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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 2019

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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 7772 institutions with 55346 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 767 authors affiliated with 1403 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.35571.5
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7711112.26
3Department of Economics, Boston University

Boston, Massachusetts (USA)

5.11561.92
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

5.26471.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.54811.13
5Singapore Management University

Singapore, Singapore

7.73376.06
6Department of Economics, Duke University

Durham, North Carolina (USA)

8.28421.48
7Monash Business School, Monash University

Melbourne, Australia

9.2415310.41
---School of Economics, Singapore Management University

Singapore, Singapore

9.42326.06
8Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.5780.9
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.06532.23
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.11511.12
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.833110.34
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

12.83481.68
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.28341.17
13Department of Economics, University of Washington

Seattle, Washington (USA)

15.73191.65
14Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.46180.45
15European Central Bank

Frankfurt am Main, Germany

18.72088.66
16Økonomisk Institut, Københavns Universitet

København, Denmark

18.72714.83
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.13662.46
18Department of Economics and Related Studies, University of York

York, United Kingdom

20.91883.31
19Essex Business School, University of Essex

Colchester, United Kingdom

21.42282.68
20School of Economics, University of Nottingham

Nottingham, United Kingdom

21.931024.81
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.7380.64
22Economics Division, University of Southampton

Southampton, United Kingdom

24.61322.36
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.37140.64
23Department of Economics, Oxford University

Oxford, United Kingdom

28.271733.57
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.64570.58
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

33.98180.25
25Business School, University of Auckland

Auckland, New Zealand

33.98240.25
26Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.39571.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

36.22110.2
27Brookings Institution

Washington, District of Columbia (USA)

36.22320.2
28Economics Department, Queen's University

Kingston, Canada

38.76511.4
29Tinbergen Instituut

Amsterdam, Netherlands

40.721243.6
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

43.541783.75
31Federal Reserve Bank of New York

New York City, New York (USA)

43.9772.9
32Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

44.02482.68
33Department of Economics, Northwestern University

Evanston, Illinois (USA)

45.77420.37
34Centre de Recherche en Économie et Statistique (CREST)

France

45.89882.14
35Department of Economics, New York University (NYU)

New York City, New York (USA)

46.37490.98
36National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

46.393930.44
37Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.67661.46
38Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

47.32271
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.13551.45
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.88190.98
40Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

49.07521.84
40Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

49.071174.81
42Department of Economics, Indiana University

Bloomington, Indiana (USA)

50.46291.25
43Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.65531.65
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.65341.59
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

52.79234.12
44Economics Department, University of Strathclyde

Glasgow, United Kingdom

52.88301.64
45Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

52.911642.89
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

53.5330.2
46Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

56.68630.44
47Economics Department, Yale University

New Haven, Connecticut (USA)

57.63480.47
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

58.87963.39
49School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.38432.16
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.5260.54
50Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.76490.17
51Department of Economics, McGill University

Montréal, Canada

61.09351.28
52Università Commerciale Luigi Bocconi

Milano, Italy

64.741671.75
53École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

66.781161.47
54Department of Economics, University College London (UCL)

London, United Kingdom

68.06741.22
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.34841.95
56Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

70.56210.6
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

70.6563.22
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

70.85581.21
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

73.35271.74
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

74.52571.95
58Department of Economics, University of California-Berkeley

Berkeley, California (USA)

79.28540.54
59Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

83.61290.53
60Crawford School of Public Policy, Australian National University

Canberra, Australia

85.161500.87
61Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

86.63291.77
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.16271.38
62Department of Economics, University of Toronto

Toronto, Canada

89.68571.1
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

90.11650.85
63School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

90.24641.56
64Department of Economics, Ohio State University

Columbus, Ohio (USA)

90.38391.86
65Department of Economics, Korea University

Seoul, South Korea

91.27251.29
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

92.51132.3
66Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

95.11210.82
67Department of Economics, University of Warwick

Coventry, United Kingdom

95.84841.77
68Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.4474.09
69Bank of Canada

Ottawa, Canada

99.491465.3
70Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

99.6330.6
71College of Economics, Sogang University

Seoul, South Korea

100.29230.97
72Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

100.48590.65
73Department of Economics, University of California-Riverside

Riverside, California (USA)

100.7261.19
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.661480.79
75Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

103.49100.83
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

105.4470.36
76College of Management, Asia University

Wufeng, Taiwan

105.44180.36
77Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

106.49380.55
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

106.53941.88
78Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.61061.64
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.6681.64
79Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

108.221041.8
80Deutsche Bundesbank

Frankfurt, Germany

108.941123.27
81Department of Economics, Emory University

Atlanta, Georgia (USA)

111.22231.02
82Economics Department, Georgetown University

Washington, District of Columbia (USA)

112.21470.66
83Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

112.55160.59
84Warwick Business School, University of Warwick

Coventry, United Kingdom

113.26282.47
85Business School, University of Technology Sydney

Sydney, Australia

113.42891.81
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

115.11221.51
86Economics Department, University of Essex

Colchester, United Kingdom

117.82421.5
87School of Business and Economics, Maastricht University

Maastricht, Netherlands

118.47883.25
88Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

119.21992.52
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

119.26461.79
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

119.58230.51
91Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

120.22322.2
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

120.22292.2
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

120.44170.19
92Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

120.44460.19
93Department of Economics, University of Birmingham

Birmingham, United Kingdom

121.01341.6
94Athens University of Economics and Business (AUEB)

Athens, Greece

123.14763
95London School of Economics (LSE)

London, United Kingdom

123.222931.83
96Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

123.69241.97
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

124.9572.5
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

125.21401.55
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.58571.75
98Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

