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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of May 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 7828 institutions with 56171 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 786 authors affiliated with 1437 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.58581.48
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2811211.93
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.864910.78
3Department of Economics, Boston University

Boston, Massachusetts (USA)

6.15561.81
4Singapore Management University

Singapore, Singapore

6.77376.36
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.59471.2
---School of Economics, Singapore Management University

Singapore, Singapore

8.7326.35
6Department of Economics, University of Southern California

Los Angeles, California (USA)

8.86501.25
7Department of Economics, Duke University

Durham, North Carolina (USA)

9.09421.46
8Monash Business School, Monash University

Melbourne, Australia

9.1315510.87
9Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.76780.93
10Økonomisk Institut, Københavns Universitet

København, Denmark

10.51704.3
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.75532.24
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.53210.8
12Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.89481.66
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.35170.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.99361.2
15European Central Bank

Frankfurt am Main, Germany

18.722129.07
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

19.37662.94
17Department of Economics, University of Washington

Seattle, Washington (USA)

19.54191.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.06380.7
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.371065.05
20Essex Business School, University of Essex

Colchester, United Kingdom

22.25283.03
21Economics Department, Michigan State University

East Lansing, Michigan (USA)

22.5571.3
22Department of Economics and Related Studies, University of York

York, United Kingdom

23.05903.31
23Economics Division, University of Southampton

Southampton, United Kingdom

24.4312.33
24Department of Economics, Oxford University

Oxford, United Kingdom

27.131713.73
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.03140.65
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.12600.57
26Economics Department, Queen's University

Kingston, Canada

33.42511.62
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.79180.27
27Business School, University of Auckland

Auckland, New Zealand

34.79240.27
28Federal Reserve Bank of New York

New York City, New York (USA)

41.22783.13
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

41.9110.18
29Brookings Institution

Washington, District of Columbia (USA)

41.9310.18
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.821804.05
31Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.44191.12
32Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

43.81492.82
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.82532.13
34National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.433960.47
35Centre de Recherche en Économie et Statistique (CREST)

France

46.13892.18
36Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.43661.5
37Federal Reserve Bank of Dallas

Dallas, Texas (USA)

47.58580.87
38Economics Department, University of Strathclyde

Glasgow, United Kingdom

48.62301.7
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.9551.49
39Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

49.11271
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.45420.36
41Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.32531.46
42Tinbergen Instituut

Amsterdam, Netherlands

50.891243.24
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.03351.71
43Department of Economics, New York University (NYU)

New York City, New York (USA)

53.53490.89
44School of Economics and Finance, Queen Mary University of London

London, United Kingdom

56.75432.25
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

57.330.2
45Economics Department, Yale University

New Haven, Connecticut (USA)

60.4490.47
46Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.94530.19
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.99550.71
48Department of Economics, Indiana University

Bloomington, Indiana (USA)

61.09271
49Department of Economics, University College London (UCL)

London, United Kingdom

63.4741.33
50Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.461173.13
51Department of Economics, McGill University

Montréal, Canada

63.67351.34
52Department of Economics, Cornell University

Ithaca, New York (USA)

64.46391
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

64.59282.09
54Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

64.861642.99
55Università Commerciale Luigi Bocconi

Milano, Italy

64.991681.8
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

65.1170.53
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.27222.6
56École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

67.721211.6
57Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

70.12240.62
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

70.5163.4
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

72.51581.95
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

73.43591.21
58Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

74.53600.86
59Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

74.78852.17
60Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

75.31290.57
61Department of Economics, University of Toronto

Toronto, Canada

81.34581.22
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

83.2402
63School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

88.21982.77
64Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

89.31281.78
65Crawford School of Public Policy, Australian National University

Canberra, Australia

91.621540.81
66Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

94.34330.64
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

95.25281.4
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

96.7484.14
68School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

96.86641.48
69Department of Economics, University of Warwick

Coventry, United Kingdom

100.2851.87
70Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

101.07210.89
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

101.16660.77
71Department of Economics, University of California-Riverside

Riverside, California (USA)

104.18261.26
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

104.191491.1
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

104.99231.85
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

106.9170.41
73College of Management, Asia University

Wufeng, Taiwan

106.91180.41
74College of Economics, Sogang University

Seoul, South Korea

108.25221
75School of Business and Economics, Maastricht University

Maastricht, Netherlands

109.2904.49
76Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.45560.67
77Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

109.6220.59
78Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

110.32160.61
79Bank of Canada

Ottawa, Canada

110.471484.84
80Ekonomihögskolan, Lunds Universitet

Lund, Sweden

111.951111.71
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

111.95701.71
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

112.01942.09
81Department of Economics, Korea University

Seoul, South Korea

112.48251.04
82Department of Economics, Emory University

Atlanta, Georgia (USA)

112.6231.08
83Economics Department, Georgetown University

Washington, District of Columbia (USA)

113.14480.68
84Business School, University of Technology Sydney

Sydney, Australia

115.89891.86
85Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

116.63380.63
86Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

116.741012.62
87Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118.07100.75
88Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.22110.4
89Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

118.71051.76
90Warwick Business School, University of Warwick

Coventry, United Kingdom

119.52282.56
91Centre for Economic Policy Research (CEPR)

London, United Kingdom

120.482950.34
92Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

121.86400.5
93Deutsche Bundesbank

Frankfurt, Germany

122.111543.15
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

122.46582.6
94Sveriges Riksbank

Stockholm, Sweden

123.63402.05
95London School of Economics (LSE)

London, United Kingdom

124.022941.69
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.36562.04
97Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

