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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 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 7972 institutions with 57406 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 801 authors affiliated with 1458 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.72571.49
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2711412.03
3Department of Economics, Boston University

Boston, Massachusetts (USA)

5.29571.82
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.244910.51
4Singapore Management University

Singapore, Singapore

6.28376.31
5Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

8.02750.95
---School of Economics, Singapore Management University

Singapore, Singapore

8.18326.31
6Department of Economics, University of Southern California

Los Angeles, California (USA)

8.58481.25
7Monash Business School, Monash University

Melbourne, Australia

8.7216011.42
8Department of Economics, Duke University

Durham, North Carolina (USA)

8.96461.46
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.32481.07
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.19481.95
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.313311.28
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.1512.22
12Økonomisk Institut, Københavns Universitet

København, Denmark

13.21724.74
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.64160.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.13381.17
15European Central Bank

Frankfurt am Main, Germany

17.552239.31
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.58652.93
17Department of Economics, University of Washington

Seattle, Washington (USA)

19.96191.57
18Department of Economics and Related Studies, University of York

York, United Kingdom

20.61913.24
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.83380.7
20School of Economics, University of Nottingham

Nottingham, United Kingdom

20.921105.05
21Economics Division, University of Southampton

Southampton, United Kingdom

24.71322.27
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.74571.26
23Department of Economics, Oxford University

Oxford, United Kingdom

26.191773.73
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

27.86760.63
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.81130.64
25Economics Department, Queen's University

Kingston, Canada

32.06501.59
26Essex Business School, University of Essex

Colchester, United Kingdom

32.37302.8
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

33.84180.27
27Business School, University of Auckland

Auckland, New Zealand

33.84230.27
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.45230.98
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.271874.11
30Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.3211.12
31Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.72562.14
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

43.28110.18
32Brookings Institution

Washington, District of Columbia (USA)

43.28320.18
33Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

44.98492.78
34Centre de Recherche en Économie et Statistique (CREST)

France

46.75922.09
35Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.67671.45
36National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

48.164240.46
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

48.75290.81
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.82400.36
39Federal Reserve Bank of Dallas

Dallas, Texas (USA)

48.87590.82
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.19561.43
40Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

50.73581.43
41School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

54.611003.47
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

54.63361.66
42Federal Reserve Bank of New York

New York City, New York (USA)

55.29802.33
43School of Economics and Finance, Queen Mary University of London

London, United Kingdom

56.29512.34
44Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.111173.25
45Economics Department, Yale University

New Haven, Connecticut (USA)

57.86480.47
46Department of Economics, Indiana University

Bloomington, Indiana (USA)

60.19291.16
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.34540.66
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.43232.7
48Department of Economics, McGill University

Montréal, Canada

62.69331.35
49Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

62.96272.08
50Università Commerciale Luigi Bocconi

Milano, Italy

63.521701.8
51Department of Economics, Cornell University

Ithaca, New York (USA)

63.66401
52Department of Economics, New York University (NYU)

New York City, New York (USA)

63.8530.87
53Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

63.9550.17
54Department of Economics, University College London (UCL)

London, United Kingdom

64.03711.31
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

64.1230.19
55Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

64.161592.88
56Tinbergen Instituut

Amsterdam, Netherlands

64.71233.07
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

69.3163.4
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.56862.23
58École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

69.641201.6
59Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

74.22610.85
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

74.98571.21
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

75.1560.53
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

75.63591.35
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

80.58142.66
60Department of Economics, University of Toronto

Toronto, Canada

81.49611.22
61Department of Economics, Ohio State University

Columbus, Ohio (USA)

84.03382
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.15281.41
62School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

91.47641.76
63Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

91.58281.82
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

92.611121.71
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

92.61691.71
65Crawford School of Public Policy, Australian National University

Canberra, Australia

92.751530.78
66Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

93.27320.64
67Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

93.4300.48
68Department of Economics, Emory University

Atlanta, Georgia (USA)

95.3251.74
69Institute of Labor Economics (IZA)

Bonn, Germany

96.269020.57
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.0595.12
71Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

101.32210.89
72Department of Economics, University of Warwick

Coventry, United Kingdom

102.21811.68
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

102.28670.75
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

103.21221.83
73Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

103.561072.35
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

106.51491.05
75College of Economics, Sogang University

Seoul, South Korea

106.98221
76Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

109.06220.59
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

109.1580.41
77College of Management, Asia University

Wufeng, Taiwan

109.15200.41
78Bank of Canada

Ottawa, Canada

109.311524.73
79Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

111.17260.5
80School of Business and Economics, Maastricht University

Maastricht, Netherlands

111.7903.97
81Department of Economics, Korea University

Seoul, South Korea

111.97251.04
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

112.09891.98
82Business School, University of Technology Sydney

Sydney, Australia

115.54901.73
83Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

116.05370.67
84Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

116.11190.6
85Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

116.8312.29
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

116.8282.29
86Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

117.2110.75
87Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

118.23540.65
88Deutsche Bundesbank

Frankfurt, Germany

118.291583.26
89Economics Department, Georgetown University

Washington, District of Columbia (USA)

