banbura, Marta Berenguer-Rico, Vanessa Brannas, Kurt
Banerjee, Anindya Bernstein, David Harry Braun, Robin
Banulescu-Radu, Denisa Beyeler, Simon Breitung, Jorg
Barbaglia, Luca Bille, Anna Gloria Brownlees, Christian T.
Barigozzi, Matteo Billio, Monica Bruder, Stefan ?
Barndorff-Nielsen, Ole E. Binning, Andrew Bruggemann, Ralf
Barsoum, Fady ? Blasques, Francisco A. A. Bruns, Martin
Barunik, Jozef Blazsek, Szabolcs Bucci, Andrea
Basher, Syed Abul Bognanni, Mark Buczynski, Mateusz
Bassi, Federico Boivin, Jean Bun, Maurice
Baum, Christopher F Bollerslev, Tim Busetti, Fabio
Baumeister, Christiane Bos, Charles S.
Bauwens, Luc Boswijk, H. Peter
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Christensen, Kim
Caiado, Jorge Cerrato, Mario Christiano, Lawrence J.
Callot, Laurent A. F. Chambers, Marcus J. Christoffersen, Peter F.
Calzolari, Giorgio Chan, Felix Chudik, Alexander
Camacho, Maximo Chan, Joshua C.C. Chuffart, Thomas
Camarero, Mariam Chang, Chia-Lin Cipollini, Fabrizio
Canarella, Giorgio Chang, Yoosoon Clark, Todd
Candelon, Bertrand Chauvet, Marcelle Clements, Adam ?
Canova, Fabio Chen, Jia Clements, Michael Peter
Capasso, Marco Chen, Liang Clinet, Simon
Capolongo, Angela Chen, Pu Conrad, Christian
Caporale, Guglielmo Maria Chen, Wei Cook, Thomas R.
Caporin, Massimiliano Chen, Xiaohong Corona, Francisco
Carnero, M. Angeles Chernis, Tony Corradi, Valentina
Carnow, Warren Chevillon, Guillaume Corsello, Francesco
Carrasco, Marine Chiarella, Carl Corsi, Fulvio
Carriero, Andrea Chigira, Hiroaki ? Costantini, Mauro
Carrion-i-Silvestre, Josep Lluis Chiu, Ching-Wai (Jeremy) Cotter, John
Casarin, Roberto Chlebus, Marcin Crato, Nuno
Casini, Alessandro Cho, Jin Seo Creal, Drew Dennis
Cassim, Lucius Choi, Chi-Young Crisostomo, Ricardo
Castillo, Luis Eduardo Choi, In Croushore, Dean
Castle, Jennifer L. Choi, Jinho Crowley, Patrick Matthew
Catani, Paul Sebastian Chong, Terence Tai Leung Cubadda, Gianluca
Catania, Leopoldo Chortareas, Georgios Cubillos-Rocha, Juan Sebastian
Cavaliere, Giuseppe Chowdhury, Rosen Azad Cuestas, Juan Carlos
Cech, Frantisek Christensen, Bent Jesper
D
D'Agostino, Antonello Deo, Rohit S. Donayre, Luiggi
Dahl, Christian Moller de Peretti, Christian Doornik, Jurgen A.
Da Silva, Sergio Desboulets, Loann Doz, Catherine
Daviet, Remi Deschamps, Philippe J. Duarte, Pablo
Dechert, Andreas ? De Truchis, Gilles Dueker, Michael J.
De Gaetano, Davide De Vos, Ignace Dufays, Arnaud
del Barrio Castro, Tomas Dhaene, Geert Dufour, Jean-Marie
Della Marra, Fabio Diaf, Sami Dufrenot, Gilles
Delle Monache, Davide Diebold, Francis X. Dumitrescu, Elena Ivona
Del Negro, Marco Di Iorio, Francesca Dumitru, Ana-Maria H.
Demetrescu, Matei Diongue, Abdou Ka Dungey, Mardi
Demiralay, Sercan Dolado, Juan J. Dziubinski, Matt P.
