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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 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 7797 institutions with 55674 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 774 authors affiliated with 1421 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.2581.48
2Department of Economics, Boston University

Boston, Massachusetts (USA)

4.88561.91
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.0511111.42
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

5.19471.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.754810.3
5Singapore Management University

Singapore, Singapore

7.34376.07
6Department of Economics, Duke University

Durham, North Carolina (USA)

8.31421.48
---School of Economics, Singapore Management University

Singapore, Singapore

9326.06
7Monash Business School, Monash University

Melbourne, Australia

9.0615710.56
8Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.49770.9
9Department of Economics, University of Southern California

Los Angeles, California (USA)

9.8501.12
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.16532.23
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.83310.49
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

12.88481.68
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.15341.17
13Department of Economics, University of Washington

Seattle, Washington (USA)

15.25191.65
14Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.06170.45
15European Central Bank

Frankfurt am Main, Germany

18.742098.54
16Økonomisk Institut, Københavns Universitet

København, Denmark

18.86714.83
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.43662.46
18Department of Economics and Related Studies, University of York

York, United Kingdom

20.78883.31
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.98380.68
20Essex Business School, University of Essex

Colchester, United Kingdom

21.81282.67
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.431054.78
22Economics Division, University of Southampton

Southampton, United Kingdom

24.51312.36
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.33140.64
23Department of Economics, Oxford University

Oxford, United Kingdom

29.141713.57
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.46570.58
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.3571.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.46180.25
26Business School, University of Auckland

Auckland, New Zealand

34.46240.25
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

36.17110.2
27Brookings Institution

Washington, District of Columbia (USA)

36.17320.2
28Tinbergen Instituut

Amsterdam, Netherlands

40.571243.6
29Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.32542.09
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

43.391773.79
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

43.7482.68
32Federal Reserve Bank of New York

New York City, New York (USA)

44.08782.88
33Economics Department, Queen's University

Kingston, Canada

45.42511.4
34Federal Reserve Bank of Dallas

Dallas, Texas (USA)

45.61580.84
35Department of Economics, Northwestern University

Evanston, Illinois (USA)

45.98420.37
36Centre de Recherche en Économie et Statistique (CREST)

France

46.17882.14
37National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

46.323940.44
38Department of Economics, New York University (NYU)

New York City, New York (USA)

46.95490.98
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.01661.46
40Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

47.41271
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.44551.45
41Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.74190.98
42Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

49.391164.15
43Economics Department, University of Strathclyde

Glasgow, United Kingdom

50.9301.64
44Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.99531.64
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.55341.59
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

53.5430.2
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

53.93223.46
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

57.61281
46Economics Department, Yale University

New Haven, Connecticut (USA)

57.64490.47
47Department of Economics, McGill University

Montréal, Canada

59.42351.28
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

59.43973.39
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.5370.54
49School of Economics and Finance, Queen Mary University of London

London, United Kingdom

59.77432.16
50Department of Economics, University College London (UCL)

London, United Kingdom

59.87741.34
51Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.33510.17
52Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

63.921642.69
53Università Commerciale Luigi Bocconi

Milano, Italy

65.531661.74
54École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

66.941181.47
55Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

69.65240.59
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

71.1963.22
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

71.38591.21
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.91841.95
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

74.48581.94
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.96281.69
58Department of Economics, University of California-Berkeley

Berkeley, California (USA)

79.13540.54
59Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

84.53290.53
60Crawford School of Public Policy, Australian National University

Canberra, Australia

84.911520.84
61Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

87.4884.42
62Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

87.63291.77
63Department of Economics, Ohio State University

Columbus, Ohio (USA)

89.75391.86
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

89.76650.82
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

90.02281.38
64School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

90.03641.56
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

92.63132.3
65Department of Economics, Korea University

Seoul, South Korea

92.98251.29
66Department of Economics, University of Toronto

Toronto, Canada

94.78581.1
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

95.97210.82
68Department of Economics, University of Warwick

Coventry, United Kingdom

96.57841.77
69Department of Economics, University of California-Riverside

Riverside, California (USA)

96.85261.19
70Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

99.89590.64
71Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

100.26330.6
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

100.41480.9
73Bank of Canada

Ottawa, Canada

101.471465.29
74College of Economics, Sogang University

Seoul, South Korea

102.2220.97
75Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

103.47100.83
76Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

105.55380.53
77Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

107.211051.8
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

107.35941.81
78Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.991061.64
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

107.99681.64
79Department of Economics, Emory University

Atlanta, Georgia (USA)

110.7231.02
80Deutsche Bundesbank

Frankfurt, Germany

111.211123.24
81Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

111.84160.59
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

112.4170.36
82College of Management, Asia University

Wufeng, Taiwan

112.41180.36
83Warwick Business School, University of Warwick

Coventry, United Kingdom

112.68282.49
84School of Business and Economics, Maastricht University

Maastricht, Netherlands

112.76894.55
85Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.811002.45
86Economics Department, Georgetown University

Washington, District of Columbia (USA)

113.07470.66
87Business School, University of Technology Sydney

Sydney, Australia

114.31891.8
88Economics Department, University of Essex

Colchester, United Kingdom

116.89421.5
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

117.63582.43
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.36231.46
89Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

118.42322.2
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

118.42292.2
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

119.4461.71
91Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

121.7220.51
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

121.96170.19
92Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

121.96460.19
93Department of Economics, University of Birmingham

Birmingham, United Kingdom

123.18341.61
94Athens University of Economics and Business (AUEB)

Athens, Greece

123.66763
95Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

123.82251.97
96London School of Economics (LSE)

London, United Kingdom

124.792911.82
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.67561.75
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

