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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 Amba, Marius Claude OYON Anyfantaki, Sofia
Adediran, Idris A. Amiri, Ashkan ? Ardia, David
Aguiar-Conraria, Luís Amisano, Gianni Arellano, Manuel
Ahrens, Achim Anatolyev, Stanislav Armstrong, J. Scott
Ait-Sahalia, Yacine Andersen, Torben G. Artiach, Miguel
Akpa, Emeka Okoro Anderson, Heather M. ? Asafo, Shuffield Seyram
Alessi, Lucia Andreasen, Martin Møller Asai, Manabu
Allen, David Edmund Andrews, Donald W. K. Ashley, Richard
Almeida, Rui Jorge Angelini, Giovanni Athanasopoulos, George ?
Al-Sadoon, Majid M. Ankargren, Sebastian Audrino, Francesco
Amado, Cristina Antolin-Diaz, Juan Ayala, Astrid Loretta
B
Baharumshah, Ahmad Zubaidi Bensalma, Ahmed Boubaker, Heni
Bai, Jushan Ben Taieb, Souhaib Boufateh, Talel
Baltagi, Badi H. Berenguer-Rico, Vanessa Boussaha, Nadia
Banbura, Marta Bernstein, David Harry Boutahar, Mohamed
Banerjee, Anindya Beyeler, Simon Braione, Manuela
Banulescu-Radu, Denisa Bialowolski, Piotr Brännäs, Kurt
Barigozzi, Matteo Billé, Anna Gloria Braun, Robin
Barndorff-Nielsen, Ole E. Billio, Monica Breitung, Jörg
Barsoum, Fady Binning, Andrew Brownlees, Christian T.
Baruník, Jozef Blasques, Francisco A. A. Bruder, Stefan
Basher, Syed Abul Blazsek, Szabolcs Brüggemann, Ralf
Bauer, Dietmar Bognanni, Mark Bruns, Martin
Baum, Christopher F Boivin, Jean Bucci, Andrea
Baumeister, Christiane Bollerslev, Tim Bun, Maurice
Bauwens, Luc Bos, Charles S. Busetti, Fabio
Bekiros, Stelios Boswijk, H. Peter
C
Cabana Garceran del Vall, Elisa Cerqueti, Roy Choudhury, Homagni ?
Caiado, Jorge Cerrato, Mario Chowdhury, Rosen Azad
Caivano, Michele Ceylan, Ozcan Christensen, Bent Jesper
Calhoun, Gray Chambers, Marcus J. Christensen, Kim
Callot, Laurent A. F. Chan, Felix Christiano, Lawrence J.
Calzolari, Giorgio Chan, Joshua C.C. Christoffersen, Peter F.
Camacho, Maximo Chang, Chia-Lin Chudik, Alexander
Camarero, Mariam Chang, Yoosoon Chuffart, Thomas
Canarella, Giorgio Chausse, Pierre Cipollini, Fabrizio
Candelon, Bertrand ? Chauvet, Marcelle ? Clark, Todd
Canova, Fabio Chen, Jia Clements, Adam
Capasso, Marco Chen, Liang Clements, Michael Peter
Caporale, Guglielmo Maria Chen, Pu Clinet, Simon
Caporin, Massimiliano Chen, Wei Conrad, Christian
Carlomagno, Guillermo Chen, Xiaohong Cook, Thomas R.
Carnero, M. Angeles Chernis, Tony Corona, Francisco
Carnow, Warren Chevillon, Guillaume Corradi, Valentina
Carrasco, Marine Chiarella, Carl Corsello, Francesco
Carriero, Andrea Chigira, Hiroaki ? Corsi, Fulvio
Carrion-i-Silvestre, Josep Lluís Chiu, Ching-Wai (Jeremy) Costantini, Mauro
Casarin, Roberto Chlebus, Marcin Cotter, John
Cassim, Lucius Cho, Jin Seo Crato, Nuno
Castle, Jennifer L. Choi, Chi-Young Crisóstomo, Ricardo
Catani, Paul Sebastian Choi, In Croushore, Dean
Catania, Leopoldo Choi, Jinho Crowley, Patrick Matthew
Cavaliere, Giuseppe Chong, Terence Tai Leung Cubadda, Gianluca ?
