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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 2018

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • 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 institution according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • 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 7673 institutions with 54233 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 757 authors affiliated with 1373 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.17521.54
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.5811012.49
3Department of Economics, Boston University

Boston, Massachusetts (USA)

4.68571.92
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

5.36471.79
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.164911.36
5Singapore Management University

Singapore, Singapore

7.46375.85
6Department of Economics, Duke University

Durham, North Carolina (USA)

8.1411.48
---School of Economics, Singapore Management University

Singapore, Singapore

9.14315.84
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.16780.96
8Monash Business School, Monash University

Melbourne, Australia

9.3714810.59
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.06542.23
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.69511.13
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.883110.52
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.14491.92
12Department of Economics, University of Washington

Seattle, Washington (USA)

14.86191.65
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.13351.17
14Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.1170.45
15Økonomisk Institut, Københavns Universitet

København, Denmark

18.04694.83
16European Central Bank

Frankfurt am Main, Germany

19.332058.37
17Department of Economics and Related Studies, University of York

York, United Kingdom

20.31873.39
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

21.15662.41
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.82944.39
20Essex Business School, University of Essex

Colchester, United Kingdom

22.06292.68
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.23370.66
22Economics Division, University of Southampton

Southampton, United Kingdom

24.27342.36
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.02140.64
23Department of Economics, Oxford University

Oxford, United Kingdom

27.981713.55
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.48560.33
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

33.82180.25
25Business School, University of Auckland

Auckland, New Zealand

33.82240.25
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.47581.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

35.79110.2
27Brookings Institution

Washington, District of Columbia (USA)

35.79330.2
28Tinbergen Instituut

Amsterdam, Netherlands

41.441253.66
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.81773.7
30Federal Reserve Bank of New York

New York City, New York (USA)

43.36782.05
31Centre de Recherche en Économie et Statistique (CREST)

France

43.56902.19
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

43.86390.38
33Department of Economics, New York University (NYU)

New York City, New York (USA)

44.96510.98
34National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.283850.47
35Economics Department, Queen's University

Kingston, Canada

46.6501.44
36Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

46.971154.95
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.11181.01
38Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

47.86531.66
39Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

47.89281
40Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

48.73472.66
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.73651.34
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

49.83234.27
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.09541.32
42Department of Economics, Indiana University

Bloomington, Indiana (USA)

50.97301.25
43Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

51.14551.79
44Economics Department, University of Strathclyde

Glasgow, United Kingdom

51.41301.64
45Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

52.791503.76
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

53.1930.2
46Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

56.5610.45
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

57.7331.48
47School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

58.17953.42
48Economics Department, Yale University

New Haven, Connecticut (USA)

59.1480.47
49Università Commerciale Luigi Bocconi

Milano, Italy

59.391681.86
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.660.54
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

60.3422.15
51Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.95480.17
52Department of Economics, McGill University

Montréal, Canada

62.38341.33
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

64.91852.99
54Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

66.93200.69
55Department of Economics, University College London (UCL)

London, United Kingdom

67.09711.27
56École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

69.31171.45
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

71.7262.78
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

72.76591.09
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

73.25271.73
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

74.21591.18
58Department of Economics, University of California-Berkeley

Berkeley, California (USA)

80.04530.55
59Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

81.85290.53
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

83.57272.31
60Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

84.65281.82
61Crawford School of Public Policy, Australian National University

Canberra, Australia

84.691510.86
62Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

87.45220.83
63Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.5381.9
64Department of Economics, Korea University

Seoul, South Korea

89.02241.29
65School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

89.46641.58
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

90.63660.84
66Department of Economics, University of Toronto

Toronto, Canada

91.47571.1
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

91.76132.3
67Bank of Canada

Ottawa, Canada

96.981405.14
68Department of Economics, University of Warwick

Coventry, United Kingdom

97.67791.64
69Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

97.89330.6
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.9974.1
71Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

98.6600.66
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

98.72822.66
72College of Economics, Sogang University

Seoul, South Korea

100.37230.97
73Department of Economics, University of California-Riverside

Riverside, California (USA)

100.59261.2
74Business School, University of Technology Sydney

Sydney, Australia

105.24882.16
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

106.411460.55
76Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

106.62100.83
77Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

109.21160.6
78Department of Economics, Emory University

Atlanta, Georgia (USA)

109.36221.02
79Economics Department, University of Essex

Colchester, United Kingdom

109.38431.66
80International Monetary Fund (IMF)

Washington, District of Columbia (USA)

109.694153.42
81Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

111.641061.3
82Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.551021.17
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.55661.17
83Warwick Business School, University of Warwick

Coventry, United Kingdom

112.7282.53
84Deutsche Bundesbank

Frankfurt, Germany

1141082.92
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.25221.5
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

117.3170.35
85College of Management, Asia University

Wufeng, Taiwan

117.31180.35
86Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

117.98332.23
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

117.98302.23
87Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

118.721002.7
88Department of Economics, University of Birmingham

Birmingham, United Kingdom

119.84331.62
89Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

120.3390.52
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

121.41431.78
91Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

122.13261.96
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

122.92582.68
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

123.04170.2
92Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

123.04460.2
93London School of Economics (LSE)

London, United Kingdom

123.712971.8
94Athens University of Economics and Business (AUEB)

Athens, Greece

123.98773.01
95Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

124.86230.5
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.17551.76
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

