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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 7688 institutions with 54478 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 762 authors affiliated with 1375 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.17521.54
2Department of Economics, Boston University

Boston, Massachusetts (USA)

4.49571.92
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.611012.49
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

5.83471.76
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.184911.36
5Singapore Management University

Singapore, Singapore

7.55375.85
6Department of Economics, Duke University

Durham, North Carolina (USA)

8.13411.48
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

8.62780.91
---School of Economics, Singapore Management University

Singapore, Singapore

9.21315.84
8Monash Business School, Monash University

Melbourne, Australia

9.3615110.24
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.15542.23
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.85511.12
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.753110.17
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

14.08481.64
12Department of Economics, University of Washington

Seattle, Washington (USA)

14.63181.65
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.66351.18
14Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.92180.45
15Økonomisk Institut, Københavns Universitet

København, Denmark

17.95694.83
16European Central Bank

Frankfurt am Main, Germany

19.32068.36
17Department of Economics and Related Studies, University of York

York, United Kingdom

19.85873.39
18School of Economics, University of Nottingham

Nottingham, United Kingdom

21.12964.9
19Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

21.32662.4
20Essex Business School, University of Essex

Colchester, United Kingdom

21.94292.67
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.07370.66
22Economics Division, University of Southampton

Southampton, United Kingdom

24.06342.36
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.28140.64
23Department of Economics, Oxford University

Oxford, United Kingdom

28.021723.57
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.52560.33
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

33.73170.25
25Business School, University of Auckland

Auckland, New Zealand

33.73230.25
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.78581.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

35.91110.2
27Brookings Institution

Washington, District of Columbia (USA)

35.91330.2
28Tinbergen Instituut

Amsterdam, Netherlands

41.431263.66
29Federal Reserve Bank of New York

New York City, New York (USA)

41.84782.09
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

43.011773.7
31Centre de Recherche en Économie et Statistique (CREST)

France

43.69912.19
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

44.16390.37
33National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.233850.47
34Department of Economics, New York University (NYU)

New York City, New York (USA)

45.36510.98
35Economics Department, Queen's University

Kingston, Canada

46.49511.43
36Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.74181.01
37Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

47.011164.95
38Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

47.43281
39Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

47.92531.66
40Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

48.47472.66
41Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.54651.34
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

49.79234.27
42Department of Economics, Indiana University

Bloomington, Indiana (USA)

50.85301.25
42Economics Department, University of Strathclyde

Glasgow, United Kingdom

50.85301.64
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.92541.32
44Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

52.05561.78
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

53.2330.2
45Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

53.361513.47
46Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

56.99630.45
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

57.67331.48
47Economics Department, Yale University

New Haven, Connecticut (USA)

58.32480.47
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

58.52953.42
49Università Commerciale Luigi Bocconi

Milano, Italy

59.541681.86
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.57442.16
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.6860.54
51Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

61.49480.17
52Department of Economics, McGill University

Montréal, Canada

62.29351.33
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

65.17862.99
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

66.3863.28
54Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

66.83200.7
55Department of Economics, University College London (UCL)

London, United Kingdom

66.91711.27
56École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

681151.47
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

68.61591.13
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

72.92271.73
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

73.05571.2
58Department of Economics, University of California-Berkeley

Berkeley, California (USA)

80.08530.55
59Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

82.75290.53
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

83.83272.31
60Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

84.44281.82
61Crawford School of Public Policy, Australian National University

Canberra, Australia

84.731510.86
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.55381.9
63Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

88.9220.83
64School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

89.03631.58
65Department of Economics, Korea University

Seoul, South Korea

89.34251.29
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

90.36660.84
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

91.84132.3
66Department of Economics, University of Toronto

Toronto, Canada

92.46571.1
67Department of Economics, University of Warwick

Coventry, United Kingdom

96.35801.63
68Bank of Canada

Ottawa, Canada

96.911425.14
69Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.5774.1
70Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

98.44600.66
71Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

98.82330.6
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

100.18822.65
72College of Economics, Sogang University

Seoul, South Korea

101.24230.97
73Department of Economics, University of California-Riverside

Riverside, California (USA)

101.7261.2
74Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

106.08100.83
75Business School, University of Technology Sydney

Sydney, Australia

106.65881.91
76Department of Economics, Emory University

Atlanta, Georgia (USA)

110.34221.02
77Economics Department, University of Essex

Colchester, United Kingdom

110.47431.66
78DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

110.651460.54
79International Monetary Fund (IMF)

Washington, District of Columbia (USA)

110.664143.34
80Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

111.01160.59
81Economics Department, Georgetown University

Washington, District of Columbia (USA)

111.92470.66
82Warwick Business School, University of Warwick

Coventry, United Kingdom

111.99272.53
83Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

112.311041.3
84Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.471031.16
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.47661.16
85Deutsche Bundesbank

Frankfurt, Germany

113.61082.88
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.15221.5
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

116.7170.35
86College of Management, Asia University

Wufeng, Taiwan

116.71180.35
87Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

118.61012.69
88Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

119.38332.2
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

119.38302.2
89Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

121.56251.97
90Department of Economics, University of Birmingham

Birmingham, United Kingdom

121.71331.6
91Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

122.76431.78
92Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

122.77390.51
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

123.29582.67
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

123.41170.2
93Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

123.41460.2
94Athens University of Economics and Business (AUEB)