Cech, Frantisek Chortareas, Georgios Cubillos-Rocha, Juan Sebastian
D
D'Agostino, Antonello Demos, Antonis Donayre, Luiggi
Dahl, Christian Møller Deo, Rohit S. Doornik, Jurgen A.
Da Silva, Sergio de Peretti, Christian Doz, Catherine
Daviet, Remi Desboulets, Loann Duarte, Pablo
de Carvalho, Miguel Deschamps, Philippe J. Dubois, David
Dechert, Andreas ? De Vos, Ignace Dueker, Michael J.
De Gaetano, Davide Dhaene, Geert Dufays, Arnaud
del Barrio Castro, Tomás Diaf, Sami Dufour, Jean-Marie
Della Marra, Fabio Diebold, Francis X. Dufrénot, Gilles
Delle Monache, Davide Di Iorio, Francesca Dumitru, Ana-Maria H.
Del Negro, Marco Di Lascio, F. Marta L. Dungey, Mardi
Demetrescu, Matei Dolado, Juan J. Durmaz, Nazif
Demiralay, Sercan Dominicy, Yves Dziubinski, Matt P.
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 Elvstrøm Ericsson, Neil R. Exterkate, Peter
F
Fachin, Stefano Fernandes, Marcelo Franchi, Massimo
Fanelli, Luca Fernandez-Villaverde, Jesus Francq, Christian ?
Fang, Zheng Ferrara, Laurent Franses, Philip Hans
Faryna, Oleksandr Fève, Patrick Freyaldenhoven, Simon
Favero, Carlo Fiorentini, Gabriele Fries, Sebastien
Feldkircher, Martin Forbes, Catherine Scipione Fry-McKibbin, Renee A.
Feng, Guanhao Forni, Mario Fuleky, Peter
Feng, Yuanhua Foroni, Claudia
Fengler, Matthias R. Fosten, Jack
G
Gadea, María Dolores Giannone, Domenico Grant, Angelia L.
Galagedera, Don U. A. Gibbs, Christopher G. Grassi, Stefano
Galbraith, John W. Gil-Alana, Luis Alberiko Griveau-Billion, Théophile
Galeano, Pedro Giles, David E. A. Groen, Jan J. J.
Gallo, Giampiero M. Giovannelli, Alessandro Guardabascio, Barbara
Galvão, Ana Beatriz Giraitis, Liudas Guay, Alain
Gambetti, Luca Goncalves, Silvia Guegan, Dominique Madeleine
Gandali Alikhani, Nadiya Gonzalez, Andres Guérin, Pierre
Ganics, Gergely Gonzalez, Steven Guerron, Pablo A.
Gao, Jiti Gonzalez Belmonte, Miguel Angel Guggenberger, Patrik
Garcia, René Gonzalez-Rivera, Gloria Guidolin, Massimo
Garratt, Anthony Gonzalo, Jesus ? Guillén, Osmani Teixeira de Carvalho
Geraci, Marco Valerio Gospodinov, Nikolay Guo, Hui
Ghouse, Ghulam Götz, Thomas Gupta, Abhimanyu
Ghysels, Eric Gourieroux, Christian S. Gupta, Abhishek
Giacomini, Raffaella Granger, Clive W. J. Gupta, Rangan
H
Habimana, Olivier ? Harvey, Andrew C. Hjalmarsson, Erik
Hafner, Christian Matthias Harvey, David I. Hlouskova, Jaroslava
Halbleib, Roxana Hautsch, Nikolaus Hmida, Salma
Haldrup, Niels Hayakawa, Kazuhiko Horvath, Lajos
Hallam, Mark Hecq, Alain Hsiao, Cheng
Hallin, Marc Heekeren, Hauke R. ? Hsiao, Cody Yu-Ling
Hamidi Sahneh, Mehdi Heinemann, Alexander Huang, Zhuo
Hamilton, James Hendry, David F. Huber, Florian
Han, Chirok Hennani, Rachida Hubrich, Kirstin
Hansen, Lars Peter Herbst, Edward Hurn, Stan
Hansen, Peter Reinhard Hernandez, Juan R. Hurvich, Clifford M.
