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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 Andersen, Torben G. Arellano, Manuel
Aguiar-Conraria, Luis Anderson, Heather M. Armillotta, Mirko
Ait-Sahalia, Yacine Andersson, Jonas Armstrong, J. Scott †
Alessi, Lucia Andreasen, Martin Aruoba, S. Boragan
Allen, David Edmund Andree, Bo Pieter Johannes Asafo, Shuffield Seyram
Al-Sadoon, Majid M. Andrews, Donald W. K. Asai, Manabu
Amado, Cristina Angelini, Giovanni Athanasopoulos, George
Amisano, Gianni Ankargren, Sebastian Atoi, Ngozi Victor
Anatolyev, Stanislav Ardia, David Audrino, Francesco
B
Babii, Andrii Bec, Frederique Bond, Derek †
Bacchiocchi, Emanuele Beck, Elliot Borup, Daniel ?
Baharumshah, Ahmad Zubaidi Behera, Sarthak Subidit Boswijk, H. Peter
Bai, Jushan Bekiros, Stelios Boussaha, Nadia ?
Bai, Yu Bensalma, Ahmed Brannas, Kurt
Bakhshaliyev, Khazan Beyhum, Jad Braun, Robin
Ballinari, Daniele Bianchi Santarrosa, Rogerio Breitung, Joerg
Baltagi, Badi H. Bille, Anna Gloria Brenna, Federica
Banbura, Marta Billio, Monica Brownlees, Christian T.
Banerjee, Anindya Binning, Andrew Brueggemann, Ralf
Barigozzi, Matteo Bjornland, Hilde C. Bruns, Martin
Barndorff-Nielsen, Ole E. † Blasques, Francisco A. A. Bucci, Andrea
Barunik, Jozef Blazsek, Szabolcs Buczynski, Mateusz
Bastianin, Andrea Blunier, Jason ? Bun, Maurice
Baum, Christopher F Boeckelmann, Lukas Buncic, Daniel
Baumeister, Christiane Boivin, Jean Busetti, Fabio
Bauwens, Luc Bollerslev, Tim
C
Cabana Garceran del Vall, Elisa Cerrato, Mario Chortareas, Georgios
Caggiano, Giovanni Challet, Damien Christensen, Bent Jesper
Caiado, Jorge Chambers, Marcus J. Christiano, Lawrence J.
Calzolari, Giorgio Chan, Felix Christoffersen, Peter F. †
Camacho, Maximo Chan, Joshua C.C. Chronopoulos, Ilias
Camarero, Mariam Chang, Chia-Lin Chrysikou, Katerina
Canarella, Giorgio Chang, Yaming Chudik, Alexander
Canepa, Alessandra Chang, Yoosoon Ciganovic, Milos
Canova, Fabio Chauvet, Marcelle Cipollini, Fabrizio
Capasso, Marco Chen, Chaoyi Clark, Todd
Capolongo, Angela Chen, Jia Clements, Adam
Caporale, Guglielmo Maria Chen, Pengyu Clements, Michael Peter
Caporin, Massimiliano Chen, Pu Conrad, Christian
Carnero, M. Angeles Chen, Xiaohong Cornwall, Gary Joseph
Carr, Peter P. † Chernis, Tony Corradi, Valentina
Carrasco, Marine Chernozhukov, Victor Corsello, Francesco
Carriero, Andrea Chevillon, Guillaume Corsi, Fulvio
Carrion-i-Silvestre, Josep Chiarella, Carl † Costantini, Mauro
Casarin, Roberto Chib, Siddhartha Cotter, John
Casella, Sara Chigira, Hiroaki ? Crato, Nuno
Casini, Alessandro Chikhi, Mohammed Cross, Jamie Lee
Cassim, Lucius Chiu, Ching-Wai (Jeremy) Croushore, Dean
Castellanos, Juan Chlebus, Marcin Crump, Richard K.
Castelnuovo, Efrem Cho, Jin Seo Cubadda, Gianluca
Castle, Jennifer L. Choi, Chi-Young Cubillos-Rocha, Juan Sebastian
Cavaliere, Giuseppe Choi, In Cuestas, Juan Carlos
Cerqueti, Roy Chong, Terence Tai Leung
D
D'Agostino, Antonello De Nard, Gianluca Fabio Dobrev, Dobrislav
Dahl, Christian Møller Deng, Taosong Doko Tchatoka, Firmin
D'Amario, Federico Deo, Rohit S. Dolado, Juan J.
