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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2017

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 7337 institutions with 49208 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 1140 authors affiliated with 1311 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

1.8812316.01
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.81572.69
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.115714.24
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.72461.39
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.24471.71
5Singapore Management University

Singapore, Singapore

7.34375.65
6Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.62512.48
---School of Economics, Singapore Management University

Singapore, Singapore

8.8305.65
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.86691.05
8Department of Economics, Boston University

Boston, Massachusetts (USA)

10.01551.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

10.14319.71
9Department of Economics, University of Southern California

Los Angeles, California (USA)

10.4421.21
10Monash Business School, Monash University

Melbourne, Australia

12.41389.39
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.86432.09
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.0730.47
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.09391.66
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.13190.38
14Department of Economics, University of Washington

Seattle, Washington (USA)

18.74191.61
15Økonomisk Institut, Københavns Universitet

København, Denmark

19.23694.03
16Economics Division, University of Southampton

Southampton, United Kingdom

20.6352.31
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

20.63170.84
17European Central Bank

Frankfurt am Main, Germany

21.11837.21
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

21.17721.91
19Department of Economics and Related Studies, University of York

York, United Kingdom

21.84843.5
20Essex Business School, University of Essex

Colchester, United Kingdom

22.34232.49
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

23.38360.65
22Department of Economics, Oxford University

Oxford, United Kingdom

26.361713.25
23Business School, University of Auckland

Auckland, New Zealand

29.47230.35
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.56530.37
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

31.04180.28
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.73491.2
26Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

35.2220.91
27Tinbergen Instituut

Amsterdam, Netherlands

37.631382.74
28Brookings Institution

Washington, District of Columbia (USA)

37.7310.2
29Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

38.17261
30Economics Department, Queen's University

Kingston, Canada

38.5561.59
31Federal Reserve Bank of New York

New York City, New York (USA)

38.53832.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

39.03120.2
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.051583.95
33Department of Economics, Northwestern University

Evanston, Illinois (USA)

41.48380.36
34Department of Economics, Indiana University

Bloomington, Indiana (USA)

41.64301.33
35Department of Economics, New York University (NYU)

New York City, New York (USA)

42.52550.62
36Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.83191.17
37Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

45.71582.62
38Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

46.58843.76
39Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

46.66472.81
40Centre de Recherche en Économie et Statistique (CREST)

France

47.76922.58
41Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.02611.35
42Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

50.33650.48
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.35491.33
43Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.46531.04
44Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

51.971004.18
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.63371.65
45Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

55.991553.93
46Economics Department, Yale University

New Haven, Connecticut (USA)

56.13490.48
47Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

56.88420.41
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

56.88170.41
48Economics Department, University of Strathclyde

Glasgow, United Kingdom

57.25321.63
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60520.66
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

60.7950.58
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

60.8422.42
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

62.79631.17
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

63.47242.56
51Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

67.06231.97
52Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

67.75162.73
53Department of Economics, University College London (UCL)

London, United Kingdom

69.38741.32
54Business School, University of Technology Sydney

Sydney, Australia

71.08832.16
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.46281.65
---Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit

Amsterdam, Netherlands

74.47143.22
56Department of Economics, University of California-Riverside

Riverside, California (USA)

75.58251.38
57Department of Economics, University of Warwick

Coventry, United Kingdom

76.99721.61
58Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

77.241103.86
59Handelshögskolan, Örebro Universitet

Örebro, Sweden

77.58130.97
---Department of Economics, London Business School (LBS)

London, United Kingdom

78.28120.33
60London Business School (LBS)

London, United Kingdom

78.28320.33
61Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

78.63100.11
62National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

79.594900.22
63Warwick Business School, University of Warwick

Coventry, United Kingdom

80.69242.51
64Department of Economics, Ohio State University

Columbus, Ohio (USA)

80.79361.9
65Department of Economics, McGill University

Montréal, Canada

82.94350.73
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

83.42311.67
66Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna

Bologna, Italy

84.5233.89
67Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

85.12450.13
68Crawford School of Public Policy, Australian National University

Canberra, Australia

85.211510.84
69Bank of Canada

Ottawa, Canada

85.771183.01
70Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.58630.82
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

