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