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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 Armillotta, Mirko
Addo, Peter Martey Andersen, Torben G. Armstrong, J. Scott †
Adusah-Poku, Frank Anderson, Heather M. Aruoba, S. Boragan
Aguiar-Conraria, Luis Andreasen, Martin Asafo, Shuffield Seyram
Ahamada, Ibrahim ? Andree, Bo Pieter Johannes Asai, Manabu
Ait-Sahalia, Yacine Andrews, Donald W. K. Athanasopoulos, George
Alessi, Lucia Angelini, Francesco Atoi, Ngozi Victor
Allen, David Edmund Angelini, Giovanni Audrino, Francesco
Al-Sadoon, Majid M. Ankargren, Sebastian Avarucci, Marco
Amado, Cristina Ardia, David
Amisano, Gianni Arellano, Manuel
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. Bille, Anna Gloria 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 Cavaliere, Giuseppe Christensen, Bent Jesper
Caggiano, Giovanni Cerqueti, Roy Christensen, Kim
Caiado, Jorge Cerrato, Mario Christiano, Lawrence J.
Callot, Laurent A. F. Challet, Damien Christoffersen, Peter F. †
Calzolari, Giorgio Chambers, Marcus J. Chronopoulos, Ilias
Camacho, Maximo Chan, Felix Chrysikou, Katerina
Camarero, Mariam Chan, Joshua C.C. Chudik, Alexander
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, Chaoyi Clinet, Simon ?
Capolongo, Angela Chen, Jia Conrad, Christian
Caporale, Guglielmo Maria Chen, Pu Cornwall, Gary Joseph
Caporin, Massimiliano Chen, Xiaohong Corradi, Valentina
Carnero, M. Angeles Chevillon, Guillaume Corsello, Francesco
Carr, Peter P. † Chiarella, Carl † Corsi, Fulvio
Carrasco, Marine Chigira, Hiroaki ? Costantini, Mauro
Carriero, Andrea Chikhi, Mohamed Cotter, John
Carrion-i-Silvestre, Josep Chiu, Ching-Wai (Jeremy) Crato, Nuno
Casarin, Roberto Chlebus, Marcin Cross, Jamie Lee
Casini, Alessandro Cho, Jin Seo Croushore, Dean
Cassim, Lucius Choi, Chi-Young Crump, Richard K.
Castellanos, Juan Choi, In Cubadda, Gianluca
Castelnuovo, Efrem Chong, Terence Tai Leung Cubillos-Rocha, Juan Sebastian
Castle, Jennifer L. 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 Deng, Taosong Doornik, Jurgen A.
Daviet, Remi Deo, Rohit S. Doz, Catherine
De Gaetano, Davide de Peretti, Christian Dueker, Michael J. †
del Barrio Castro, Tomas Desboulets, Loann ? Dufays, Arnaud
Della Marra, Fabio ? Deschamps, Philippe J. Dufour, Jean-Marie
Delle Monache, Davide Dhaene, Geert Dufrenot, Gilles
Del Negro, Marco Diebold, Francis X. Dungey, Mardi †
Demetrescu, Matei Di Iorio, Francesca
E
Eckert, Florian Elliott, Graham Escribano, Alvaro
Eichenbaum, Martin Engle, Robert F. III Espasa, Antoni
Eickmeier, Sandra Engsted, Tom Evans, Martin
Eisenstat, Eric Eo, Yunjong Everaert, Gerdie
Eklund, Bruno Ericsson, Neil R.
Eklund, Jana Escanciano, Juan Carlos
F
Fachin, Stefano † Feng, Yuanhua Foroni, Claudia
Fan, Jianqing Fengler, Matthias R. Franchi, Massimo
Fanelli, Luca Fernandes, Marcelo Francq, Christian
Fang, Puyi Fernandez-Villaverde, Jesus Franses, Philip Hans
Fang, Zheng Ferrara, Laurent Friedrich, Marina
Faria, Goncalo Ferroni, Filippo Fries, Sebastien
Faryna, Oleksandr Feve, Patrick Fry-McKibbin, Renee A.
Faust, Jon Fiorentini, Gabriele Fuleky, Peter
Favero, Carlo Forbes, Catherine Scipione
Feldkircher, Martin Forni, Mario
G
Gadea, Maria Dolores Giannerini, Simone Gourieroux, Christian S.
Galagedera, Don U. A. Giannone, Domenico Granger, Clive W. J. †
Galbraith, John W. Gil-Alana, Luis Alberiko Grassi, Stefano
Galeano, Pedro Giles, David E. A. Grivas, Charisios
Galesi, Alessandro Giovannelli, Alessandro Groen, Jan J. J.