Demos, Antonis Dominicy, Yves
E
Eichenbaum, Martin Elliott, Graham Escanciano, Juan Carlos
Eickmeier, Sandra Engle, Robert F. III Escribano, Alvaro
Eisenstat, Eric Engsted, Tom Espasa, Antoni
Eklund, Bruno Eo, Yunjong Evans, Martin
Eklund, Jana Eratalay, Mustafa Hakan Everaert, Gerdie
Ekner, Line Elvstrom Ericsson, Neil R.
F
Fachin, Stefano Fengler, Matthias R. Fosten, Jack
Fanelli, Luca Fernandes, Marcelo Franchi, Massimo
Fang, Zheng Fernandez-Villaverde, Jesus Francq, Christian
Faryna, Oleksandr Ferrara, Laurent Franses, Philip Hans
Faust, Jon Feve, Patrick Freyaldenhoven, Simon
Favero, Carlo Fiorentini, Gabriele Fries, Sebastien
Feldkircher, Martin Forbes, Catherine Scipione Fry-McKibbin, Renee A.
Feng, Guanhao Forni, Mario Funovits, Bernd
Feng, Yuanhua Foroni, Claudia
G
Gadea, Maria Dolores Ghysels, Eric Granger, Clive W. J.
Galagedera, Don U. A. Giacomini, Raffaella Grant, Angelia L.
Galbraith, John W. Giannone, Domenico Grassi, Stefano
Galeano, Pedro Gibbs, Christopher G. Griveau-Billion, Theophile
Galesi, Alessandro Gil-Alana, Luis Alberiko Groen, Jan J. J.
Gallo, Giampiero M. Giles, David E. A. Guay, Alain
Galv√£o, Ana Beatriz Giovannelli, Alessandro Guegan, Dominique Madeleine
Gambetti, Luca Giraitis, Liudas Guerin, Pierre
Gandali Alikhani, Nadiya Goncalves, Silvia Guerron, Pablo A.
Ganics, Gergely Gonzalez, Andres Guggenberger, Patrik
Gao, Jiti Gonzalez, Steven Guidolin, Massimo
Garcia, Rene Gonzalez Belmonte, Miguel Angel Guillen, Osmani Teixeira de Carvalho
Garcia-Carceles, Belen Gonzalez-Rivera, Gloria Guo, Hui
Garratt, Anthony Gonzalo, Jesus Gupta, Abhimanyu
Gazzani, Andrea Giovanni Gospodinov, Nikolay Gupta, Rangan
Geraci, Marco Valerio Gotz, Thomas
Ghouse, Ghulam Gourieroux, Christian S.
H
Habimana, Olivier Harvey, Andrew C. Hlouskova, Jaroslava
Hadri, Kaddour Harvey, David I. Hmida, Salma
Hafner, Christian Matthias Hautsch, Nikolaus Horvath, Lajos
Halbleib, Roxana Hayakawa, Kazuhiko Hotta, Luiz K.
Haldrup, Niels Hecq, Alain Hsiao, Cheng
Hallam, Mark Heekeren, Hauke R. Hsiao, Cody Yu-Ling
Hallin, Marc Heinemann, Alexander Huang, Zhuo
Hamidi Sahneh, Mehdi Hendry, David F. Huber, Florian
Hamilton, James Hennani, Rachida Hubrich, Kirstin
Han, Chirok Herbst, Edward Hurn, Stan ?
Hansen, Lars Peter Hernandez, Juan R. Hurvich, Clifford M.
Hansen, Peter Reinhard Hillebrand, Eric Hwang, Jungbin
Hanus, Lubos Hinich, Melvin J. Hyndman, Rob J
Hardle, Wolfgang Karl Hizmeri, Rodrigo
Hartl, Tobias Hjalmarsson, Erik
I
Iglesias, Emma M. Inoue, Atsushi Issler, Joao Victor
Ilu, Ahmad Ibraheem Iqbal, Javed Ivashchenko, Sergey
J
Jackson, Laura Jansson, Michael Jochmans, Koen
Jackson Young, Laura Jarocinski, Marek Johansen, Soren
Jacob, Ray Ikechukwu Jensen, Mark J. Jonsson, Kristian
Jacobs, Jan Jiang, Lunan Juodis, Arturas
Jacquier, Antoine Jin, Sainan Juselius, Katarina
Jansky, Ivo Jochmann, Markus ?
