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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 Anatolyev, Stanislav Arellano, Manuel
Addo, Peter Martey Andersen, Torben G. Armillotta, Mirko
Adusah-Poku, Frank Anderson, Heather M. Armstrong, J. Scott †
Aguiar-Conraria, Luis Andersson, Jonas Aruoba, S. Boragan
Ahamada, Ibrahim ? Andreasen, Martin Asafo, Shuffield Seyram
Ait-Sahalia, Yacine Andree, Bo Pieter Johannes Asai, Manabu
Alessi, Lucia Andrews, Donald W. K. Athanasopoulos, George
Allen, David Edmund Angelini, Francesco Atoi, Ngozi Victor
Al-Sadoon, Majid M. Angelini, Giovanni Audrino, Francesco
Amado, Cristina Ankargren, Sebastian Avarucci, Marco
Amisano, Gianni Ardia, David
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
Ballinari, Daniele Beyeler, Simon Breitung, Joerg
Baltagi, Badi H. Beyhum, Jad Brenna, Federica
Banbura, Marta Billio, Monica Brownlees, Christian T.
Banerjee, Anindya Binning, Andrew Brueggemann, Ralf
Barbaglia, Luca Blasques, Francisco A. A. Bruns, Martin
Barigozzi, Matteo Blazsek, Szabolcs Bucci, Andrea
Barndorff-Nielsen, Ole E. † Blunier, Jason ? Buczynski, Mateusz
Barunik, Jozef Boeckelmann, Lukas Bun, Maurice
Baum, Christopher F Boivin, Jean Buncic, Daniel
Baumeister, Christiane Bollerslev, Tim Busetti, Fabio
Bauwens, Luc Borup, Daniel ?
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Chortareas, Georgios
Caggiano, Giovanni Cerrato, Mario Christensen, Bent Jesper
Caiado, Jorge Challet, Damien Christensen, Kim
Callot, Laurent A. F. 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, Yoosoon Chudik, Alexander
Candelon, Bertrand Charfeddine, Lanouar Cipollini, Fabrizio
Canepa, Alessandra Chauvet, Marcelle Clark, Todd
Canova, Fabio Chen, Chaoyi Clements, Adam
Capasso, Marco Chen, Jia Clements, Michael Peter
Capolongo, Angela Chen, Pengyu Clinet, Simon ?
Caporale, Guglielmo Maria Chen, Pu Conrad, Christian
Caporin, Massimiliano Chen, Xiaohong Cornwall, Gary Joseph
Carnero, M. Angeles Chernis, Tony Corradi, Valentina
Carr, Peter P. † Chernozhukov, Victor Corsello, Francesco
Carrasco, Marine Chevillon, Guillaume Corsi, Fulvio
Carriero, Andrea Chiarella, Carl † Costantini, Mauro
Carrion-i-Silvestre, Josep Chigira, Hiroaki ? Cotter, John
Casarin, Roberto Chikhi, Mohammed Crato, Nuno
Casini, Alessandro Chiu, Ching-Wai (Jeremy) Cross, Jamie Lee
Cassim, Lucius Chlebus, Marcin Croushore, Dean
Castellanos, Juan Cho, Jin Seo 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 Demos, Antonis Ditzen, Jan
Dahl, Christian Møller De Nard, Gianluca Fabio Djebari, FAYCAL
Da Silva, Sergio Deng, Taosong Doko Tchatoka, Firmin
Daviet, Remi Deo, Rohit S. Dolado, Juan J.
De Gaetano, Davide de Peretti, Christian Doornik, Jurgen A.
del Barrio Castro, Tomas Desboulets, Loann ? Doz, Catherine
Della Marra, Fabio ? Deschamps, Philippe J. Dueker, Michael J. †
Delle Monache, Davide Dhaene, Geert Dufays, Arnaud
Del Negro, Marco Diebold, Francis X. Dufour, Jean-Marie
Demetrescu, Matei Di Iorio, Francesca Dufrenot, Gilles
Demircan, Hamza Diongue, Abdou Ka Dungey, Mardi †
E
Eckert, Florian Elliott, Graham Escanciano, Juan Carlos
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.
F
Fachin, Stefano † Feng, Yuanhua Forni, Mario
Fan, Jianqing Fengler, Matthias R. Foroni, Claudia
Fanelli, Luca Fernandes, Marcelo Franchi, Massimo
Fang, Puyi Fernandez-Villaverde, Jesus Franconi, Alessandro
Fang, Zheng Ferrara, Laurent Francq, Christian
Faria, Goncalo Ferreira Batista Martins, Igor Franses, Philip Hans
Faryna, Oleksandr Ferroni, Filippo Friedrich, Marina
Faust, Jon Feve, Patrick Fries, Sebastien
Favero, Carlo Fiorentini, Gabriele Fry-McKibbin, Renee A.