126.57381.76
97École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

127.971022.1
98School of Business and Economics, Maastricht University

Maastricht, Netherlands

128.05812.68
99Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

129.65370.54
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

130.59672.42
100Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

130.591602.42
101Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

131.25260.6
102Sveriges Riksbank

Stockholm, Sweden

132.41401.86
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

132.76460.39
104Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

133.36151.87
105Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

135.42110.29
106Department of Economics, University of Houston

Houston, Texas (USA)

136.3220.9
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.26410.63
108Toulouse School of Economics (TSE)

Toulouse, France

141.511570.94
109Management School, Lancaster University

Lancaster, United Kingdom

143.23632.44
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.8161.46
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

147.03170.4
110Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

147.03380.4
111Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

147.78100.83
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université

Marseille, France

147.82851.1
112Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

148.53692.2
113Economics Department, Georgetown University

Washington, District of Columbia (USA)

149.16440.38
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

150.32340.32
114Joint Research Centre, European Commission

Ispra, Italy

151.31751.81
114Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

151.31200.41
116Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

152.0410.54
117Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

152.53711.51
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.08993.04
119Bank of England

London, United Kingdom

155.211934.03
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

155.3272.02
120Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

155.93560.56
121Business School, Deakin University

Melbourne, Australia

156.52781.72
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

156.94120.33
122Henley Business School, University of Reading

Reading, United Kingdom

156.94270.33
123Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

157.73440.97
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

157.85151.98
124School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

158.34570.55
125Cass Business School, City University

London, United Kingdom

162.52390.68
126Département de Sciences Économiques, Université de Montréal

Montréal, Canada

164.08330.92
127School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

164.5480.94
128Economics Department, Brown University

Providence, Rhode Island (USA)

165.28550.3
129School of Economics and Management, Wuhan University

Hubei, China

168.69160.65
130Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

170.05471.53
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.13500.29
131DeGroote School of Business, McMaster University

Hamilton, Canada

171.7882.15
132Handelshögskolan, Örebro Universitet

Örebro, Sweden

174.72130.86
133School of Economics, University of Manchester

Manchester, United Kingdom

178.28470.8
134Institute for Fiscal Studies (IFS)

London, United Kingdom

178.96650.16
135Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

179.47200.33
136Department of Economics, University of Oregon

Eugene, Oregon (USA)

180.21230.5
137Management School, University of Liverpool

Liverpool, United Kingdom

181.08291.68

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 757 authors affiliated with 1373 institutions.
All authors classified in this field.

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

1.84
2Robert F. Engle III

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

2.3
3Pierre Perron

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

4.13
4Clive W. J. Granger †

4.73
5Tim Bollerslev

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

6.15
6M Hashem Pesaran

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

9.88
7Mark W. Watson

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

9.91
8Jushan Bai

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

10.27
9Charles R. Nelson

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

10.77
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.72
11Timo Teräsvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany

15.65
12James H. Stock

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

15.95
13Robert Taylor

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

16.83
14Francis X. Diebold

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

17.03
15Thomas J. Sargent

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

17.79
16Donald W. K. Andrews

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

18.32
17Yongcheol Shin

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

19.14
18Serena Ng

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

19.69
19Graham Elliott

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

19.84
20Helmut Lütkepohl

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

23.24
21George Tauchen

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

23.3
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.32
23Andrew C. Harvey

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

23.89
24Pentti Saikkonen

23.93
25Lars Peter Hansen

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

23.96
26Kenneth D. West

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

25.8
27Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

27.94
28Joon Y. Park

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

28.72
29Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

28.77
30Stephen Leybourne

School of Economics, University of Nottingham, Nottingham, United Kingdom

28.78
31Halbert White †

31.17
32Allan Timmermann

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

31.64
33Neil Shephard

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

32.05
34Adrian 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

32.8
35James Hamilton

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

33.28
36Todd Clark

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

36.01
37Yacine Ait-Sahalia

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

36.45
38Siem Jan Koopman

Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

38.42
39Chang-Jin Kim

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

40
40Lawrence J. Christiano

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

41.7
41Lutz Kilian

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

44.13
42David I. Harvey

Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom

46.05
43Massimiliano 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

49.15
44Andrew Patton

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

50.22
45Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.63
46Peter Reinhard Hansen

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

51.28
47Luc Bauwens

Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

51.31
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.01
49Lucrezia Reichlin

53.3
50Michael McCracken

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

55.54
51Ole E. Barndorff-Nielsen

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

56.96
52Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.99
53Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

57.41
54Timothy Vogelsang

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

59.38
55Donggyu Sul

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

60.38
56Zhijie Xiao

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

60.43
57In Choi

College of Economics, Sogang University, Seoul, South Korea

61.44
58Jean-Michel Zakoian

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

62.45
59Michael McAleer

Department of Finance, College of Management, Asia University, Wufeng, Taiwan

63.47
60Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

63.62
61Frank Schorfheide

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

68.95
62Atsushi Inoue

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

69.31
63Eric Ghysels

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

70.88
64Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.31
65Cheng Hsiao

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

72.74
66Asger Lunde

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

74.92
67Marco Lippi

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

75.74
68Dick van Dijk

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

77.73
69Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy

78.36
70Badi H. Baltagi

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

78.39
71Christopher F Baum

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

78.9
72Domenico Giannone

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

79.28
73Jean-Pierre Urbain †

79.83
74Mario Forni

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

81.34
75Chihwa Kao

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

81.67

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