Da Silva, Sergio de Peretti, Christian Doornik, Jurgen A.
Daviet, Remi Desboulets, Loann ? Dovonon, Prosper
del Barrio Castro, Tomas Deschamps, Philippe J. Doz, Catherine
Della Marra, Fabio ? Dhaene, Geert Dueker, Michael J. †
Delle Monache, Davide Diebold, Francis X. Dufays, Arnaud
Del Negro, Marco Di Iorio, Francesca Dufour, Jean-Marie
Demetrescu, Matei Diongue, Abdou Ka Dufrenot, Gilles
Demircan, Hamza Ditzen, Jan Dungey, Mardi †
Demos, Antonis Djebari, Faycal Dzholos, Mariia
E
Eichenbaum, Martin Engle, Robert F. III Escribano, Alvaro
Eickmeier, Sandra Engsted, Tom Espasa, Antoni
Eisenstat, Eric Enrique Martinez-Garcia, Enrique Evans, Martin
Eklund, Bruno Eo, Yunjong Everaert, Gerdie
Eklund, Jana Ericsson, Neil R.
Elliott, Graham Escanciano, Juan Carlos
F
Fachin, Stefano † Fengler, Matthias R. Foroni, Claudia
Fan, Jianqing Fernandes, Marcelo Fosso, Luca
Fanelli, Luca Fernandez-Villaverde, Jesus Franchi, Massimo
Fang, Puyi Ferrara, Laurent Francq, Christian
Fang, Zheng Ferreira Batista Martins, Igor Franses, Philip Hans
Faria, Goncalo Ferroni, Filippo Franta, Michal
Faust, Jon Feve, Patrick Friedrich, Marina
Favero, Carlo Fiorentini, Gabriele Fry-McKibbin, Renee A.
Feldkircher, Martin Forbes, Catherine Scipione Fuleky, Peter
Feng, Yuanhua Forni, Mario Fusari, Francesco
G
Gadea, Maria Dolores Giacomini, Raffaella Gourieroux, Christian S.
Galagedera, Don U. A. Giannerini, Simone Granger, Clive W. J. †
Galbraith, John W. Giannone, Domenico Grassi, Stefano
Galeano, Pedro Gil-Alana, Luis Alberiko Grivas, Charisios
Galesi, Alessandro Giles, David E. A. Groen, Jan J. J.
Gallo, Giampiero M. Giovannelli, Alessandro Guardabascio, Barbara
Galvao, Ana Beatriz Giraitis, Liudas Guay, Alain
Gambetti, Luca Giulietti, Monica Guerin, Pierre
Gandali Alikhani, Nadiya Goetz, Thomas B Guerron, Pablo A.
Ganics, Gergely Goncalves, Silvia Guggenberger, Patrik
Gao, Jiti Gonzalez, Andres Guidolin, Massimo
Gao, Zhan Gonzalez-Rivera, Gloria Guillen, Osmani Teixeira de Carvalho
Garcia-Hiernaux, Alfredo Gonzalo, Jesus Guo, Hui
Garratt, Anthony Gospodinov, Nikolay Gupta, Rangan
Ghysels, Eric Goulet Coulombe, Philippe 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 Herbst, Edward Hubrich, Kirstin
Han, Chirok Herrera, Ana Maria 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 Koop, Gary
Kao, Chihwa Kiew Ling, Pui Koopman, Siem Jan
Kapetanios, George Kilian, Lutz Korobilis, Dimitris
Karaman Orsal, Deniz Dilan ? Kim, Chang-Jin Kourtellos, Andros
Karanasos, Menelaos Kim, Donggyu Krehlik, Tomas
Karavias, Yiannis Kim, Hyeongwoo Kristensen, Dennis
Karlsson, Sune Kim, Jae Hoon Kristoufek, Ladislav
Kascha, Christian Jonathan Kim, Tae-Hwan Kronenberg, Philipp
Kastner, Gregor King, Maxwell Leslie Kruiniger, Hugo
Katsouris, Christis Kleibergen, Frank Kruse, Robinson
Kaufmann, Sylvia Kobayashi, Masahito Kuersteiner, Guido M.