Gallo, Giampiero M. Giraitis, Liudas Guardabascio, Barbara
Galvao, Ana Beatriz Giulietti, Monica Guay, Alain
Gambetti, Luca Goetz, Thomas B 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-Rivera, Gloria Guillen, Osmani Teixeira de Carvalho
Garratt, Anthony Gonzalo, Jesus Guo, Hui
Ghysels, Eric Gospodinov, Nikolay Gupta, Rangan
Giacomini, Raffaella 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 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 Li, Chenxing Lopez, Claude
Lahiri, Kajal Li, Dake Lovcha, Yuliya
Lanne, Markku Li, Degui Lu, Ye
Lasak, Katarzyna Li, Mengheng Lucas, Andre
Laurent, Sebastien Li, Yushu Lucchetti, Riccardo (Jack)
Laurini, Marcio Liew, Venus Khim-Sen Luciani, Matteo
Ledoit, Olivier 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
Leybourne, Stephen Lombardi, Marco Jacopo
M
MacKinnon, James Maynard, Alex S. 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.
Majoni, Blessings McCausland, William Miranda-Agrippino, Silvia
Marcellino, Massimiliano McCracken, Michael Mitchell, James
Marcet, Albert McElroy, Tucker Sprague Mittnik, Stefan
Marczak, Martyna McIntyre, Stuart Montanes, Antonio
Margaritella, Luca Meddahi, Nour Monti, Francesca
Mark, Nelson C. Medeiros, Marcelo C. Moon, Hyungsik Roger
Marsh, Patrick Medel, Carlos A. Mora, Aaron
Martin, Gael Margaret Meenagh, David Morana, Claudio
Masih, Abul Mansur M. Meitz, Mika Morita, Rubens
Matheson, Troy D Mertens, Elmar Morley, James
Mattera, Raffaele Mesters, Geert Mugrabi, Farah Daniela
Matthes, Christian Michankow, Jakub Mumtaz, Haroon
Maung, Kenwin Mignon, Valerie Musti, Babagana Mala
Mavroeidis, Sophocles Milas, Costas Myohl, Christian
N
Naderi, Esmaeil Neely, Christopher J. Nielsen, Bent
Nagakura, Daisuke Nelson, Charles R. Nielsen, Morten
Nakajima, Jouchi Netsunajev, Aleksei Nocciola, Luca
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
Paap, Richard Perron, Benoit Platen, Eckhard
Paccagnini, Alessia Perron, Pierre Podolskij, Mark
Pagan, Adrian Rodney 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
Perone, Gaetano Plagborg-Moller, Mikkel
Q
Qu, Zhongjun Quoreshi, Shahiduzzaman
R
Radchenko, Stanislav I. Reichlin, Lucrezia Rossi, Eduardo
Rahbek, Anders Renault, Eric Michel Rossini, Luca
Rao, B. Bhaskara † Ricco, Giovanni Rothfelder, Mario Philipp
Rasche, Robert H. † Roa Rozo, Julian Royer, Julien
Rault, Christophe Rodrigues, Artur Brasil Fialho Rua, Antonio
Ravazzolo, Francesco Rodrigues, Paulo M. M. Rubio-Ramirez, Juan F
Read, Matthew Rodriguez, Gabriel Ruiz, Esther
Reed, W. Robert Rombouts, Jeroen Vk
Rehman, Atiq Rossi, Barbara
S
Saikkonen, Pentti Juhani ? Shahbaz, Muhammad Snyder, Ralph David
Salisu, Afees Adebare Shang, Han Lin Soccorsi, Stefano
Sancibrian, Victor Sharifvaghefi, Mahrad Sola, Martin
Sandoval Paucar, Giovanny Shephard, Neil Solberger, Martin
Sanso, Andreu Sheppard, Kevin Keith Song, Yong
Sarafidis, Vasilis Shi, Shuping Sorensen, Michael
Sargent, Thomas J. Shi, Zhentao Sosvilla-Rivero, Simon
Sarno, Lucio Shibaev, Sergei S. Souza, Leonardo Rocha
Sbrana, Giacomo Shimotsu, Katsumi Spagnolo, Fabio
Scaillet, Olivier Shin, Minchul Spagnolo, Nicola
Scalas, Enrico Shin, Yongcheol Stalla-Bourdillon, Arthur
Scharth, Marcel Shintani, Mototsugu Startz, Richard
Schaumburg, Ernst Shukur, Ghazi † Staszewska-Bystrova, Anna
Schlicht, Ekkehart Sibbertsen, Philipp Stengos, Thanasis
Schorfheide, Frank Siliverstovs, Boriss Stevanovic, Dalibor
Schreiber, Sven Silva Lopes, Artur C. B. da Stock, James H.
Schuette, Erik Christian Montes Silvennoinen, Annastiina Storti, Giuseppe
Schumacher, Christian Sinclair, Tara M. Strachan, Rodney W.
Seleznev, Sergei Skrobotov, Anton Su, Liangjun
Sensier, Marianne Slepaczuk, Robert Sucarrat, Genaro
Sentana, Enrique Smalter Hall, Aaron Sul, Donggyu
Seo, Myung Hwan Smeekes, Stephan Sun, Yixiao
Seo, Won-Ki Smith, Jeremy Swanson, Norman Rasmus
Seong, Dakyung Smith, L. Vanessa
Shabalina, Ekaterina 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 Yazgan, Ege
Yamagata, Takashi Yao, Wenying Yu, Jun
Yamamoto, Yohei Yaya, Olaoluwa Simon Yu, Xuewen
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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