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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of August 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 7898 institutions with 56748 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 794 authors affiliated with 1451 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.43541.49
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.3311412.11
3Department of Economics, Boston University

Boston, Massachusetts (USA)

5.75571.81
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.094810.58
4Singapore Management University

Singapore, Singapore

6.94376.32
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.31491.18
6Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

8.51770.94
---School of Economics, Singapore Management University

Singapore, Singapore

8.69326.31
7Monash Business School, Monash University

Melbourne, Australia

9.0115711.48
8Department of Economics, Duke University

Durham, North Carolina (USA)

9.14451.46
9Department of Economics, University of Southern California

Los Angeles, California (USA)

9.43481.25
10Økonomisk Institut, Københavns Universitet

København, Denmark

10.63734.8
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.69502.31
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.433311.34
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.53512.22
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.24170.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.02381.18
15European Central Bank

Frankfurt am Main, Germany

17.612219.08
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.91642.94
17Department of Economics, University of Washington

Seattle, Washington (USA)

20.06191.57
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.27380.7
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.351075.05
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.66903.23
21Economics Division, University of Southampton

Southampton, United Kingdom

24.71312.33
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.55571.27
23Department of Economics, Oxford University

Oxford, United Kingdom

27.031743.8
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

28.01710.63
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.7130.64
25Economics Department, Queen's University

Kingston, Canada

32.93511.59
26Essex Business School, University of Essex

Colchester, United Kingdom

33.53292.8
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

34.52180.27
27Business School, University of Auckland

Auckland, New Zealand

34.52240.27
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.33220.75
29Federal Reserve Bank of New York

New York City, New York (USA)

41.95812.81
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43562.16
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

43.18110.18
31Brookings Institution

Washington, District of Columbia (USA)

43.18330.18
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

43.371833.91
33Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.4201.12
34Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

43.6502.81
35National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

46.084220.47
36Centre de Recherche en Économie et Statistique (CREST)

France

46.14912.19
37Federal Reserve Bank of Dallas

Dallas, Texas (USA)

48.09600.84
38Economics Department, University of Strathclyde

Glasgow, United Kingdom

48.1301.81
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.62400.36
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.44661.45
41Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.74521.43
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

51.27361.7
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.8551.43
42School of Economics and Finance, Queen Mary University of London

London, United Kingdom

57422.25
43School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

57.72992.9
44Economics Department, Yale University

New Haven, Connecticut (USA)

58.83470.47
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

61.03281
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.22560.67
47Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.481173.14
48Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

62.69540.18
49Università Commerciale Luigi Bocconi

Milano, Italy

62.731681.81
50Department of Economics, McGill University

Montréal, Canada

62.81351.35
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.8530.2
51Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

63.19272.07
52Department of Economics, Cornell University

Ithaca, New York (USA)

63.81401
53Department of Economics, New York University (NYU)

New York City, New York (USA)

63.84520.87
54Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

64.81642.89
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

64.8860.53
55Department of Economics, University College London (UCL)

London, United Kingdom

65.39731.31
56Tinbergen Instituut

Amsterdam, Netherlands

67.071253.07
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.5232.58
57École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

69.511201.6
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

69.9663.4
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

72.03842.24
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

74.14591.62
59Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

74.43600.86
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

74.88581.21
60Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

75.83300.57
61Department of Economics, University of Toronto

Toronto, Canada

81.15581.22
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

83.5382
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

85.49132.09
63Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

91.12281.78
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

92.39271.42
64Crawford School of Public Policy, Australian National University

Canberra, Australia

94.651540.78
65Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

94.94330.64
66Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

95.8595.14
67Department of Economics, Emory University

Atlanta, Georgia (USA)

96.42251.74
68Institute of Labor Economics (IZA)

Bonn, Germany

97.758880.57
69Department of Economics, University of Warwick

Coventry, United Kingdom

102.28821.72
70Department of Economics, University of California-Riverside

Riverside, California (USA)

102.31261.26
71Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

102.79210.89
72School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

102.84641.46
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

103.39221.83
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

104.31451.09
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

104.66660.75
74College of Economics, Sogang University

Seoul, South Korea

107.34221
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

108.4270.41
75College of Management, Asia University

Wufeng, Taiwan

108.42190.41
76Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

108.49540.67
77Bank of Canada

Ottawa, Canada

109.961514.73
78Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

110.39230.59
79School of Business and Economics, Maastricht University

Maastricht, Netherlands

110.41924.47
80Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

111.74260.5
81Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.751121.71
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

112.75701.71
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

112.99941.99
82Department of Economics, Korea University

Seoul, South Korea

113.15251.04
83Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

115.6170.6
84Business School, University of Technology Sydney

Sydney, Australia

115.87891.73
85Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

116.07370.67
86Deutsche Bundesbank

Frankfurt, Germany

116.911573.29
87Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

117.441061.79
88Economics Department, Georgetown University

Washington, District of Columbia (USA)

118.51480.66
89Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

118.711012.62
90Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.84110.4
91Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

119.07100.75
92Centre for Economic Policy Research (CEPR)

London, United Kingdom

120.73120.34
93Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

122.84322.28
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

122.84292.28
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

123.56572.6
94Warwick Business School, University of Warwick

Coventry, United Kingdom

124.92272.5
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

126451.3
95W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

126561.3
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

126.13562.04
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

126.27170.2
97Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

126.27480.2
98Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

126.94471.71
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

127.82400.47
100Sveriges Riksbank

Stockholm, Sweden

128.39402.02
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

129.76103.91
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

130.49470.41
102Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

130.921592.25
103London School of Economics (LSE)

