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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 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 7718 institutions with 54912 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 771 authors affiliated with 1384 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.11551.5
2Department of Economics, Boston University

Boston, Massachusetts (USA)

4.65561.92
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.9510912.32
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

5.7481.77
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.484811.19
5Singapore Management University

Singapore, Singapore

7.28376.02
6Department of Economics, Duke University

Durham, North Carolina (USA)

7.9411.48
---School of Economics, Singapore Management University

Singapore, Singapore

8.9316.02
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.14790.92
8Monash Business School, Monash University

Melbourne, Australia

9.2515210.21
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

9.61532.23
10Department of Economics, University of Southern California

Los Angeles, California (USA)

11.19521.12
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.753110.14
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.57491.64
12Department of Economics, University of Washington

Seattle, Washington (USA)

14.76181.65
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.33351.17
14Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.88180.45
15Økonomisk Institut, Københavns Universitet

København, Denmark

17.77714.84
16European Central Bank

Frankfurt am Main, Germany

19.092068.28
17Department of Economics and Related Studies, University of York

York, United Kingdom

19.26913.39
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

21.2662.4
19Essex Business School, University of Essex

Colchester, United Kingdom

21.23282.7
20School of Economics, University of Nottingham

Nottingham, United Kingdom

22.121014.81
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.99390.65
22Economics Division, University of Southampton

Southampton, United Kingdom

23.63342.36
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

25.65140.64
23Department of Economics, Oxford University

Oxford, United Kingdom

28.281733.57
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.49580.58
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

33.76180.25
25Business School, University of Auckland

Auckland, New Zealand

33.76240.25
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.67571.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

36.3110.2
27Brookings Institution

Washington, District of Columbia (USA)

36.3330.2
28Tinbergen Instituut

Amsterdam, Netherlands

41.321253.57
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.891783.73
30Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

43.04482.72
31Federal Reserve Bank of New York

New York City, New York (USA)

43.14782.93
32Centre de Recherche en Économie et Statistique (CREST)

France

43.8892.19
33Department of Economics, Northwestern University

Evanston, Illinois (USA)

44.46410.37
34Economics Department, Queen's University

Kingston, Canada

45.72511.4
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.24661.46
36Department of Economics, New York University (NYU)

New York City, New York (USA)

46.32520.98
37Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

47.321174.81
37Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

47.32281
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.49551.44
39National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

48.613900.46
40Department of Economics, Indiana University

Bloomington, Indiana (USA)

50.19301.25
41Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.76180.99
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

50.83234.13
42Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

51.28541.65
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

51.4341.6
43Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

52.27561.78
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

52.6930.2
44Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

54.071612.97
45Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

55.27630.44
46Economics Department, University of Strathclyde

Glasgow, United Kingdom

55.87301.64
47Economics Department, Yale University

New Haven, Connecticut (USA)

57.12470.47
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

57.86943.42
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.1560.54
49Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

59.36480.17
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

60.56442.16
51Department of Economics, McGill University

Montréal, Canada

62.79351.33
52Università Commerciale Luigi Bocconi

Milano, Italy

63.891681.75
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

64.65872.99
54Department of Economics, University College London (UCL)

London, United Kingdom

68.66711.27
55Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

69.71200.6
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

71.8463.21
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.94271.75
57École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

72.341171.45
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

73.03591.98
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

76.86581.19
58Department of Economics, University of California-Berkeley

Berkeley, California (USA)

78.23530.55
59Crawford School of Public Policy, Australian National University

Canberra, Australia

83.171510.85
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

83.2282.31
60Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

83.2300.53
61Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

86.41281.82
62School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

88.27641.58
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

88.68660.84
63Department of Economics, Korea University

Seoul, South Korea

90.16251.29
64Department of Economics, Ohio State University

Columbus, Ohio (USA)

90.17391.86
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

91.07132.3
65Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

92.86220.83
66Department of Economics, University of Toronto

Toronto, Canada

93.34571.1
67Department of Economics, University of Warwick

Coventry, United Kingdom

93.49821.78
68Bank of Canada

Ottawa, Canada

97.521435.39
69Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

99.59330.6
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

100.7874.1
71Department of Economics, University of California-Riverside

Riverside, California (USA)

101.11251.2
72College of Economics, Sogang University

Seoul, South Korea

101.17230.97
73Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

101.62600.65
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

103.551490.79
75Business School, University of Technology Sydney

Sydney, Australia

104.26882.16
76Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

104.46100.83
77Department of Economics, Emory University

Atlanta, Georgia (USA)

106.21221.02
78Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

107.191061.8
79Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.91061.66
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.9681.66
80Deutsche Bundesbank

Frankfurt, Germany

108.991093.3
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

109.62901.96
81Economics Department, Georgetown University

Washington, District of Columbia (USA)

111.06470.66
82International Monetary Fund (IMF)

Washington, District of Columbia (USA)

111.094183.34
83Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

111.29160.59
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

112.5470.36
84College of Management, Asia University

Wufeng, Taiwan

112.54180.36
85Economics Department, University of Essex

Colchester, United Kingdom

112.86431.66
86Warwick Business School, University of Warwick

Coventry, United Kingdom

114.48282.52
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.16221.51
87Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

117.091022.7
88Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

118.76230.51
89Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

120.47380.51
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

120.64441.74
91Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

121.66241.97
92London School of Economics (LSE)

London, United Kingdom

121.962941.83
93Department of Economics, University of Birmingham

Birmingham, United Kingdom

122.83341.6
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

122.85592.68
94Athens University of Economics and Business (AUEB)