K
Kanaya, Shin Khrapov, Stanislav Koop, Gary
Kanazawa, Nobuyuki Kilian, Lutz Koopman, Siem Jan
Kanjamapornkul, Kabin Kim, Chang-Jin Korobilis, Dimitris
Kao, Chihwa Kim, Hyeongwoo Kourouyiannis, Constantinos
Kapetanios, George Kim, Jae Hoon Kourtellos, Andros
Karaman Orsal, Deniz Dilan Kim, Jaeho Krehlik, Tomas
Karanasos, Menelaos Kim, Minjoo Kripfganz, Sebastian
Karapanagiotidis, Paul Kim, Tae Bong Kristensen, Dennis
Karavias, Yiannis Kim, Tae-Hwan Kristensen, Johannes Tang
Karlsson, Sune King, Maxwell Leslie Kristoufek, Ladislav
Kascha, Christian Jonathan Kiss, Tamas Kruiniger, Hugo
Kastner, Gregor Kiviet, Jan F. Kruse, Robinson
Kejriwal, Mohitosh Kleibergen, Frank Krustev, Georgi
Khalaf, Lynda Kobayashi, Masahito Kunihama, Tsuyoshi
Khalfaoui, Rabeh Kociecki, Andrzej Kunst, Robert M.
Kheifets, Igor Kock, Anders Bredahl Kurennoy, Alexey S. ?
Kholodilin, Konstantin Arkadievich Kohonen, Anssi Kurozumi, Eiji
L
Labhard, Vincent Lhuissier, Stephane Loaiza Maya, Ruben Albeiro
Lahiri, Kajal Li, Changshuai Sr. Lombardi, Marco Jacopo
Lanne, Markku Li, Degui Lopez, Claude
Lasak, Katarzyna Li, Mengheng Lovcha, Yuliya
Laurent, Sebastien Li, Yushu Lu, Lina
Laurini, Marcio Liang, Zhongwen Lucas, Andre
Ledoit, Olivier Liao, Zhipeng Lucchetti, Riccardo (Jack)
Lee, Ji Hyung Liew, Venus Khim-Sen Luciani, Matteo
Lee, Kevin Charles Lima, Luiz Renato Luger, Richard
Lee, Tae Hwy Linde, Jesper Lunde, Asger
Legrand, Romain Ling, Shiqing Lunsford, Kurt Graden
Leiva-Leon, Danilo Linton, Oliver Bruce Lupi, Claudio
Lenza, Michele Lippi, Marco Lutkepohl, Helmut
Leon-Gonzalez, Roberto Liqokeli, Akaki Lyhagen, Johan
Leschinski, Christian Liu, Jia
Leybourne, Stephen Liu, Lily Y.
M
MacKinnon, James Mayoral, Laura Miller, J. Isaac
Maharaj, Elizabeth Ann McAleer, Michael Miller, Stephen M.
Maheu, John M. McCabe, Brendan Milunovich, George
Maih, Junior McCausland, William Minford, A. Patrick L.
Malik, Muhammad Irfan McCracken, Michael Miranda-Agrippino, Silvia
Mantilla Garcia, Daniel McDonough, Ian K. Mitchell, James
Marcellino, Massimiliano McElroy, Tucker Sprague Montanes, Antonio
Marcet, Albert Meddahi, Nour Moon, Hyungsik Roger
Marczak, Martyna Medeiros, Marcelo C. Morana, Claudio
Margaritella, Luca Medel, Carlos A. Morita, Rubens
Mark, Nelson C. Meenagh, David Morley, James
Marsh, Patrick Meitz, Mika Motegi, Kaiji
Martin, Gael Margaret Mertens, Elmar Mudida, Robert
Masih, Abul Mansur M. Mignon, Valerie Mukhoti, Sujay
Masten, Igor Mikkelsen, Jakob Guldbaek Mumtaz, Haroon
Matheson, Troy D Milas, Costas Myohl, Christian
N
Naderi, Esmaeil Neely, Christopher J. Nispi Landi, Valerio
Nagakura, Daisuke Nelson, Charles R. Noel, Antoine L.
