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

What this page is about

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 7846 institutions with 56344 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 1441 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.78581.45
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.311211.93
3Department of Economics, Boston University

Boston, Massachusetts (USA)

5.74561.81
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.824910.77
4Singapore Management University

Singapore, Singapore

6.63376.35
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.65471.2
---School of Economics, Singapore Management University

Singapore, Singapore

8.46326.34
6Department of Economics, University of Southern California

Los Angeles, California (USA)

9.06491.25
7Department of Economics, Duke University

Durham, North Carolina (USA)

9.12431.46
8Monash Business School, Monash University

Melbourne, Australia

9.1515710.98
9Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.88780.93
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.58492.33
11Økonomisk Institut, Københavns Universitet

København, Denmark

10.66704.3
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.633210.84
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.4522.22
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.74170.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.22361.2
15European Central Bank

Frankfurt am Main, Germany

18.232149.08
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

19.28652.96
17Department of Economics, University of Washington

Seattle, Washington (USA)

19.57191.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.27380.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

21.48913.34
20School of Economics, University of Nottingham

Nottingham, United Kingdom

21.551065.05
21Essex Business School, University of Essex

Colchester, United Kingdom

22.52293.03
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

22.55571.3
23Economics Division, University of Southampton

Southampton, United Kingdom

25.35312.33
24Department of Economics, Oxford University

Oxford, United Kingdom

27.141723.73
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.77130.64
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

28.82610.57
26Economics Department, Queen's University

Kingston, Canada

33.5501.62
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.63180.27
27Business School, University of Auckland

Auckland, New Zealand

34.63240.27
28Federal Reserve Bank of New York

New York City, New York (USA)

41.31793.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

42.64110.18
29Brookings Institution

Washington, District of Columbia (USA)

42.64310.18
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.75542.17
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.761804.05
32Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.11191.12
33Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

43.56502.82
34National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.443950.47
35Centre de Recherche en Économie et Statistique (CREST)

France

46.69892.17
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

47.87580.85
37Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

48.72271
38Economics Department, University of Strathclyde

Glasgow, United Kingdom

48.96301.7
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.1420.36
40Tinbergen Instituut

Amsterdam, Netherlands

49.861243.24
41Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.26661.45
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

51.43361.71
42Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

51.68531.43
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.95551.43
43Department of Economics, New York University (NYU)

New York City, New York (USA)

53.13500.89
44School of Economics and Finance, Queen Mary University of London

London, United Kingdom

56.04432.25
45Economics Department, Yale University

New Haven, Connecticut (USA)

59.7490.47
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.1570.71
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.5530.2
47Department of Economics, Indiana University

Bloomington, Indiana (USA)

61.34271
48Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

61.97530.18
49Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.111173.13
50Department of Economics, University College London (UCL)

London, United Kingdom

63.07741.32
51Università Commerciale Luigi Bocconi

Milano, Italy

63.311671.82
52Department of Economics, Cornell University

Ithaca, New York (USA)

63.82401
53Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

64.17282.08
54Department of Economics, McGill University

Montréal, Canada

64.18361.34
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

65.0270.53
55Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

65.291662.92
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.81222.6
56École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

68.431211.6
57Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

69.79240.62
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

70.463.4
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

73.4581.95
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

73.8591.21
58Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

73.87610.86
59Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

74.56290.57
60Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

74.85852.17
61Department of Economics, University of Toronto

Toronto, Canada

80.93581.22
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

83.23402
63School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

88.24982.77
64Department of Economics, Emory University

Atlanta, Georgia (USA)

90.53241.75
65Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

90.69281.78
66Crawford School of Public Policy, Australian National University

Canberra, Australia

91.451530.8
67Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

94.38330.64
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

94.96281.4
68Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

95.7795.14
69School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

96.65641.48
70Department of Economics, University of Warwick

Coventry, United Kingdom

99.56831.87
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

101.07650.77
71Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

101.23210.89
72Department of Economics, University of California-Riverside

Riverside, California (USA)

103.66261.26
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

104.25231.84
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

104.511491.1
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

106.3370.41
74College of Management, Asia University

Wufeng, Taiwan

106.33180.41
75College of Economics, Sogang University

Seoul, South Korea

107.71221
76School of Business and Economics, Maastricht University

Maastricht, Netherlands

108.84914.47
77Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

108.96560.67
78Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

110.5220.59
79Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

110.68190.61
80Bank of Canada

Ottawa, Canada

110.811494.73
81Department of Economics, Korea University

Seoul, South Korea

112.28251.04
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

112.58962.02
82Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.611111.71
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.61701.71
83Business School, University of Technology Sydney

Sydney, Australia

115.01891.86
84Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

115.91061.79
85Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

116.17380.63
86Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

116.691012.62
87Economics Department, Georgetown University

Washington, District of Columbia (USA)

117.28480.67
88Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

117.91110.4
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118.26100.75
90Warwick Business School, University of Warwick

Coventry, United Kingdom

118.46282.57
91Deutsche Bundesbank

Frankfurt, Germany

120.221563.16
92Centre for Economic Policy Research (CEPR)

London, United Kingdom

121.412960.33
93London School of Economics (LSE)

London, United Kingdom

122.32931.7
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

122.79582.6
94Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.03552.04
95Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

