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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 2016

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 7296 institutions with 48711 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 1129 authors affiliated with 1309 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

1.9712316.94
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.78572.69
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.25715.12
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.48461.39
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.07471.71
5Singapore Management University

Singapore, Singapore

7.43375.67
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.46502.48
---School of Economics, Singapore Management University

Singapore, Singapore

8.88305.66
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.3691.04
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.96551.85
9Department of Economics, University of Southern California

Los Angeles, California (USA)

10.51421.21
10Monash Business School, Monash University

Melbourne, Australia

10.61349.81
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

10.6289.81
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.57432.09
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.7930.47
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.46381.65
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.82190.4
14Department of Economics, University of Washington

Seattle, Washington (USA)

17.9201.61
15Økonomisk Institut, Københavns Universitet

København, Denmark

19.56684.03
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.12732.09
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

20.88170.84
17Department of Economics, Oxford University

Oxford, United Kingdom

21.011703.59
18European Central Bank

Frankfurt am Main, Germany

21.111807.19
19Economics Division, University of Southampton

Southampton, United Kingdom

21.6372.37
20Essex Business School, University of Essex

Colchester, United Kingdom

22.64212.49
21Department of Economics and Related Studies, University of York

York, United Kingdom

22.85843.28
22Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

23.76360.65
23Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.02540.37
24Business School, University of Auckland

Auckland, New Zealand

30.06230.35
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

31.96180.29
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.9491.2
26Tinbergen Instituut

Amsterdam, Netherlands

36.391382.73
27Brookings Institution

Washington, District of Columbia (USA)

38.17310.2
28Federal Reserve Bank of New York

New York City, New York (USA)

38.51832.21
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.13230.91
30Economics Department, Queen's University

Kingston, Canada

39.41561.75
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

39.5120.2
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.61503.89
32Department of Economics, New York University (NYU)

New York City, New York (USA)

39.95540.63
33Department of Economics, Northwestern University

Evanston, Illinois (USA)

40.45380.36
34Department of Economics, Indiana University

Bloomington, Indiana (USA)

41.44291.33
35Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

42.14261
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.36602.62
37Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

45.67462.82
38Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

46.16833.76
39Centre de Recherche en Économie et Statistique (CREST)

France

47.44892.58
40Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

49.19440.48
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

49.19170.48
41Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

50.221004.18
42Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

51.12531.04
43Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

51.23630.49
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

51.68361.66
44Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

53.831554.13
45Economics Department, Yale University

New Haven, Connecticut (USA)

54.96480.51
46Economics Department, University of Strathclyde

Glasgow, United Kingdom

55.19321.63
47Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

57.11591.28
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

57.34530.66
49School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.27442.46
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

59.71471.2
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

61.350.58
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

61.67631.17
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

63.68242.56
50Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

65.55231.97
51Department of Economics, European University Institute

Firenze, Italy

66.05360.72
52Department of Economics, University College London (UCL)

London, United Kingdom

68.17751.32
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

69.72281.63
54Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

72.1983.1
---Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

73.79143.23
55Helsinki Center for Economic Research (HECER)

Helsinki, Finland

73.85201.38
56Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

74.36162.73
57Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

74.51110.11
58Department of Economics, University of California-Riverside

Riverside, California (USA)

74.74251.38
---Department of Economics, London Business School (LBS)

London, United Kingdom

75.27120.34
59London Business School (LBS)

London, United Kingdom

75.27320.34
60Department of Economics, Ohio State University

Columbus, Ohio (USA)

76.51361.9
61Department of Economics, University of Warwick

Coventry, United Kingdom

76.67741.61
62Handelshögskolan, Örebro Universitet

Örebro, Sweden

77.4130.97
63National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

81.184920.21
64Department of Economics, McGill University

Montréal, Canada

81.38350.74
65Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

82.761093.72
66Warwick Business School, University of Warwick

Coventry, United Kingdom

83.3242.54
67Bank of Canada

Ottawa, Canada

84.751153.15
68Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.36630.84
69Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

86.65460.13
70Business School, University of Technology Sydney

Sydney, Australia

86.96801.71
71Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna

Bologna, Italy

87.64223.39
72Department of Economics, Korea University

Seoul, South Korea

88.58251.31
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

89.751530.48
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

91.45223.05
74SKEMA Business School

Lille, France

92.6690.7
75Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

95.13340.5
76International Monetary Fund (IMF)