Nakajima, Jouchi Netsunajev, Aleksei Noriega, Antonio E.
Nan, Fany Ng, Serena Noureldin, Diaa
Narayan, Paresh Kumar Nielsen, Bent Nurbekyan, Armen
Nason, James M. Nielsen, Morten Orregaard Nyholm, Juho Tuomas
O
Odendahl, Florens Omori, Yasuhiro Otero, Jesus
Ogaki, Masao Onorante, Luca Otranto, Edoardo
Ogbonna, Ahamuefula Ephraim Ooms, Marius Owyang, Michael T.
Okui, Ryo Ord, Keith Oxley, Les
Olson, Eric Osborn, Denise Ozturk, Sait R.
Omay, Tolga Osterholm, Par
P
Pacella, Claudia Perez Quiros, Gabriel Podolskij, Mark
Pagan, Adrian Rodney Perricone, Chiara Poghosyan, Karen
Panagiotidis, Theodore Perron, Benoit Pollock, David Stephen
Papailias, Fotis Perron, Pierre Poncela, Pilar
Papell, David H. Pesaran, M Hashem Poskitt, Donald Stephen
Park, Joon Y. Petrella, Ivan Potiron, Yoann
Parla, Fabio Pettenuzzo, Davide Potscher, Benedikt M
Paruolo, Paolo Pfarrhofer, Michael Potter, Simon
Pascoal, Rui Phillips, Peter C. B. Price, Simon Glover
Patton, Andrew Phiri, Andrew Primiceri, Giorgio E.
Pedersen, Rasmus Sondergaard Pierdzioch, Christian Proietti, Tommaso
Pelagatti, Matteo Maria Piger, Jeremy M. Prono, Todd Andrew
Pena, Daniel Pinter, Gabor Psaradakis, Zacharias
Peng, Bin Pitarakis, Jean-Yves
Peng, Huaming Platen, Eckhard
Q
Qu, Zhongjun Quineche, Ricardo
Quaedvlieg, Rogier Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rohe, Oke
Rahbek, Anders Renault, Eric Michel Rombouts, Jeroen Vk
Rao, B. Bhaskara Rho, Seunghwa Rossi, Barbara
Rasche, Robert H. Ricco, Giovanni Rossi, Eduardo
Rault, Christophe Ristig, Alexander Rossini, Luca
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rua, Antonio
Reed, W. Robert Rodriguez, Gabriel Rubio-Ramirez, Juan F
Rehman, Atiq Rodriguez Caballero, Carlos Vladimir Ruiz, Esther
S
Saikkonen, Pentti Setiawan, Kusdhianto Soccorsi, Stefano
Salgado Ibanez, Sergio Cristian Shahbaz, Muhammad Sohag, Kazi
Salisu, Afees Adebare Shamsi, Azam Sohn, Alexander
Sampi, James Robert Shen, Xiangjin Sola, Martin
Sanhaji, Bilel Shephard, Neil Solberger, Martin
Sanso, Andreu Sheppard, Kevin Keith Song, Yong
Santucci de Magistris, Paolo Shi, Shuping Sopromadze, Tamta
Sarfati, Reca Shibaev, Sergei S. Soques, Daniel
Sargent, Thomas J. Shimotsu, Katsumi Sorensen, Michael
Sarno, Lucio Shin, Minchul Sosvilla-Rivero, Simon
Sbrana, Giacomo Shin, Yongcheol Souza, Leonardo Rocha
Scaillet, Olivier Shintani, Mototsugu Spagnolo, Fabio
Scalas, Enrico Shukur, Ghazi Startz, Richard
Scharth, Marcel Sibbertsen, Philipp Staszewska-Bystrova, Anna
Schaumburg, Ernst Siliverstovs, Boriss Stengos, Thanasis
Schienle, Melanie Silva Lopes, Artur C. B. da Stevens, Arnoud
Schlaak, Thore Silvennoinen, Annastiina ? Stock, James H.