87.44233.11
71Department of Economics, Korea University

Seoul, South Korea

87.58251.31
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

87.641520.48
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

90.96640.82
73Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

92.61003.22
74SKEMA Business School

Lille, France

92.88110.7
75Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

94.81350.5
76Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

94.94100.87
77International Monetary Fund (IMF)

Washington, District of Columbia (USA)

96.073833.46
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

96.35613.19
78Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

99.7270.38
79Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

101.5874.05
80Department of Economics, Emory University

Atlanta, Georgia (USA)

102.89191.02
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

104.92863.03
81Ekonomihögskolan, Lunds Universitet

Lund, Sweden

105.01921.16
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

105.01651.16
82Department of Economics, University of Birmingham

Birmingham, United Kingdom

105.81361.63
83Economics Department, University of Essex

Colchester, United Kingdom

107.51462.09
84School of Economics, University of Nottingham

Nottingham, United Kingdom

107.64911.77
85College of Economics, Sogang University

Seoul, South Korea

110.6230.94
86School of Business and Economics, Maastricht University

Maastricht, Netherlands

111.37942.17
87Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

111.54232.19
88Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

111.93591.77
89Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

112.03200.58
90Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

114.381682.73
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

114.38712.73
91Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

114.49380.53
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.92251.41
92William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

114.98120.23
93Department of Economics, George Washington University

Washington, District of Columbia (USA)

116.24662.65
94Athens University of Economics and Business (AUEB)

Athens, Greece

118.7752.74
95Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

119.07210.52
96London School of Economics (LSE)

London, United Kingdom

120.512951.74
97Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

120.66341.56
98Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

121.44250.62
99Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

121.87181.87
100Rotman School of Management, University of Toronto

Toronto, Canada

121.98390.75
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

121.9880.75
101Department of Economics, University of Toronto

Toronto, Canada

123.18631.05
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.58160.42
102Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

123.58370.42
103School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

124.97581.14
104Department of Economics, University of Houston

Houston, Texas (USA)

125.23210.92
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

126.32942.88
105Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

126.321112.88
106Sveriges Riksbank

Stockholm, Sweden

126.88401.72
107Department of Quantitative Finance, National Tsing Hua University

Hsin-Chu, Taiwan

128.82120.58
108Toulouse School of Economics (TSE)

Toulouse, France

130.371650.88
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

130.4161.49
109Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

132.06100.29
110Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.79440.43
111Management School, Lancaster University

Lancaster, United Kingdom

134.22551.77
112Economics Department, Georgetown University

Washington, District of Columbia (USA)

136.18410.44
113Deutsche Bundesbank

Frankfurt, Germany

136.67982.77
114Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

138.08180.45
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

138.0961.7
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

139.67120.35
115Henley Business School, University of Reading

Reading, United Kingdom

139.67300.35
116Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

139.68300.53
117Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

141.44100.83
118Bank of England

London, United Kingdom

141.61755.08
119Economics Department, Brown University

Providence, Rhode Island (USA)

142.47590.97
120Cass Business School, City University

London, United Kingdom

143.55370.76
121Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

149.64681.63
122School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

150.4540.58
123Management School, University of Liverpool

Liverpool, United Kingdom

151.14261.78
123UNSW Business School, UNSW (Australia)

Sydney, Australia

151.14822.12
125DeGroote School of Business, McMaster University

Hamilton, Canada

151.582.2
126Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

152.72430.26
127Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

154.6210.5
128Business School, Deakin University

Melbourne, Australia

155.1561.99
---Department of Economics, Management School, Lancaster University

Lancaster, United Kingdom

156.28420.66
129Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

158.61300.29
130Helsinki Center for Economic Research (HECER)

Helsinki, Finland

161.48201.01
131School of Economics, University of Manchester

Manchester, United Kingdom

161.88490.8

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

1.7
2Robert F. Engle III

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

2.29
3Clive W. J. Granger †

4.68
4Pierre Perron

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

5.08
5Tim Bollerslev

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

5.71
6Mark W. Watson

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

8.84
7M Hashem Pesaran

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

9.08
8Jushan Bai

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

9.11
9Marc Nerlove

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

9.9
10James H. Stock

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

13.82
11Charles R. Nelson

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

14.27
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.81
13Robert Taylor

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

16.41
14Francis X. Diebold

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

16.73
15Timo Teräsvirta

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

17.19
16Thomas J. Sargent

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

17.36
17Donald W. K. Andrews

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

17.62
18Yongcheol Shin

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

18.41
19Helmut Lütkepohl

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

18.48
20Serena Ng

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

20.38
21Christopher Sims

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

20.69
22George Tauchen

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

21.51
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.59
24Pentti Saikkonen