Feldkircher, Martin Forbes, Catherine Scipione Fuleky, Peter
G
Gadea, Maria Dolores Giannerini, Simone Granger, Clive W. J. †
Galagedera, Don U. A. Giannone, Domenico Grassi, Stefano
Galbraith, John W. Gil-Alana, Luis Alberiko Grivas, Charisios
Galeano, Pedro Giles, David E. A. Groen, Jan J. J.
Galesi, Alessandro Giovannelli, Alessandro Guardabascio, Barbara
Gallo, Giampiero M. Giraitis, Liudas Guay, Alain
Galvao, Ana Beatriz Giulietti, Monica Guerin, Pierre
Gambetti, Luca Goetz, Thomas B Guerron, Pablo A.
Gandali Alikhani, Nadiya Goncalves, Silvia Guggenberger, Patrik
Ganics, Gergely Gonzalez, Andres Guidolin, Massimo
Gao, Jiti Gonzalez, Steven Guillen, Osmani Teixeira de Carvalho
Gao, Zhan Gonzalez-Rivera, Gloria Guo, Hui
Garcia, Rene Gonzalo, Jesus Gupta, Rangan
Garratt, Anthony Gospodinov, Nikolay Gurshev, Oleg
Ghysels, Eric Goulet Coulombe, Philippe
Giacomini, Raffaella Gourieroux, Christian S.
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 Hengge, Martina Hubrich, Kirstin
Han, Chirok Herbst, Edward 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
Kamolthip, Sarun Khismatullina, Marina Kohns, David Eric
Kanaya, Shin Kholodilin, Konstantin Arkadievich Koop, Gary
Kanjamapornkul, Kabin ? 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
L
Labhard, Vincent Leybourne, Stephen Lombardi, Marco Jacopo
Lahiri, Kajal Li, Chenxing Lopez, Claude
Lanne, Markku Li, Dake Lovcha, Yuliya
Lasak, Katarzyna Li, Degui Lu, Ye
Laurent, Sebastien Li, Mengheng Lucas, Andre
Laurini, Marcio Li, Yushu Lucchetti, Riccardo (Jack)
Ledoit, Olivier Liew, Venus Khim-Sen Luciani, Matteo
Lee, Ji Hyung Lilla, Francesca Luetkepohl, Helmut
Lee, Kevin Charles Lima, Luiz Renato Luger, Richard
Lee, Tae Hwy Lin, Yicong Lunde, Asger
Leiva-Leon, Danilo Linde, Jesper Lunsford, Kurt Graden
Lenza, Michele Ling, Shiqing Lupi, Claudio
Leon-Gonzalez, Roberto Linton, Oliver Bruce Lusompa, Amaze
Leschinski, Christian Lippi, Marco Ly, Racine
Lettau, Martin Loaiza Maya, Ruben Albeiro Lyhagen, Johan
M
MacKinnon, James Maynard, Alex S. Mignon, Valerie
Maharaj, Elizabeth Ann Mayoral, Laura Milas, Costas
Maheu, John M. McAleer, Michael † Miller, J. Isaac
Maih, Junior McCabe, Brendan Miller, Stephen M.
Majoni, Blessings McCausland, William Milunovich, George
Maneejuk, Paravee McCloskey, Adam Minford, A. Patrick L.
Marcellino, Massimiliano McCracken, Michael Miranda-Agrippino, Silvia
Marcet, Albert McCrary, Sean Mitchell, James
Marczak, Martyna McElroy, Tucker Sprague Mittnik, Stefan
Margaritella, Luca McIntyre, Stuart 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 Meitz, Mika Morita, Rubens
Matsushita, Raul Yukihiro Mendieta-Munyoz, Ivan Morley, James
Mattera, Raffaele Mertens, Elmar Moussa, Karim
Matthes, Christian Mesters, Geert Mumtaz, Haroon
Maung, Kenwin Miao, Ke Musti, Babagana Mala
Mavroeidis, Sophocles Michankow, Jakub Myohl, Christian
N
Naderi, Esmaeil ? Nelson, Charles R. Nielsen, Morten
Nagakura, Daisuke Netsunajev, Aleksei Nocciola, Luca
Nakajima, Jouchi Ng, Serena Noel, Antoine L.
Narayan, Paresh Kumar Nguyen, Hoang 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 Plagborg-Moller, Mikkel
Paccagnini, Alessia Perron, Benoit Platen, Eckhard
Pagan, Adrian Rodney Perron, Pierre Podolskij, Mark
Pal, Hemendra Pesaran, Mohammad Hashem Poetscher, Benedikt M.