Hanus, Lubos Hillebrand, Eric Hwang, Jungbin
Härdle, Wolfgang Karl Hinich, Melvin J. Hyndman, Rob J
Hartl, Tobias Hizmeri, Rodrigo
I
Iglesias, Emma M. Iqbal, Javed
Inoue, Atsushi Issler, João Victor
J
Jackson, Laura Jansson, Michael Jochmans, Koen
Jackson Young, Laura Jarociński, Marek Johansen, Soren
Jacobs, Jan Jensen, Mark J. Jönsson, Kristian
Jacquier, Antoine Jin, Sainan Juodis, Artūras
Jánský, Ivo Jochmann, Markus Juselius, Katarina
K
Kanaya, Shin Khrapov, Stanislav Korobilis, Dimitris
Kanazawa, Nobuyuki Kilian, Lutz Kourouyiannis, Constantinos
Kanjamapornkul, Kabin Kim, Chang-Jin Kourtellos, Andros
Kao, Chihwa Kim, Hyeongwoo Krehlik, Tomas
Kapetanios, George Kim, Jae Hoon Kripfganz, Sebastian
Karaman Örsal, Deniz Dilan Kim, Jaeho Kristensen, Dennis
Karanasos, Menelaos Kim, Minjoo Kristensen, Johannes Tang
Karapanagiotidis, Paul Kim, Tae Bong Krištoufek, Ladislav
Karavias, Yiannis Kim, Tae-Hwan Kruiniger, Hugo
Karlsson, Sune King, Maxwell Leslie Kruse, Robinson
Kascha, Christian Jonathan Kleibergen, Frank Krustev, Georgi
Kastner, Gregor Kobayashi, Masahito Kunst, Robert M.
Kejriwal, Mohitosh Kociecki, Andrzej Kurennoy, Alexey S. ?
Khalaf, Lynda Kock, Anders Bredahl Kurozumi, Eiji
Khalfaoui, Rabeh Kohonen, Anssi Kyriacou, Maria
Kheifets, Igor Koop, Gary
Kholodilin, Konstantin Arkadievich Koopman, Siem Jan
L
Labhard, Vincent Lewis, Daniel John Liqokeli, Akaki
Lahiri, Kajal Leybourne, Stephen Liu, Jia
Lanne, Markku Li, Changshuai Sr. Liu, Lily Y.
Laurent, Sébastien Li, Degui Lombardi, Marco Jacopo
Laurini, Márcio Li, Kunpeng Lopez, Claude
Ledesma, Alan Li, Mengheng Lovcha, Yuliya
Ledoit, Olivier Li, Yong Sr. Lu, Lina
Lee, Ji Hyung Li, Yushu Lucas, Andre
Lee, Kevin Charles Liang, Zhongwen Lucchetti, Riccardo (Jack)
Lee, Nayoung Liao, Yin ? Luciani, Matteo
Lee, Tae Hwy Liao, Zhipeng Luger, Richard
Legrand, Romain Liew, Venus Khim-Sen Lunde, Asger
Leiva-Leon, Danilo Lima, Luiz Renato Lunsford, Kurt Graden
Lemus, Antonio Lindé, Jesper Lupi, Claudio
Lenza, Michele Ling, Shiqing Lütkepohl, Helmut
Leon-Gonzalez, Roberto Linton, Oliver Bruce Lyhagen, Johan
Leschinski, Christian Lippi, Marco
M
Ma, Sai Mayoral, Laura Mikkelsen, Jakob Guldbæk
MacKinnon, James McAleer, Michael Miller, J. Isaac
Maharaj, Elizabeth Ann McCabe, Brendan Miller, Stephen M.
Maheu, John M. McCausland, William Milunovich, George
Maih, Junior McCloskey, Adam Minford, A. Patrick L.