124.59322.25
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

124.59292.25
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

125.82170.2
96Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

125.82460.2
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

126.32431.3
97W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

126.32541.3
98Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

126.71461.71
99Sveriges Riksbank

Stockholm, Sweden

127.92402.02
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

128.8103.91
100Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

128.9410.47
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

129.27470.41
102Economics Department, University of Essex

Colchester, United Kingdom

130.65421.25
103Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

132.291572.25
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

133.76131.91
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

134.44401.53
104Joint Research Centre, European Commission

Ispra, Italy

135.77752.55
105Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

137.07260.61
106Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

138.09251.95
107Department of Economics, University of Birmingham

Birmingham, United Kingdom

138.25341.73
108Athens University of Economics and Business (AUEB)

Athens, Greece

138.48772.94
109International Monetary Fund (IMF)

Washington, District of Columbia (USA)

138.614243.23
110École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

140.821082.59
111Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

145.19792.26
112School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

146.38570.7
113Department of Economics, University of Houston

Houston, Texas (USA)

146.45211
114Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

147.21721.56
115Economics Department, Brown University

Providence, Rhode Island (USA)

149.36550.69
116Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

149.49400.86
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

150.61622.2
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.71671.73
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

151.79152.02
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

152.1371.67
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.161013.12
119Institute for Fiscal Studies (IFS)

London, United Kingdom

154.36680.2
120School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

154.75500.87
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

155.9751
121Sauder School of Business, University of British Columbia

Vancouver, Canada

155.97231
122Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

156.26180.42
123Business School, Deakin University

Melbourne, Australia

156.83801.86
124Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

156.89111.41
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

157.09410.56
126Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

159.61521.68
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

159.6921.68
127Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

160.3910.56
128Management School, Lancaster University

Lancaster, United Kingdom

160.47632.96
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

161.42190.44
129Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

162.98151.56
130Department of Economics, University of Maryland

College Park, Maryland (USA)

163.33451.58
131Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

163.9290.83
132Toulouse School of Economics (TSE)

Toulouse, France

164.521600.81
---Department of Economics, London Business School (LBS)

London, United Kingdom

165.7130.57
133London Business School (LBS)

London, United Kingdom

165.7300.57
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

166.56330.28
134Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

166.84471.7
135Département de Sciences Économiques, Université de Montréal

Montréal, Canada

167.25320.95
136Cass Business School, City University

London, United Kingdom

169.56380.74
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

173.21120.32
137Henley Business School, University of Reading

Reading, United Kingdom

173.21280.32
138Bank of England

London, United Kingdom

176.72033.47
139Banco de España

Madrid, Spain

177.091093.19
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

178.07490.3
140William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

178.43110.2
141Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

182.57200.34
142Banca d'Italia

Roma, Italy

183.052513.22
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

183.7491
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

184.26472.71
143Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

184.45271.84
144ESSEC Business School

Cergy-Pontoise, France

186.33342.14

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 786 authors affiliated with 1441 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

1.72
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)

2.66
3Pierre Perron

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

4.16
4Clive W. J. Granger †

4.73
5M Hashem Pesaran

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

7.62
6Tim Bollerslev

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

7.7
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

9.39
8Jushan Bai

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

12.68
9Charles R. Nelson

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

13.41
10Mark W. Watson

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

13.55
11Donald W. K. Andrews

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

15.94
12Robert Taylor

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

16.73
13Lars Peter Hansen

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

17.38
14Francis X. Diebold

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

17.6
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

18.13
16James H. Stock

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

18.61
17Yongcheol Shin

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

19.43
18Serena Ng

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

20.54
19Thomas J. Sargent

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

21.49
20David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.51
21Andrew C. Harvey

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

22.92
22Kenneth D. West

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

23.56
23Helmut Lütkepohl

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

25.07
24George Tauchen

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

25.41
25Graham Elliott

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

25.43
26James Hamilton

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

25.85
27Stephen Leybourne

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

26.6
28Neil Shephard

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

26.64
29Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

26.7
30Torben G. Andersen

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

27.28
31Pentti Saikkonen

27.55
32Joon Y. Park

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

28.18
33Allan Timmermann

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

29.69
34Halbert White †

32.87
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

32.91
36Todd Clark

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

34.06
37Yacine Ait-Sahalia

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

38.2
38Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.48
39Peter Reinhard Hansen

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

43.41
40Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

44.5
41Lawrence J. Christiano

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

46.21
42Chang-Jin Kim

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

47.51
43Lutz Kilian

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

47.84
44Luc Bauwens

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

48.37
45Massimiliano 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

50.57
46David I. Harvey

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

50.89
47Andrew Patton

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

51.02
48Michael McAleer

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

51.38
49Ole E. Barndorff-Nielsen

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

53.99
50Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

55.69
51Lucrezia Reichlin

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

56.02
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.46
53Michael McCracken

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

57.47
54Siem Jan Koopman

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

57.79
55Jean-Michel Zakoian

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

62.76
56James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.38
57Marco Lippi

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

64.13
58Christopher F Baum

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

64.58
59In Choi

College of Economics, Sogang University, Seoul, South Korea

64.78
60Cheng Hsiao

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

65.02
61Donggyu Sul

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

65.07
62Frank Schorfheide

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

65.1
63Asger Lunde

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

68.12
64Timothy Vogelsang

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

68.32
65Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.26
66Norman Rasmus Swanson

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

69.26
67Eric Ghysels

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

69.44
68Atsushi Inoue

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

71.7
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.92
70Zhijie Xiao

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

71.92
71Hyungsik Roger Moon

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

75.38
72Mario Forni

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

77.11
73Badi H. Baltagi

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

77.9
74Domenico Giannone

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

78.98
75Jörg Breitung

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

80.8
76Giuseppe Cavaliere

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

80.97
77Oliver Bruce Linton

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

81.17
78Chihwa Kao

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

84.12

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