125.68401.55
98Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

126.26481.7
99Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

126.49380.53
100Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

129.72782.3
101Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

130.361542.46
102Sveriges Riksbank

Stockholm, Sweden

131.61401.88
103Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

131.65260.6
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

132.28103.93
104École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

133.91052.51
105International Monetary Fund (IMF)

Washington, District of Columbia (USA)

134.854193
106Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

136.24110.28
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

137.12152.09
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.35460.36
108Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

138.68410.6
109Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.86370.66
110Department of Economics, University of Houston

Houston, Texas (USA)

141.61210.9
111Management School, Lancaster University

Lancaster, United Kingdom

141.91632.49
112Joint Research Centre, European Commission

Ispra, Italy

143.99752.35
113Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

145.5180.41
114Toulouse School of Economics (TSE)

Toulouse, France

147.061590.83
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

147.6971.45
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

148.16612.41
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

148.76170.41
115Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

151.0890.83
116Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

151.310.54
117Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

152.6560.56
118Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

152.77721.5
119Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.531002.77
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

156.28120.33
120Henley Business School, University of Reading

Reading, United Kingdom

156.28270.33
121Business School, Deakin University

Melbourne, Australia

157.01791.72
122School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

157.42580.54
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

160.6320.27
123Bank of England

London, United Kingdom

160.71983.58
124Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

163.971501.62
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

163.97911.62
125Département de Sciences Économiques, Université de Montréal

Montréal, Canada

164.89330.92
126Economics Department, Brown University

Providence, Rhode Island (USA)

165.73540.3
127School of Economics and Management, Wuhan University

Hubei, China

166.11160.65
128Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

166.42151.45
129Cass Business School, City University

London, United Kingdom

169.27370.63
130Management School, University of Liverpool

Liverpool, United Kingdom

170.32322.18
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.74480.28
131Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

172.19470.87
132DeGroote School of Business, McMaster University

Hamilton, Canada

173.7882.15
133Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

176.03200.34
134School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

177.42490.78
135Institute for Fiscal Studies (IFS)

London, United Kingdom

178.3680.17
136Handelshögskolan, Örebro Universitet

Örebro, Sweden

179.05150.83
137Banco de España

Madrid, Spain

179.46932.95
138Department of Economics, University of Oregon

Eugene, Oregon (USA)

180.87230.5
139College of Business and Economics, University of Guelph

Guelph, Canada

182.02461.57
---Department of Economics and Finance, College of Business and Economics, University of Guelph

Guelph, Canada

182.02401.57
140School of Economics, University of Manchester

Manchester, United Kingdom

184.4490.79
141Banca d'Italia

Roma, Italy

185.072483.02
142Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

186.32271.8

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 774 authors affiliated with 1421 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

1.94
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)

2.25
3Pierre Perron

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

4.07
4Clive W. J. Granger †

4.55
5Tim Bollerslev

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

6.23
6Jushan Bai

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

9.94
7Mark W. Watson

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

10.04
8M Hashem Pesaran

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

10.28
9Charles R. Nelson

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

11.6
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

15.38
11Francis X. Diebold

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

16.62
12James H. Stock

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

17.02
13Robert Taylor

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

17.12
14Donald W. K. Andrews

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

18.35
15Serena Ng

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

18.62
16Yongcheol Shin

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

19.3
17Thomas J. Sargent

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

19.44
18Timo 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

19.46
19Graham Elliott

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

20.54
20Helmut Lütkepohl

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

22.37
21David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.31
22Andrew C. Harvey

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

23.81
23Lars Peter Hansen

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

23.84
24George Tauchen

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

24.51
25Kenneth D. West

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

24.61
26Pentti Saikkonen

24.78
27James Hamilton

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

27.4
28Torben G. Andersen

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

27.61
29Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

28.67
30Neil Shephard

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

28.84
31Joon Y. Park

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

29.02
32Stephen Leybourne

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

29.17
33Allan Timmermann

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

32.26
34Halbert White †

32.48
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

33.23
36Todd Clark

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

34.6
37Siem Jan Koopman

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

37.82
38Yacine Ait-Sahalia

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

38.44
39Chang-Jin Kim

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

41.32
40Lawrence J. Christiano

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

42.63
41Lutz Kilian

Federal Reserve Bank of Dallas, Dallas, Texas (USA)

45.6
42Luc Bauwens

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

47.52
43Peter Reinhard Hansen

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

48.53
44David I. Harvey

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

49.23
45Andrew Patton

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

51.21
46Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.44
47Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

53.73
48Lucrezia Reichlin

55.31
49Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55.92
50Ole E. Barndorff-Nielsen

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

56.55
51Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

57.11
52Michael McCracken

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

58.1
53Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

59.29
54Donggyu Sul

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

59.4
55Atsushi Inoue

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

60.01
56Timothy Vogelsang

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

60.2
57In Choi

College of Economics, Sogang University, Seoul, South Korea

62.22
58Zhijie Xiao

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

63.06
59Christopher F Baum

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

63.78
60Jean-Michel Zakoian

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

64.92
61Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

65.32
62Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

66.42
63Michael McAleer

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

67.96
64Asger Lunde

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

69.72
65Marco Lippi

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

71.62
66Frank Schorfheide

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

72.86
67Cheng Hsiao

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

73.66
68Badi H. Baltagi

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

74.39
69Giuseppe Cavaliere

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

76.59
70Chihwa Kao

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

79.34
71Domenico Giannone

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

80.19
72Hyungsik Roger Moon

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

80.57
73Eric Ghysels

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

81.5
74Jörg Breitung

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

82.23
75Philip Hans Franses

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

82.69
76Mario Forni

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

84.21
77Christian Francq

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

84.44

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