Malik, Muhammad Irfan McCracken, Michael Miranda-Agrippino, Silvia
Marcellino, Massimiliano McDonough, Ian K. Mitchell, James
Marcet, Albert McElroy, Tucker Sprague Mkhatrishvili, Shalva
Marczak, Martyna Meddahi, Nour Montañés, Antonio
Margaritella, Luca Medeiros, Marcelo C. Monti, Francesca
Mark, Nelson C. Medel, Carlos A. Moon, Hyungsik Roger
Marsh, Patrick Meenagh, David Morana, Claudio
Martin, Gael Margaret Meitz, Mika Morley, James
Masih, Abul Mansur M. Mertens, Elmar Motegi, Kaiji
Masten, Igor Mesters, Geert Mukhoti, Sujay
Matheson, Troy D Mignon, Valérie Mumtaz, Haroon
N
Naderi, Esmaeil Nelson, Charles R. Noda, Akihiko
Nagakura, Daisuke Netšunajev, Aleksei Noriega, Antonio E.
Nakajima, Jouchi Ng, Serena Noureldin, Diaa
Nan, Fany Nielsen, Bent Nurbekyan, Armen
Narayan, Paresh Kumar Nielsen, Morten Ørregaard Nyberg, Henri
Nason, James M. Nieto Castro, Adrian Sr. Nyholm, Juho Tuomas
Neely, Christopher J. Nispi Landi, Valerio
O
Ogaki, Masao Omori, Yasuhiro Otero, Jesus
Ogbonna, Ahamuefula Ephraim Ooms, Marius Otranto, Edoardo
Okui, Ryo Ord, Keith Owyang, Michael T.
Olson, Eric Osborn, Denise Oxley, Les
Omay, Tolga Österholm, Pär Ozturk, Sait R.
P
Pagan, Adrian Rodney Perez-Laborda, Alejandro Platen, Eckhard
Palm, Franz C. Perez Quiros, Gabriel Podolskij, Mark
Panagiotidis, Theodore Perricone, Chiara Poghosyan, Karen
Papadopoulos, Georgios Perron, Benoit Pollock, David Stephen
Papailias, Fotis Perron, Pierre Poncela, Pilar
Papell, David H. Pesaran, M Hashem Poskitt, Donald Stephen
Park, Joon Y. Pesavento, Elena Potiron, Yoann
Paruolo, Paolo Petrella, Ivan Pötscher, Benedikt M
Pascoal, Rui Petronevich, Anna V. Potter, Simon
Patton, Andrew Pettenuzzo, Davide Price, Simon Glover
Paya, Ivan Phillips, Peter C. B. Primiceri, Giorgio E.
Pedersen, Rasmus Søndergaard Phiri, Andrew Proietti, Tommaso
Pelagatti, Matteo Maria Pierdzioch, Christian Prono, Todd Andrew
Peña, Daniel Piger, Jeremy M. Psaradakis, Zacharias
Peng, Bin Pinter, Gabor
Peng, Huaming Pitarakis, Jean-Yves
Q
Qu, Zhongjun Quineche, Ricardo
Quaedvlieg, Rogier Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rodríguez Caballero, Carlos Vladimir
Rahbek, Anders Reif, Magnus Rodriguez Zamora, Carolina
Rao, B. Bhaskara Renault, Eric Michel Röhe, Oke
Rasche, Robert H. Rho, Seunghwa Rombouts, Jeroen Vk
Rault, Christophe Ricco, Giovanni Rossi, Barbara
Ravazzolo, Francesco Ristig, Alexander Rossi, Eduardo ?
Reed, W. Robert Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Rehman, Atiq Rodríguez, Gabriel Ruiz, Esther
S
Saikkonen, Pentti Sheppard, Kevin Keith Song, Song
Sanhaji, Bilel Shi, Shuping Song, Yong
Sansó, Andreu Shibaev, Sergei S. Sopov, Boril
Santucci de Magistris, Paolo Shimotsu, Katsumi Sopromadze, Tamta
Sargent, Thomas J. Shin, Minchul Soques, Daniel
Sarno, Lucio Shin, Yongcheol Sørensen, Michael
Scaillet, Olivier Shintani, Mototsugu Sosvilla-Rivero, Simon
Scalas, Enrico Shukur, Ghazi Souza, Leonardo Rocha
Scharth, Marcel Sibbertsen, Philipp Spagnolo, Fabio
Schaumburg, Ernst Siliverstovs, Boriss Startz, Richard
Schienle, Melanie Silva Lopes, Artur C. B. da Staszewska-Bystrova, Anna
Schlaak, Thore Silvennoinen, Annastiina Stengos, Thanasis
Schlicht, Ekkehart Skoczylas, Tomasz Stevens, Arnoud
Schorfheide, Frank Skrobotov, Anton Stock, James H.