Washington, District of Columbia (USA)

95.453823.35
77Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

97.0190.87
78Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

97.75180.74
79Economics Department, University of Essex

Colchester, United Kingdom

101.84452.09
80Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

102.4663.69
81Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

103.07280.38
82Department of Economics, University of Birmingham

Birmingham, United Kingdom

104.88351.63
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

104.91291.09
83School of Economics, University of Nottingham

Nottingham, United Kingdom

106.12901.77
84Ekonomihögskolan, Lunds Universitet

Lund, Sweden

106.24921.16
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

106.24651.16
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

106.33873.03
85Department of Economics, Emory University

Atlanta, Georgia (USA)

106.73191.01
86School of Business and Economics, Maastricht University

Maastricht, Netherlands

109.2942.6
87Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

109.4421.53
88Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

109.93983.22
89College of Economics, Sogang University

Seoul, South Korea

110.52230.94
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

111.85251.4
90Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

113.31380.54
91Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

113.51200.58
92William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

114.56120.23
93Toulouse School of Economics (TSE)

Toulouse, France

115.421661.09
94Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

115.64232.2
95Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

116.08380.88
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

116.41593.19
96Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

117.18230.52
97Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

119.17351.56
98Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

119.53591.72
99Athens University of Economics and Business (AUEB)

Athens, Greece

119.88742.74
100Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

120.231702.72
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

120.23722.72
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

121.68942.91
101Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

121.681112.91
102Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

121.87260.59
103Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

122.03181.87
104London School of Economics (LSE)

London, United Kingdom

122.72871.75
105Department of Economics, University of Houston

Houston, Texas (USA)

123.29200.92
106Department of Economics, George Washington University

Washington, District of Columbia (USA)

123.4662.9
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

123.9880.75
107Rotman School of Management, University of Toronto

Toronto, Canada

123.98390.75
108School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

125.06581.14
109Sveriges Riksbank

Stockholm, Sweden

125.11401.72
---Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

126.17440.74
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

126.34170.42
110Department of Economics, University of Toronto

Toronto, Canada

128.57621.05
111Department of Quantitative Finance, National Tsing Hua University

Hsin-Chu, Taiwan

129.98120.58
112Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

131.69440.49
113Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

135.52100.29
114Bank of England

London, United Kingdom

137.071705.21
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

138.53420.44
116Deutsche Bundesbank

Frankfurt, Germany

138.97962.25
117Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

139.35180.45
118Henley Business School, University of Reading

Reading, United Kingdom

140.14290.35
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

140.14120.35
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

140.561.79
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

140.5361.44
119Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

141.28100.83
120Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

146.59300.6
121Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

147.91661.6
122Economics Department, Brown University

Providence, Rhode Island (USA)

148.15590.97
123Cass Business School, City University

London, United Kingdom

149.59360.75
124Management School, University of Liverpool

Liverpool, United Kingdom

151.67261.78
125Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

154.47310.33
126Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

155.54430.26
127Management School, Lancaster University

Lancaster, United Kingdom

155.85561.7
128DeGroote School of Business, McMaster University

Hamilton, Canada

156.1182.2
129Business School, Deakin University

Melbourne, Australia

156.97561.98
130Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

157.98201.52
---Department of Economics, Finance and Legal Studies, Culverhouse College of Commerce & Business Administration, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

157.98151.52

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.68
2Robert F. Engle III

Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.2
3Clive W. J. Granger †

4.56
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

4.89
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

6
6M Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

8.65
7Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

8.74
8Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

8.91
9Marc Nerlove

Department of Agricultural and Resource Economics, University of Maryland, College Park, Maryland (USA)

12.15
10Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

12.94
11James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

13.72
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

15.03
13Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

15.89
14Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

16.76
15Timo Teräsvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

17.34
16Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

17.35
17Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

17.91
18Helmut Lütkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

18.27
19Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

19.62
20Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

20.21
21Christopher Sims

Department of Economics, Princeton University, Princeton, New Jersey (USA)

20.42
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

20.56
23Pentti Saikkonen

Helsinki Center for Economic Research (HECER), Helsinki, Finland

21.84
24Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

22.01
25George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

22.03
26Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

22.23
27Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

25.24
28Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

25.5
29Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

27.57
30Halbert White †

27.58
31Torben G. Andersen

Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston, Illinois (USA)

28.3
32Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

28.41
33Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

32.78
34Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

33.11
35Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics, University of Melbourne, Melbourne, Australia