Schlicht, Ekkehart Skoczylas, Tomasz Strachan, Rodney W.
Schorfheide, Frank Skrobotov, Anton Su, Liangjun
Schreiber, Sven Smalter Hall, Aaron Sucarrat, Genaro
Schumacher, Christian Smeekes, Stephan Sul, Donggyu
Sen, Jaydip Smith, Jeremy Sun, Yixiao
Sensier, Marianne Smith, L. Vanessa Swanson, Norman Rasmus
Sentana, Enrique Smith, Matthew E. Szafranek, Karol Michal
Seo, Myung Hwan Smith, Ronald Patrick
Sethapramote, Yuthana Snyder, Ralph David
T
Tabor, Morten Nyboe Telg, Sean Trapani, Lorenzo
Talagala, Priyanga Dilini Terasvirta, Timo Trenkler, Carsten
Tamanyu, Yoichiro Thomakos, Dimitrios D. Trucios, Carlos
Tamarit, Cecilio Thornton, Daniel L Trypsteen, Steven Jan Godfried
Tan, Fei Thornton, Michael Alan Tschernig, Rolf
Tao, Yubo Tian, Jing Tuzcuoglu, Kerem
Tauchen, George Timmermann, Allan Tzavalis, Elias
Taufemback, Cleiton Guollo Tkacz, Greg
Taylor, Robert Tomczyk, Jakub
U
Ullah, Aman Urga, Giovanni
Urbain, Jean-Pierre Uzeda, Luis
V
Vacha, Lukas Vardanyan, Erik Verona, Fabio ?
Vahey, Shaun P. Vasilopoulos, Kostas Vicondoa, Alejandro
Vahid, Farshid Vavra, Marian Vigfusson, Robert John
Valls Pereira, Pedro L. Veiga, Helena Villani, Mattias
Vander Elst, Harry Velasco, Carlos Virbickaite, Audrone
van der Wel, Michel Venditti, Fabrizio Voev, Valeri
van Dijk, Dick Venetis, Ioannis A. Vogelsang, Timothy
van Dijk, Herman K. Ventosa-Santaularia, Daniel Vravosinos, Orestis
W
Waggoner, Daniel F. Wehrli, Alexander Windmeijer, Frank
Wagner, Martin Wei, Wei Winker, Peter
Wang, Gang-Jin Weigand, Roland Wintenberger, Olivier
Wang, Qiying Wenger, Kai Wirjanto, Tony S.
Wang, Shixuan Weron, Rafal Wohar, Mark E.
Wang, Wenjie West, Kenneth D. Wolf, Michael
Wang, Xiaohu Westerlund, Joakim Wong, Benjamin
Wang, Xuexin White, Halbert Wong, Wing-Keung
Wang, Yiru Whitehouse, Emily J. Wozniak, Tomasz
Warne, Anders Wickens, Michael R. Wright, Jonathan H.
Watson, Mark W. Wilfling, Bernd Wursten, Jesse
Weber, Enzo Wilms, Ines
X
Xiao, Zhijie Xu, Dinghai Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Jingjing Yazgan, Ege
Yamagata, Takashi Yang, Yukai Yu, Jun
Yamamoto, Yohei Yao, Wenying
Yanagi, Takahide Yaya, Olaoluwa Simon
Z
Zakoian, Jean-Michel Zhao, Yang ? Zhu, Ke
Zanetti Chini, Emilio Zhenzhen, Zhu Zito, John
Zha, Tao Zhou, Hao Zoerner, Thomas O.
Zhang, Ren Zhou, Qiankun Zu, Yang
Zhang, Xibin Zhou, Wei-Xing
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