Athens, Greece

123.45753.01
95School of Business and Economics, Maastricht University

Maastricht, Netherlands

124.86842.64
96Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

125.01332.2
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

125.01302.2
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.79561.76
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

125.86381.75
98École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

126.81062.09
99Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

129.84370.54
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.53170.2
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.53460.2
101Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

131.66260.6
102Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

132.46772.31
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

132.58662.43
103Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

132.581592.43
104Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.36460.39
105Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

134.24110.29
106Sveriges Riksbank

Stockholm, Sweden

135.51401.86
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.58410.6
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

140.15152.1
108Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

141.34380.66
109Toulouse School of Economics (TSE)

Toulouse, France

141.741590.94
110Department of Economics, University of Houston

Houston, Texas (USA)

142.08210.9
111Management School, Lancaster University

Lancaster, United Kingdom

142.26632.44
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

147.3871.46
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), École d'Économie d'Aix-Marseille, Aix-Marseille Université

Marseille, France

148.18871.09
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

149.16180.41
112Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

149.4790.83
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

149.9672.02
113Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

151.88721.51
114Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

152.35200.41
115Joint Research Centre, European Commission

Ispra, Italy

153.27761.81
116Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

153.3910.54
117Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

154.02570.56
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

156.2120.33
118Henley Business School, University of Reading

Reading, United Kingdom

156.2270.33
119Business School, Deakin University

Melbourne, Australia

156.68781.72
120Bank of England

London, United Kingdom

157.51963.89
121School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

157.83570.55
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

159.79330.27
122Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

160.39161.52
123School of Economics and Management, Wuhan University

Hubei, China

163.46160.65
124Cass Business School, City University

London, United Kingdom

163.79380.68
125Département de Sciences Économiques, Université de Montréal

Montréal, Canada

164.24330.92
126Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

165.32982.73
127Economics Department, Brown University

Providence, Rhode Island (USA)

165.45540.3
128Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.591481.62
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.59911.62
129Federal Reserve Bank of Dallas

Dallas, Texas (USA)

167.04580.63
130Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

169.22481.53
131DeGroote School of Business, McMaster University

Hamilton, Canada

169.3182.15
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.52490.28
132Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

174.27470.87
133Institute for Fiscal Studies (IFS)

London, United Kingdom

176.86670.17
134School of Economics, University of Manchester

Manchester, United Kingdom

178.41490.8
134Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

178.41200.33
136School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

182.68490.78
137Department of Economics, University of Oregon

Eugene, Oregon (USA)

182.79230.5
138Handelshögskolan, Örebro Universitet

Örebro, Sweden

182.98140.86

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 771 authors affiliated with 1384 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

1.82
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)

2.19
3Pierre Perron

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

4.02
4Clive W. J. Granger †

4.77
5Tim Bollerslev

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

6.67
6Mark W. Watson

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

9.63
7M Hashem Pesaran

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

9.87
8Jushan Bai

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

10.86
9Charles R. Nelson

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

11.05
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.77
11Robert Taylor

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

14.88
12James H. Stock

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

15.86
13Timo 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

17.11
14Donald W. K. Andrews

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

17.26
15Francis X. Diebold

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

17.55
16Thomas J. Sargent

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

17.67
17Yongcheol Shin

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

18.21
18Serena Ng

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

18.98
19Graham Elliott

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

19.75
20Helmut Lütkepohl

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

23.12
21Lars Peter Hansen

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

23.33
22George Tauchen

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

23.34
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.48
24Pentti Saikkonen

24.19
25Andrew C. Harvey

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

24.28
26Kenneth D. West

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

27.06
27Stephen Leybourne

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

28.28
28Joon Y. Park

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

28.5
29Torben G. Andersen

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

29.23
30Neil Shephard

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

30.81
31Halbert White †

30.83
32Allan Timmermann

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

30.9
33Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

31.08
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

32.18
35James Hamilton

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

32.69
36Todd Clark

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

33.71
37Siem Jan Koopman

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

37.91
38Yacine Ait-Sahalia

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

38.02
39Chang-Jin Kim

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

39.93
40Lawrence J. Christiano

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

41.94
41Lutz Kilian

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

43.15
42Massimiliano 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

49.48
43David I. Harvey

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

50.07
44Andrew Patton

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

50.1
45Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.19
46Luc Bauwens

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

52.45
47Lucrezia Reichlin

52.74
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.66
49Peter Reinhard Hansen

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

54
50Michael McAleer

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

55.2
51Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

55.93
52Michael McCracken

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

56.31
53Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.64
54Timothy Vogelsang

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

58.46
55Donggyu Sul

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

60.26
56Ole E. Barndorff-Nielsen

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

61.18
57Zhijie Xiao

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

61.22
58In Choi

College of Economics, Sogang University, Seoul, South Korea

61.68
59Jean-Michel Zakoian

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

61.96
60Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

65
61Frank Schorfheide

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

69.82
62Atsushi Inoue

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

70.09
63Marco Lippi

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

70.84
64Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

71.27
65Cheng Hsiao

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

73.15
66Asger Lunde

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

73.4
67Eric Ghysels

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

73.51
68Giuseppe Cavaliere

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

76.65
69Dick van Dijk

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

78.72
70Christopher F Baum

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

78.95
71Badi H. Baltagi

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

78.99
72Domenico Giannone

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

79.65
73Jean-Pierre Urbain †

79.73
74Hyungsik Roger Moon

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

80.36
75Christian Francq

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

80.84
76Mario Forni

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

82.14
77Chihwa Kao

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

82.48

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