124.39322.25
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

124.39292.25
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

125.1431.3
98W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

125.1541.3
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

125.38170.2
99Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

125.38460.2
100Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

127.17461.71
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

127.58103.93
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

129.51470.41
102Economics Department, University of Essex

Colchester, United Kingdom

130.57421.25
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

133.68131.91
103École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.241072.62
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

134.971562.23
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

135.55401.53
105Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

137.09260.61
106International Monetary Fund (IMF)

Washington, District of Columbia (USA)

138.614213.24
107Athens University of Economics and Business (AUEB)

Athens, Greece

138.88762.94
108Joint Research Centre, European Commission

Ispra, Italy

138.91752.53
109Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

139.9251.95
110Department of Economics, University of Birmingham

Birmingham, United Kingdom

140.13341.73
111Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

145782.26
112School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

145.07570.7
113Department of Economics, University of Houston

Houston, Texas (USA)

146.12211
114Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

146.94721.56
115Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

149.74400.86
116Economics Department, Brown University

Providence, Rhode Island (USA)

150.69540.69
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.22671.73
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

151.35152.02
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

151.81023.12
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

152.2871.67
119Institute for Fiscal Studies (IFS)

London, United Kingdom

153.34680.2
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

154.39622.18
120School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

154.98490.87
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

155.2251
121Sauder School of Business, University of British Columbia

Vancouver, Canada

155.22231
122Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

155.9180.42
123Business School, Deakin University

Melbourne, Australia

156.24791.86
124Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

157.54111.41
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

158.09420.56
126Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

159.961521.68
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

159.96931.68
127Management School, Lancaster University

Lancaster, United Kingdom

160.37642.98
128Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

160.7210.56
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

161.68190.44
129Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

163.11151.56
130Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

163.6990.83
131Department of Economics, University of Maryland

College Park, Maryland (USA)

164.39451.58
132Toulouse School of Economics (TSE)

Toulouse, France

164.481590.81
---Department of Economics, London Business School (LBS)

London, United Kingdom

165.34130.57
133London Business School (LBS)

London, United Kingdom

165.34300.57
134Département de Sciences Économiques, Université de Montréal

Montréal, Canada

167.33320.95
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

167.52340.28
135Cass Business School, City University

London, United Kingdom

169.51380.74
136School of Economics and Management, Wuhan University

Hubei, China

172.01170.67
137Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

173.12481.7
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

173.89120.32
138Henley Business School, University of Reading

Reading, United Kingdom

173.89280.32
139Bank of England

London, United Kingdom

176.082013.47
140Banco de España

Madrid, Spain

177.331083.19
141William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

178.42110.2
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

180.79490.3
142Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

183.46200.34
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

183.78472.71
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

183.9591
143ESSEC Business School

Cergy-Pontoise, France

184352.17

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 786 authors affiliated with 1437 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

1.76
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)

2.37
3Pierre Perron

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

4.24
4Clive W. J. Granger †

5.01
5M Hashem Pesaran

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

7.66
6Tim Bollerslev

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

7.69
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

9.4
8Mark W. Watson

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

11.82
9Jushan Bai

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

12.75
10Charles R. Nelson

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

13.52
11Donald W. K. Andrews

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

16.54
12Robert Taylor

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

17.65
13Lars Peter Hansen

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

17.68
14Francis X. Diebold

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

17.77
15Timo 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

18.11
16James H. Stock

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

18.95
17Yongcheol Shin

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

19.65
18Serena Ng

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

20.77
19Thomas J. Sargent

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

21.56
20David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.77
21Andrew C. Harvey

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

23.16
22Kenneth D. West

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

23.51
23Helmut Lütkepohl

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

24.94
24Graham Elliott

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

25.16
25James Hamilton

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

25.18
26George Tauchen

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

25.34
27Stephen Leybourne

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

26.66
28Neil Shephard

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

26.72
29Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

26.78
30Pentti Saikkonen

26.79
31Torben G. Andersen

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

27.41
32Joon Y. Park

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

28.31
33Allan Timmermann

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

29.8
34Halbert White †

32.79
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

32.93
36Todd Clark

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

34.28
37Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.61
38Yacine Ait-Sahalia

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

39.55
39Peter Reinhard Hansen

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

43.68
40Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

44.7
41Lawrence J. Christiano

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

46.25
42Chang-Jin Kim

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

46.99
43Lutz Kilian

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

47.87
44Luc Bauwens

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

48.21
45David I. Harvey

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

50.83
46Michael McAleer

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

51.15
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

51.24
48Andrew Patton

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

51.5
49Ole E. Barndorff-Nielsen

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

54.1
50Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

55.13
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55.85
52Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom
Centre for Economic Policy Research (CEPR), London, United Kingdom

55.98
53Michael McCracken

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

57.41
54Siem Jan Koopman

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

57.77
55Jean-Michel Zakoian

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

62.31
56Marco Lippi

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

63.53
57James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.77
58Christopher F Baum

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

64.72
59Cheng Hsiao

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

65.01
60Donggyu Sul

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

65.1
61In Choi

College of Economics, Sogang University, Seoul, South Korea

65.52
62Frank Schorfheide

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

65.78
63Atsushi Inoue

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

66.88
64Asger Lunde

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

67.74
65Timothy Vogelsang

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

67.9
66Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

68.49
67Norman Rasmus Swanson

Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)

69.17
68Eric Ghysels

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

69.78
69Zhijie Xiao

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

71.06
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.61
71Hyungsik Roger Moon

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

74.94
72Mario Forni

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

76.56
73Badi H. Baltagi

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

77.21
74Domenico Giannone

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

77.94
75Oliver Bruce Linton

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

81.13
76Giuseppe Cavaliere

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

81.17
77Jörg Breitung

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

81.65
78Chihwa Kao

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

83.47

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