Panagiotidis, Theodore Pesavento, Elena Polivka, Jeannine
Papailias, Fotis Petrella, Ivan Pollock, David Stephen
Papell, David H. Petrova, Katerina Poncela, Pilar
Park, Joon Y. Pettenuzzo, Davide Poon, Aubrey
Parla, Fabio Pfarrhofer, Michael Portier, Franck
Parsaeian, Shahnaz Phillips, Peter C. B. Poskitt, Donald Stephen
Paruolo, Paolo Phiri, Andrew Potiron, Yoann
Patton, Andrew Pierdzioch, Christian Potter, Simon
Paya, Ivan Piersanti, Fabio Massimo Price, Simon Glover
Pedersen, Rasmus Pigato, Paolo Primiceri, Giorgio E.
Pelagatti, Matteo Maria Piger, Jeremy M. Profumo, Fabio
Pelger, Markus Pincheira, Pablo Matias Proietti, Tommaso
Pelletier, Denis Pinter, Gabor Prono, Todd Andrew
Pena, Daniel Piovani, Alessandro Psaradakis, Zacharias
Perez Quiros, Gabriel Pitarakis, Jean-Yves Punder, Ramon De
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, 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 Shahbaz, Muhammad Snyder, Ralph David
Saikkonen, Pentti Juhani Shang, Han Lin Sofianos, Emmanouil
Salisu, Afees Adebare Sharifvaghefi, Mahrad Sola, Martin
Sancibrian, Victor Shephard, Neil Solberger, Martin
Sandoval Paucar, Giovanny Sheppard, Kevin Keith Song, Yong
Sanso, Andreu Shi, Shuping Sorensen, Michael
Santucci de Magistris, Paolo Shi, Zhentao Sosvilla-Rivero, Simon
Sarafidis, Vasilis Shibaev, Sergei Souza, Leonardo Rocha
Sargent, Thomas J. Shimotsu, Katsumi Spagnolo, Fabio
Sarno, Lucio Shin, Minchul Spagnolo, Nicola
Sbrana, Giacomo Shin, Yongcheol Stalla-Bourdillon, Arthur
Scaillet, Olivier Shintani, Mototsugu Startz, Richard
Scalas, Enrico Shiroff, Taylor Staszewska-Bystrova, Anna
Scharth, Marcel Shukur, Ghazi † Stegehuis, Noah Joanne
Schaumburg, Ernst Sibbertsen, Philipp Stengos, Thanasis
Schlicht, Ekkehart Siliverstovs, Boriss Stevanovic, Dalibor
Schorfheide, Frank Silva Lopes, Artur C. B. da Stock, James H.
Schreiber, Sven Silvennoinen, Annastiina Storti, Giuseppe
Schuette, Erik Christian Montes Sinclair, Tara M. Strachan, Rodney W.
Schumacher, Christian Skrobotov, Anton Su, Liangjun
Seleznev, Sergei Slepaczuk, Robert Sucarrat, Genaro
Sensier, Marianne Smalter Hall, Aaron Sul, Donggyu
Sentana, Enrique Smeekes, Stephan Sun, Yixiao
Seo, Myung Hwan Smith, Jeremy Swanson, Norman Rasmus
Seo, Won-Ki Smith, L. Vanessa
Seong, Dakyung Smith, Ronald Patrick
T
Taamouti, Abderrahim Taylor, Robert Tong, Howell
Tabor, Morten Nyboe Telg, Sean Trapani, Lorenzo
Tahir, Abdullah Tenorio, Juan Trenkler, Carsten
Takahashi, Makoto Terasvirta, Timo Troster, Victor
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
Tauchen, George Tkacz, Greg
U
Ullah, Aman Urga, Giovanni
Urbain, Jean-Pierre † Uzeda, Luis
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 Weber, Enzo Winker, Peter
Waggoner, Daniel F. Wehrli, Alexander Wintenberger, Olivier
Wagner, Martin Wenger, Kai ? Wirjanto, Tony S.
Wang, Bingling ? Weron, Rafal Wohar, Mark E.
Wang, Hou West, Kenneth D. Wolf, Christian K.
Wang, Linqi Westerlund, Joakim Wolf, Michael
Wang, Qiying White, Halbert † Wong, Benjamin
Wang, Shixuan Whitehouse, Emily J. Wong, Wing-Keung
Wang, Weining Wickens, Michael R. Wozniak, Michal Jerzy
Wang, Yiru Wilfling, Bernd Wozniak, Tomasz
Warne, Anders Wilms, Ines Wright, Jonathan H.
Watson, Mark W. Windmeijer, Frank Wycherley, Sam
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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