London, United Kingdom

133.082931.59
104Economics Department, University of Essex

Colchester, United Kingdom

133.31441.25
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

134.19401.4
105International Monetary Fund (IMF)

Washington, District of Columbia (USA)

136.594243.28
106Joint Research Centre, European Commission

Ispra, Italy

137.33742.55
107Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.25582.19
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.25462.19
108Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

138.32260.61
109Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

138.9261.95
110Athens University of Economics and Business (AUEB)

Athens, Greece

140.08782.93
111Department of Economics, University of Birmingham

Birmingham, United Kingdom

141.96331.71
112École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

142.951082.59
113Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

145.02400.88
114School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

146.19500.91
115School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

146.96580.69
116Department of Economics, University of Houston

Houston, Texas (USA)

147.41221
117Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

147.47792.26
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

148.83632.2
118Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

148.87731.56
119Institute for Fiscal Studies (IFS)

London, United Kingdom

151.28660.2
120Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.67671.73
121Economics Department, Brown University

Providence, Rhode Island (USA)

151.7540.69
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

153.0571.67
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

154152.02
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

154.591023.12
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

157.41180.46
123Business School, Deakin University

Melbourne, Australia

157.47801.86
124Management School, Lancaster University

Lancaster, United Kingdom

158.72662.91
125Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

160.9910.56
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

161.3151
126Sauder School of Business, University of British Columbia

Vancouver, Canada

161.31221
127Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

162.881551.65
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

162.88941.65
128Department of Economics, University of Maryland

College Park, Maryland (USA)

163.04441.58
129Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

163.54121.38
130Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

164.58430.54
131Toulouse School of Economics (TSE)

Toulouse, France

166.151600.81
132Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

166.2690.83
133Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

167.32161.56
---Department of Economics, London Business School (LBS)

London, United Kingdom

167.46130.57
134London Business School (LBS)

London, United Kingdom

167.46300.57
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

167.58340.28
135Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

167.78180.41
136Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

167.93471.7
137Cass Business School, City University

London, United Kingdom

169.5380.72
138Département de Sciences Économiques, Université de Montréal

Montréal, Canada

171.14300.94
139Banca d'Italia

Roma, Italy

176.732543.27
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

176.76120.32
140Henley Business School, University of Reading

Reading, United Kingdom

176.76280.32
141Bank of England

London, United Kingdom

178.72023.43
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.14480.3
142William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

181.74100.2
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

182.0791
143Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

185.53210.34
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

187.07482.71
144ESSEC Business School

Cergy-Pontoise, France

187.82342.14
145Management School, University of Liverpool

Liverpool, United Kingdom

188.26342.13

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 794 authors affiliated with 1451 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

1.68
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)

2.7
3Pierre Perron

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

4.2
4Clive W. J. Granger †

4.7
5Tim Bollerslev

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

7.62
6M Hashem Pesaran

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

7.87
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

9.31
8Jushan Bai

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

12.37
9Mark W. Watson

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

12.58
10Charles R. Nelson

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

13.86
11Donald W. K. Andrews

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

15.97
12Lars Peter Hansen

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

16.5
13Robert Taylor

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

16.74
14Francis X. Diebold

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

17.04
15James H. Stock

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

17.36
16Yongcheol Shin

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

18.85
17Timo 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

18.89
18David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.43
19Serena Ng

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

23.16
20Andrew C. Harvey

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

23.32
21Kenneth D. West

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

23.96
22Helmut Lütkepohl

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

24.37
23Graham Elliott

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

24.68
24George Tauchen

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

25.19
25Neil Shephard

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

26.29
26Stephen Leybourne

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

26.44
27Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

26.44
28James Hamilton

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

27.43
29Torben G. Andersen

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

27.78
30Joon Y. Park

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

28.04
31Pentti Saikkonen

28.84
32Allan Timmermann

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

30.39
33Thomas J. Sargent

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

33.13
34Halbert White †

33.14
35Todd Clark

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

34.37
36Adrian 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

35.71
37Manuel Arellano

Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain

37.08
38Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

37.89
39Yacine Ait-Sahalia

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

38.57
40Peter Reinhard Hansen

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

43.87
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

44.82
42Lawrence J. Christiano

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

46.3
43Chang-Jin Kim

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

48.56
44Lutz Kilian

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

49.14
45Luc Bauwens

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

49.67
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

50.3
47David I. Harvey

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

50.46
48Andrew Patton

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

51.69
49Michael McAleer

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

52.29
50Ole E. Barndorff-Nielsen

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

55.01
51Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

55.99
52Siem Jan Koopman

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

56.17
53Michael McCracken

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

56.58
54Lucrezia Reichlin

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

57.12
55Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

57.93
56James MacKinnon

Economics Department, Queen's University, Kingston, Canada

58.42
57Jean-Michel Zakoian

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

64.02
58In Choi

College of Economics, Sogang University, Seoul, South Korea

64.85
59Marco Lippi

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

64.89
60Christopher F Baum

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

65.23
61Cheng Hsiao

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

65.41
62Donggyu Sul

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

65.53
63Frank Schorfheide

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

65.63
64Timothy Vogelsang

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

68.73
65Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.41
66Asger Lunde

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

69.68
67Norman Rasmus Swanson

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

70.34
68Eric Ghysels

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

70.35
69Atsushi Inoue

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

71.08
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.56
71Zhijie Xiao

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

72.63
72Hyungsik Roger Moon

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

75.58
73Mario Forni

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

78.27
74Domenico Giannone

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

79.44
75Badi H. Baltagi

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

79.87
76Giuseppe Cavaliere

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

80.5
77Jörg Breitung

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

80.97
78Oliver Bruce Linton

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

81.73
79Yixiao Sun

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

82.72

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