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