Keilbar, Georg Kocenda, Evzen Kumar, Labesh
Kejriwal, Mohitosh Kociecki, Andrzej Kunihama, Tsuyoshi
Khalaf, Lynda Kock, Anders Bredahl Kunst, Robert M.
Khismatullina, Marina Kohns, David Eric Kurozumi, Eiji
L
Labhard, Vincent Lewis, Daniel John Lombardi, Marco Jacopo
Lahiri, Kajal Leybourne, Stephen Lopez, Claude
Lanne, Markku Li, Chenxing Lovcha, Yuliya
Lasak, Katarzyna Li, Dake Lu, Ye
Laurent, Sebastien Li, Degui Lucas, Andre
Laurini, Marcio Li, Mengheng Lucchetti, Riccardo (Jack)
Ledoit, Olivier Li, Yushu Luciani, Matteo
Lee, Ji Hyung Liew, Venus Khim-Sen Luetkepohl, Helmut
Lee, Kevin Charles Lilla, Francesca Luger, Richard
Lee, Tae Hwy Lima, Luiz Renato Lunde, Asger
Leiva-Leon, Danilo Lin, Yicong Lunsford, Kurt Graden
Lenza, Michele Linde, Jesper Lupi, Claudio
Leon-Gonzalez, Roberto Ling, Shiqing Lusompa, Amaze
Leschinski, Christian Linton, Oliver Bruce Ly, Racine
Lettau, Martin Lippi, Marco Lyhagen, Johan
Levy, Daniel Loaiza Maya, Ruben Albeiro
M
MacKinnon, James Mayoral, Laura Mignon, Valerie
Maharaj, Elizabeth Ann McAleer, Michael † Milas, Costas
Maheu, John M. McCabe, Brendan Miller, J. Isaac
Maih, Junior McCausland, William Miller, Stephen M.
Majoni, Blessings McCloskey, Adam Milunovich, George
Maneejuk, Paravee McCracken, Michael Minford, A. Patrick L.
Marcellino, Massimiliano McCrary, Sean Miranda-Agrippino, Silvia
Marcet, Albert McElroy, Tucker Sprague Mitchell, James
Marczak, Martyna McIntyre, Stuart Mittnik, Stefan
Margaritella, Luca McNeil, James Montanes, Antonio
Mark, Nelson C. Meddahi, Nour Monti, Francesca
Marsh, Patrick Medeiros, Marcelo C. Moon, Hyungsik Roger
Martin, Gael Margaret Medel, Carlos A. Mora, Aaron
Masih, Abul Mansur M. Meenagh, David Morana, Claudio
Matheson, Troy D Mei, Ziwei Morita, Rubens
Matsushita, Raul Yukihiro Meitz, Mika Morley, James
Mattera, Raffaele Mendieta-Munyoz, Ivan Moussa, Karim
Matthes, Christian Mertens, Elmar Mumtaz, Haroon
Maung, Kenwin Mertens, Karel Murray, Chris ?
Mavroeidis, Sophocles Miao, Ke Myohl, Christian
Maynard, Alex S. Michankow, Jakub
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, Pierre Platen, Eckhard
Pagan, Adrian Rodney Pesaran, Mohammad Hashem Podolskij, Mark
Pal, Hemendra Pesavento, Elena Poetscher, Benedikt M.
Panagiotidis, Theodore Petnehazi, Gabor Polivka, Jeannine
Papailias, Fotis Petrella, Ivan Pollock, David Stephen
Papell, David H. Petrova, Katerina Poncela, Pilar
Parla, Fabio Pettenuzzo, Davide Poon, Aubrey
Parsaeian, Shahnaz Pfarrhofer, Michael Portier, Franck
Paruolo, Paolo Phillips, Peter C. B. Poskitt, Donald Stephen
Patton, Andrew Phiri, Andrew Potiron, Yoann
Paya, Ivan Pierdzioch, Christian Potter, Simon
Pedersen, Rasmus Piersanti, Fabio Massimo Price, Simon Glover
Pelagatti, Matteo Maria Pigato, Paolo Primiceri, Giorgio E.