34.87
36Siem Jan Koopman

Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

36.06
37Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

37.1
38Manuel Arellano

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

39.94
39Lutz Kilian

Economics Department, University of Michigan, Ann Arbor, Michigan (USA)

41.35
40Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

41.77
41James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

41.81
42Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

43
43Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

44.53
44Bruce E. Hansen

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

47.1
45Yakov Amihud

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)

48
46Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom

48.99
47Luc Bauwens

SKEMA Business School, Lille, France

50.22
48Richard T. Baillie

Economics Department, Michigan State University, East Lansing, Michigan (USA)
School of Economics and Finance, Queen Mary University of London, London, United Kingdom

50.67
49Hal Ronald Varian

Department of Economics, University of California-Berkeley, Berkeley, California (USA)

51.82
50Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

53.64
51Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

54
52Sune Karlsson

Handelshögskolan, Örebro Universitet, Örebro, Sweden

57.69
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

58.09
54Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

58.93
55Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

60.74
56Peter Reinhard Hansen

Department of Economics, European University Institute, Firenze, Italy

60.93
57Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

61.93
58Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

62.61
59Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

63.72
60Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

64.39
61Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), France

64.62
62Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

64.78
63Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

65.34
64Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

67.62
65Christopher F Baum

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

67.77
66Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

68.03
67Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

70.98
68Eric Ghysels

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

72.69
69Kenneth Frank Wallis

Department of Economics, University of Warwick, Coventry, United Kingdom

72.71
70A. Ronald Gallant

Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)

73.35
71Giuseppe Cavaliere

Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy

75.25
72Roberto S. Mariano

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)
School of Economics, Singapore Management University, Singapore, Singapore

75.96
73Stephen Roy Bond

Institute for Fiscal Studies (IFS), London, United Kingdom

76.05
74Robert De Jong

Department of Economics, Ohio State University, Columbus, Ohio (USA)

76.55
75Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

76.79
76Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

79.27
77Jean-Pierre Urbain †

79.67
78James MacKinnon

Economics Department, Queen's University, Kingston, Canada

80.43
79Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

80.73
80In Choi

College of Economics, Sogang University, Seoul, South Korea

81.4
81Martin Eichenbaum

Department of Economics, Northwestern University, Evanston, Illinois (USA)

81.76
82Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

81.89
83Frank Kleibergen

Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam, Netherlands

81.98
84Domenico Giannone

Research and Statistics Group, Federal Reserve Bank of New York, New York City, New York (USA)

83.58
85Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

83.86
86Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

85.05
87Anindya Banerjee

Department of Economics, University of Birmingham, Birmingham, United Kingdom

86.66
88Philip Hans Franses

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

86.69
89Hyungsik Roger Moon

Department of Economics, University of Southern California, Los Angeles, California (USA)

87.45
90Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

87.78
91Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

88.28
92Neil R. Ericsson

Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington, District of Columbia (USA)

88.37
93Werner Ploberger

Department of Economics, Washington University in St. Louis, St. Louis, Missouri (USA)

91.08
94Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

91.42
95Dick van Dijk

Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

92.91
96Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

93.1
97Michael Peter Clements

ICMA Centre for Financial Markets, Henley Business School, University of Reading, Reading, United Kingdom

93.65
98Markku Lanne

Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto, Helsinki, Finland

95.86
99Mario Forni

Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy

96.02
100Christian Francq

Centre de Recherche en Économie et Statistique (CREST), France

96.51
101James Durbin †

99.47
102Esther Ruiz

Departamento de Estadistica, Universidad Carlos III de Madrid, Madrid, Spain

100.45
103Jörg Breitung

Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany

100.77
104Aman Ullah

Department of Economics, University of California-Riverside, Riverside, California (USA)

101.53
105Herman K. van Dijk

Tinbergen Instituut, Amsterdam, Netherlands

102.11
106Zacharias Psaradakis

Department of Economics, Mathematics and Statistics, Birkbeck College, London, United Kingdom

104.98
107John M. Maheu

DeGroote School of Business, McMaster University, Hamilton, Canada

105.29
108Marc Hallin

European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles, Belgium

105.52
109Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

108.15
110Enrique Sentana

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

109.03
111Lajos Horvath

109.47
112Jesus Gonzalo

Departamento de Economía, Universidad Carlos III de Madrid, Madrid, Spain

111.06

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