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

21.62
25Graham Elliott

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

21.96
26Lars Peter Hansen

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

22.11
27Joon Y. Park

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

24.9
28Andrew C. Harvey

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

25.58
29Torben G. Andersen

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

26.81
30Kenneth D. West

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

27.14
31Halbert White †

27.48
32Neil Shephard

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

29.87
33Allan Timmermann

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

32.32
34Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

34.55
35Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, Canberra, Australia

35.26
36Siem Jan Koopman

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

37.21
37Todd Clark

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

37.67
38Manuel Arellano

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

38.15
39Lutz Kilian

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

41.37
40Lawrence J. Christiano

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

42.14
41James Hamilton

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

42.18
42Yacine Ait-Sahalia

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

43.07
43Chang-Jin Kim

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

45.51
44Yakov Amihud

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

46.36
45Bruce E. Hansen

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

46.75
46Lucrezia Reichlin

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

50.42
47Luc Bauwens

SKEMA Business School, Lille, France

50.62
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

50.88
49Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

51.97
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

53.37
51Hal Ronald Varian

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

53.45
52Peter Reinhard Hansen

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

55.21
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55.44
54Sune Karlsson

Handelshögskolan, Örebro Universitet, Örebro, Sweden

59.33
55Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

59.38
56Ole E. Barndorff-Nielsen

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

59.42
57Zhijie Xiao

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

59.79
58Michael McAleer

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

60.28
59Donggyu Sul

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

62.67
60Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

63.69
61Timothy Vogelsang

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

63.75
62Jean-Michel Zakoian

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

64.14
63Christopher F Baum

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

66.05
64Cheng Hsiao

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

66.88
65Michael McCracken

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

67.66
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

67.75
67A. Ronald Gallant

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

70.7
68Kenneth Frank Wallis

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

71.42
69Andrew Patton

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

72.07
70Eric Ghysels

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

73.38
71Giuseppe Cavaliere

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

74.78
72Roberto S. Mariano

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

75.98
73Stephen Roy Bond

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

76.04
74Jean-Pierre Urbain †

77.41
75Atsushi Inoue

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

77.72
76James MacKinnon

Economics Department, Queen's University, Kingston, Canada

78.53
77Martin Eichenbaum

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

79.58
78Frank Kleibergen

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

79.66
79Badi H. Baltagi

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

80
80Robert De Jong

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

80.2
81In Choi

College of Economics, Sogang University, Seoul, South Korea

82.76
82Hyungsik Roger Moon

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

83.18
83Marco Lippi

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

83.3
84Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

83.44
85Oliver Bruce Linton

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

84.29
86Dick van Dijk

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

84.42
87Domenico Giannone

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

86.13
88Luis Alberiko Gil-Alana

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

86.3
89Philip Hans Franses

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

86.65
90Anindya Banerjee

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

87.25
91Neil R. Ericsson

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

88.81
92Asger Lunde

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

89.35
93Norman Rasmus Swanson

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

91.46
94Markku Lanne

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

91.56
95Frank Schorfheide

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

92
96Werner Ploberger

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

93.68
97Michael Peter Clements

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

95.01
98Enrique Sentana

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

95.61
99James Durbin †

95.65
100Christian Francq

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

96.54
101Mario Forni

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

97.81
102Marc Hallin

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

98.92
103Jörg Breitung

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

99.54
104Herman K. van Dijk

Tinbergen Instituut, Amsterdam, Netherlands

100.3
105Aman Ullah

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

101.35
106Esther Ruiz

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

102.76
107Zacharias Psaradakis

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

102.95
108John M. Maheu

DeGroote School of Business, McMaster University, Hamilton, Canada

103.47
109Lajos Horvath

106.69
110Jonathan H. Wright

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

107.98
111Gabriele Fiorentini

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

109.15
112Jiti Gao

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

109.66
113Yixiao Sun

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

109.91
114Juan F Rubio-Ramirez

Department of Economics, Emory University, Atlanta, Georgia (USA)

113.83

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