Athens, Greece

123.44763.01
95London School of Economics (LSE)

London, United Kingdom

124.122941.8
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.05561.76
97Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

125.87230.5
98School of Business and Economics, Maastricht University

Maastricht, Netherlands

127.55822.7
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

128.19381.5
99École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

128.431022.1
100Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

130.68370.54
101Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

132.42260.6
102Sveriges Riksbank

Stockholm, Sweden

132.87401.86
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.18460.39
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

134.28672.42
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

134.281602.42
105Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

135.76110.29
106Department of Economics, University of Houston

Houston, Texas (USA)

136.5220.9
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.2410.63
108Toulouse School of Economics (TSE)

Toulouse, France

141.821580.94
109Management School, Lancaster University

Lancaster, United Kingdom

142.57632.44
110Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

144.25752.22
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.9971.46
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université

Marseille, France

148.17851.1
111Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

148.2390.83
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.3170.4
112Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.3370.4
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

150.63340.32
113Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

151.8200.41
114Joint Research Centre, European Commission

Ispra, Italy

152.15761.81
115Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

152.9110.54
116Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

153.15721.51
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

153.67152.01
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

156.2272.03
117Business School, Deakin University

Melbourne, Australia

156.52781.72
118Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

156.69560.56
119Bank of England

London, United Kingdom

156.751913.96
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

156.89120.33
120Henley Business School, University of Reading

Reading, United Kingdom

156.89270.33
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.35993.04
122Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

158.48460.97
123School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

159.26570.55
124Cass Business School, City University

London, United Kingdom

163.31380.68
125Département de Sciences Économiques, Université de Montréal

Montréal, Canada

164.4330.92
126Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

165.1161.52
127School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.46480.94
128Economics Department, Brown University

Providence, Rhode Island (USA)

166.62550.3
129School of Economics and Management, Wuhan University

Hubei, China

169.29160.65
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.75500.29
130DeGroote School of Business, McMaster University

Hamilton, Canada

170.7782.15
131Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

171.43471.53
132Federal Reserve Bank of Dallas

Dallas, Texas (USA)

171.45580.61
133Handelshögskolan, Örebro Universitet

Örebro, Sweden

174.91140.86
134Institute for Fiscal Studies (IFS)

London, United Kingdom

178.94660.16
135School of Economics, University of Manchester

Manchester, United Kingdom

179.16480.8
136Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

180.04200.33
137Management School, University of Liverpool

Liverpool, United Kingdom

180.41291.68

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 762 authors affiliated with 1375 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

1.87
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)

4.05
4Clive W. J. Granger †

4.71
5Tim Bollerslev

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

6.3
6M Hashem Pesaran

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

9.6
7Mark W. Watson

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

9.71
8Charles R. Nelson

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

10.98
9Jushan Bai

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

11.47
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.94
11James H. Stock

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

15.72
12Timo 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

16.27
13Robert Taylor

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

16.45
14Francis X. Diebold

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

16.47
15Thomas J. Sargent

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

17.25
16Donald W. K. Andrews

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

17.81
17Yongcheol Shin

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

19.03
18Serena Ng

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

19.53
19Graham Elliott

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

19.83
20David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.47
21George Tauchen

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

23.59
22Pentti Saikkonen

23.83
23Lars Peter Hansen

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

24.03
24Andrew C. Harvey

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

24.19
25Helmut Lütkepohl

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

24.52
26Kenneth D. West

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

26.42
27Torben G. Andersen

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

27.82
28Stephen Leybourne

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

28.45
29Joon Y. Park

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

28.46
30Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

28.51
31Neil Shephard

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

29.19
32Halbert White †

31.13
33Allan Timmermann

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

31.48
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

32.85
35James Hamilton

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

33.22
36Todd Clark

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

35.74
37Yacine Ait-Sahalia

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

35.96
38Siem Jan Koopman

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

38.52
39Chang-Jin Kim

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

39.92
40Lawrence J. Christiano

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

42.25
41Lutz Kilian

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

44.47
42David I. Harvey

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

46.04
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

49.53
44Peter Reinhard Hansen

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

50.71
45Andrew Patton

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

50.82
46Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.92
47Luc Bauwens

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

51.12
48Lucrezia Reichlin

52.6
49Michael McCracken

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

56.21
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.47
51Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.96
52Ole E. Barndorff-Nielsen

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

57.03
53Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

57.05
54Timothy Vogelsang

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

59.67
55Donggyu Sul

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

60.25
56Zhijie Xiao

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

61.33
57In Choi

College of Economics, Sogang University, Seoul, South Korea

61.66
58Jean-Michel Zakoian

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

61.72
59Michael McAleer

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

62
60Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

63.58
61Frank Schorfheide

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

69.07
62Atsushi Inoue

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

70.63
63Eric Ghysels

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

70.89
64Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.22
65Cheng Hsiao

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

73.44
66Asger Lunde

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

74.91
67Marco Lippi

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

75.81
68Christopher F Baum

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

77.05
69Dick van Dijk

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

78.09
70Badi H. Baltagi

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

78.09
71Domenico Giannone

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

78.53
72Giuseppe Cavaliere

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

78.97
73Jean-Pierre Urbain †

79.99
74Mario Forni

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

81.8
75Chihwa Kao

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

81.84
76Jörg Breitung

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

82.53

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