Schreiber, Sven Smalter Hall, Aaron Storti, Giuseppe
Schumacher, Christian Smeekes, Stephan Strachan, Rodney W.
Sen, Jaydip Smith, Jeremy Su, Liangjun
Sensier, Marianne Smith, L. Vanessa Sucarrat, Genaro
Sensoy, Ahmet Smith, Matthew E. Sul, Donggyu
Sentana, Enrique Smith, Ronald Patrick Sun, Yixiao
Seo, Myung Hwan Snyder, Ralph David Sutton, Maxwell
Setiawan, Kusdhianto Soccorsi, Stefano Swanson, Norman Rasmus
Shamsi, Azam Sohn, Alexander Szafranek, Karol Michał
Shen, Xiangjin Sola, Martin
Shephard, Neil Solberger, Martin
T
Tabor, Morten Nyboe Taylor, Robert Tkacz, Greg
Tahir, Abdullah Telg, Sean Tomczyk, Jakub
Talagala, Priyanga Dilini Teräsvirta, Timo Trapani, Lorenzo
Tamanyu, Yoichiro Theodoridis, Konstantinos Trenkler, Carsten
Tamarit, Cecilio Thomakos, Dimitrios D. ? Trypsteen, Steven Jan Godfried
Tan, Fei Thornton, Daniel L Tschernig, Rolf
Tao, Yubo Thornton, Michael Alan Tuzcuoglu, Kerem
Tauchen, George Tian, Jing Tzavalis, Elias
Taufemback, Cleiton Guollo Timmermann, Allan
U
Uniejewski, Bartosz Urga, Giovanni
Urbain, Jean-Pierre Uzeda, Luis
V
Vacha, Lukas Vardanyan, Erik Ventosa-Santaulària, Daniel
Vahey, Shaun P. Vardanyan, Erik Vigfusson, Robert John
Vahid, Farshid Vavra, Marian Villani, Mattias
Valls Pereira, Pedro L. Veiga, Helena Voev, Valeri
Vander Elst, Harry Velasco, Carlos Vogelsang, Timothy
van Dijk, Dick Veliyev, Bezirgen Voudouris, Vlasios ?
van Dijk, Herman K. Venditti, Fabrizio
W
Waggoner, Daniel F. Wei, Wei Wilms, Ines
Wagner, Martin Weigand, Roland Windmeijer, Frank
Walther, Thomas Wenger, Kai Winker, Peter
Wang, Gang-Jin Weron, Rafał Wintenberger, Olivier ?
Wang, Peng West, Kenneth D. Wirjanto, Tony S.
Wang, Qiying Westerlund, Joakim Wohar, Mark E.
Wang, Shixuan White, Halbert Wolf, Michael
Wang, Xiaohu Whitehouse, Emily J. Wong, Benjamin
Wang, Xuexin Wickens, Michael R. Wong, Wing-Keung
Warne, Anders Wied, Dominik Woźniak, Tomasz
Watson, Mark W. Wilfling, Bernd Wright, Jonathan H.
Weber, Enzo Willert, Juliane Wursten, Jesse
X
Xiao, Zhijie Xu, Dinghai
Xiu, Dacheng Xu, Yongdeng
Y
Yabu, Tomoyoshi Yang, Fuyu Yaya, Olaoluwa Simon
Yamagata, Takashi Yang, Jingjing Yazgan, Ege
Yamamoto, Yohei Yang, Yukai Yu, Jun
Yanagi, Takahide Yao, Wenying
Z
Zakoian, Jean-Michel Zhao, Yang Zhu, Ke
Zanetti Chini, Emilio Zhenzhen, Zhu Zoerner, Thomas O.
Zha, Tao Zhou, Hao Zu, Yang
Zhang, Xibin Zhou, Qiankun
Ł
Łasak, Katarzyna
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