Pelger, Markus Piger, Jeremy M. Profumo, Fabio
Pelletier, Denis Pincheira, Pablo Matias Proietti, Tommaso
Pena, Daniel Pinter, Gabor Prono, Todd Andrew
Perez Quiros, Gabriel Piovani, Alessandro Psaradakis, Zacharias
Perone, Gaetano Pitarakis, Jean-Yves Punder, Ramon De
Perron, Benoit Plagborg-Moller, Mikkel
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman ?
R
Radchenko, Stanislav I. Renault, Eric Michel Rossi, Barbara
Rahbek, Anders Rhodenhiser, Hannah Rossi, Eduardo
Ramirez, Miguel D Ricco, Giovanni Rossini, Luca
Rao, B. Bhaskara † 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, Gabriel Rubio-Ramirez, Juan F
Reed, W. Robert Rodriguez Caballero, Carlos Vladimir Ruiz, Esther
Rehman, Atiq Rodriguez-Rondon, Gabriel
Reichlin, Lucrezia Rombouts, Jeroen Vk
S
Sabuga, Ivy Seo, Won-Ki Smith, L. Vanessa
Saidd, Nabeel Ahmad Seong, Dakyung Smith, Ronald Patrick
Saikkonen, Pentti Juhani Shahbaz, Muhammad Snudden, Stephen Matthew
Salisu, Afees Adebare Shang, Han Lin Snyder, Ralph David
Sancibrian, Victor Sharifvaghefi, Mahrad Sola, Martin
Sandoval Paucar, Giovanny Shekhar, Shubhranshu Song, Yong
Sanso, Andreu Shephard, Neil Sorensen, Michael
Santucci de Magistris, Paolo Sheppard, Kevin Keith Sosvilla-Rivero, Simon
Sarafidis, Vasilis Shi, Shuping Souza, Leonardo Rocha
Sargent, Thomas J. Shi, Zhentao Spagnolo, Fabio
Sarno, Lucio Shimotsu, Katsumi Spagnolo, Nicola
Sbrana, Giacomo Shin, Minchul Stalla-Bourdillon, Arthur
Scaillet, Olivier Shin, Yongcheol Staszewska-Bystrova, Anna
Scalas, Enrico Shintani, Mototsugu Stegehuis, Noah Joanne
Scharth, Marcel Shiroff, Taylor Stengos, Thanasis
Schaumburg, Ernst Shukur, Ghazi † Stevanovic, Dalibor
Schlicht, Ekkehart Sibbertsen, Philipp Stock, James H.
Schorfheide, Frank Siliverstovs, Boriss Storti, Giuseppe
Schreiber, Sven Silva Lopes, Artur C. B. da Strachan, Rodney W.
Schuette, Erik Christian Montes Silvennoinen, Annastiina Su, Liangjun
Schumacher, Christian Sinclair, Tara M. Sucarrat, Genaro
Seleznev, Sergei Skrobotov, Anton Sul, Donggyu
Sensier, Marianne Slepaczuk, Robert Sun, Yixiao
Sentana, Enrique Smeekes, Stephan Swanson, Norman Rasmus
Seo, Myung Hwan Smith, Jeremy
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 Uzeda, Luis
V
Vac, Nomfundo Portia van Dijk, Dick Ventosa-Santaularia, Daniel
Vacha, Lukas van Dijk, Herman K. † Veraart, Almut E. D.
Vahey, Shaun P. Vasilopoulos, Kostas Verona, Fabio
Vahid, Farshid Vasnev, Andrey L. Vigfusson, Robert John
Valera, Maria Luisa 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
W
Wada, Tatsuma Weber, Enzo Wintenberger, Olivier
Waggoner, Daniel F. Wehrli, Alexander Wirjanto, Tony S.
Wagner, Martin 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 White, Halbert † Wong, Wing-Keung
Wang, Shixuan Whitehouse, Emily J. Wozniak, Michal Jerzy
Wang, Shu Wickens, Michael R. Wozniak, Tomasz
Wang, Weining Wilfling, Bernd Wright, Jonathan H.
Wang, Yiru Wilms, Ines Wycherley, Sam
Warne, Anders Windmeijer, Frank
Watson, Mark W. Winker, Peter
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
Zaffaroni, Paolo Zha, Tao Zhou, Hao
Zakoian, Jean-Michel Zhang, Binyi Zhou, Wei-Xing
Zanelli, Edoardo Zhang, Ren Zhu, Ke
Zanetti Chini, Emilio Zhang, Xibin Zito, John
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