129.161562.46
99Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

130.25260.6
100Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

130.49380.53
101École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

133.761072.51
102Sveriges Riksbank

Stockholm, Sweden

134.73401.85
103International Monetary Fund (IMF)

Washington, District of Columbia (USA)

135.134193
104Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

135.33110.28
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

136.2460.36
106Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.46410.6
107Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

139.1782.25
108Management School, Lancaster University

Lancaster, United Kingdom

139.6632.44
109Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.07370.66
110Department of Economics, University of Houston

Houston, Texas (USA)

140.26210.9
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

142.1792.64
111Joint Research Centre, European Commission

Ispra, Italy

142.73742.37
112Toulouse School of Economics (TSE)

Toulouse, France

147.211590.83
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

147.3271.45
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

147.61170.41
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.96622.41
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

147.96152.04
113Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

149.4690.83
114Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

150.610.54
115Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

151.05721.51
116Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

152.3180.41
117Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

153.41560.56
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.251002.77
119School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

156.02570.55
120Business School, Deakin University

Melbourne, Australia

156.73781.72
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

160.49330.27
121Bank of England

London, United Kingdom

161.461973.58
122Département de Sciences Économiques, Université de Montréal

Montréal, Canada

163.26330.92
123Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

163.28161.48
124Economics Department, Brown University

Providence, Rhode Island (USA)

164.75540.3
125Federal Reserve Bank of Dallas

Dallas, Texas (USA)

165.06580.63
126School of Economics and Management, Wuhan University

Hubei, China

165.97160.65
127Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

166.381511.62
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

166.38921.62
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

169.43120.33
128Henley Business School, University of Reading

Reading, United Kingdom

169.43260.33
129Cass Business School, City University

London, United Kingdom

169.78370.63
130Management School, University of Liverpool

Liverpool, United Kingdom

170.53312.18
131DeGroote School of Business, McMaster University

Hamilton, Canada

171.3182.15
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

171.66490.28
132Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

171.78470.87
133College of Business and Economics, University of Guelph

Guelph, Canada

173.72461.57
---Department of Economics and Finance, College of Business and Economics, University of Guelph

Guelph, Canada

173.72401.57
134Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

174.25200.34
135Handelshögskolan, Örebro Universitet

Örebro, Sweden

176.63140.83
136Institute for Fiscal Studies (IFS)

London, United Kingdom

177.45680.17
137Department of Economics, University of Oregon

Eugene, Oregon (USA)

178.23230.5
138School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

179.53510.78
139Banco de España

Madrid, Spain

183.32922.92
140School of Economics, University of Manchester

Manchester, United Kingdom

185.24500.79

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 767 authors affiliated with 1403 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

1.81
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)

2.4
3Pierre Perron

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

4.09
4Clive W. J. Granger †

4.76
5Tim Bollerslev

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

6.25
6M Hashem Pesaran

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

9.33
7Jushan Bai

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

10.03
8Mark W. Watson

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

10.04
9Charles R. Nelson

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

11.65
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

15.16
11Robert Taylor

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

15.31
12James H. Stock

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

16.83
13Francis X. Diebold

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

16.89
14Timo 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

18.2
15Donald W. K. Andrews

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

18.33
16Yongcheol Shin

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

18.65
17Serena Ng

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

18.78
18Thomas J. Sargent

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

19.32
19Graham Elliott

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

20.38
20Helmut Lütkepohl

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

23.17
21Andrew C. Harvey

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

23.22
22George Tauchen

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

23.96
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.05
24Lars Peter Hansen

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

24.6
25Pentti Saikkonen

25.05
26James Hamilton

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

27.16
27Torben G. Andersen

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

27.55
28Kenneth D. West

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

28.25
29Neil Shephard

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

28.33
30Stephen Leybourne

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

29.74
31Joon Y. Park

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

29.79
32Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

30.87
33Halbert White †

31.92
34Allan Timmermann

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

32.1
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

33.51
36Todd Clark

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

35.26
37Siem Jan Koopman

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

39.01
38Yacine Ait-Sahalia

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

39.3
39Chang-Jin Kim

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

41.09
40Lawrence J. Christiano

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

44.21
41Lutz Kilian

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

44.69
42Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

46.12
43Luc Bauwens

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

48.21
44David I. Harvey

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

49.05
45Peter Reinhard Hansen

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

49.22
46Massimiliano 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

50.56
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.59
48Andrew Patton

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

51.22
49Michael McAleer

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

53.16
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

54.61
51Lucrezia Reichlin

55.58
52Ole E. Barndorff-Nielsen

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

56.33
53Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.93
54Michael McCracken

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

58.3
55Donggyu Sul

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

59.08
56Timothy Vogelsang

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

59.36
57Atsushi Inoue

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

61.03
58Zhijie Xiao

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

61.41
59In Choi

College of Economics, Sogang University, Seoul, South Korea

62.47
60Jean-Michel Zakoian

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

63.29
61Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

66.84
62Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

67.86
63Asger Lunde

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

70.5
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.64
65Marco Lippi

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

72.04
66Frank Schorfheide

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

72.59
67Cheng Hsiao

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

73.47
68Christopher F Baum

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

73.81
69Giuseppe Cavaliere

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

78.41
70Badi H. Baltagi

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

80.37
71Hyungsik Roger Moon

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

81.4
72Jörg Breitung

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

81.58
73Jean-Pierre Urbain †

82.36
74Eric Ghysels

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

82.49
75Chihwa Kao

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

83.37
76Domenico Giannone

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

83.42

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