120.18460.67
90Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

121.461032.61
91Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

121.66582.04
92Department of Economics, University of California-Riverside

Riverside, California (USA)

122.95261.07
93Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

124.311582.09
94Warwick Business School, University of Warwick

Coventry, United Kingdom

125.03262.5
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

126.76582.59
95Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

126.83410.46
96Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

126.99120.4
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

127.03451.3
97W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

127.03561.3
98Centre for Economic Policy Research (CEPR)

London, United Kingdom

127.333120.33
99Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

127.43471.71
100Economics Department, University of Essex

Colchester, United Kingdom

128.61461.25
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

129.293.67
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

130.62480.41
102Sveriges Riksbank

Stockholm, Sweden

130.68392.02
103London School of Economics (LSE)

London, United Kingdom

132.272901.57
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

134.63411.4
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

136261.95
105Joint Research Centre, European Commission

Ispra, Italy

136.32763.23
106Athens University of Economics and Business (AUEB)

Athens, Greece

136.41782.95
107International Monetary Fund (IMF)

Washington, District of Columbia (USA)

137.224283.24
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

138.22170.2
108Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

138.22490.2
109Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

138.24280.61
110Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.77632.2
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.77502.2
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

140.17632.04
111Department of Economics, University of Houston

Houston, Texas (USA)

141.12221.02
112Department of Economics, University of Birmingham

Birmingham, United Kingdom

141.48341.71
113École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

142.461102.59
114Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

147.57721.48
115Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

147.59802.26
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

147.871.67
116Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

147.93410.84
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

147.96641.72
118Business School, Deakin University

Melbourne, Australia

149.17731.86
119Economics Department, Brown University

Providence, Rhode Island (USA)

151.04550.69
120Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

151.3910.59
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

151.991003.11
122Institute for Fiscal Studies (IFS)

London, United Kingdom

152.02680.2
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

156.06162.02
123Department of Economics, University of Maryland

College Park, Maryland (USA)

157.04461.65
124School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

158.6490.89
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

159.2190.46
125School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

159.87570.66
126Management School, Lancaster University

Lancaster, United Kingdom

161.54662.9
127Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

162.75440.54
128Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

162.78161.56
129Toulouse School of Economics (TSE)

Toulouse, France

163.051590.81
130Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.991541.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.99931.63
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

166.92330.28
131Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

167.35200.41
132Banca d'Italia

Roma, Italy

169.282583.9
133Cass Business School, City University

London, United Kingdom

169.88380.71
134Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

170.3131.38
135Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

170.89461.7
136Département de Sciences Économiques, Université de Montréal

Montréal, Canada

173.36300.94
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

173.96120.32
137Henley Business School, University of Reading

Reading, United Kingdom

173.96280.32
138Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

175.8490.83
---Department of Economics, London Business School (LBS)

London, United Kingdom

177.21130.55
139London Business School (LBS)

London, United Kingdom

177.21310.55
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

177.4481
140Bank of England

London, United Kingdom

177.622063.49
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.16500.3
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

185.01472.71
141Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

185.29281.81
142Management School, University of Liverpool

Liverpool, United Kingdom

186.27352.13
143Business School, University of Exeter

Exeter, United Kingdom

187.71451.54
---Economic Research Department, Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

189.31400.38
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

189.5951
144Sauder School of Business, University of British Columbia

Vancouver, Canada

189.59221
145Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

189.79460.88

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 801 authors affiliated with 1458 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

1.65
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)

2.78
3Pierre Perron

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

4.18
4Clive W. J. Granger †

4.42
5Tim Bollerslev

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

7.3
6M Hashem Pesaran

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

7.94
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.36
8Mark W. Watson

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

12.31
9Charles R. Nelson

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

13.55
10Donald W. K. Andrews

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

14.86
11Robert Taylor

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

15.16
12Jushan Bai

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

16.28
13Lars Peter Hansen

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

16.5
14James H. Stock

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

17.25
15Francis X. Diebold

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

17.54
16Yongcheol Shin

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

18.12
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

18.94
18Andrew C. Harvey

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

20.4
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

20.68
20Serena Ng

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

21.75
21Kenneth D. West

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

23.74
22George Tauchen

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

24.38
23Neil Shephard

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

25.26
24Graham Elliott

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

25.45
25Stephen Leybourne

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

25.54
26Helmut Lütkepohl

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

25.65
27Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

26.16
28Joon Y. Park

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

26.18
29James Hamilton

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

27.75
30Pentti Saikkonen

28.06
31Torben G. Andersen

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

30.79
32Allan Timmermann

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

32.81
33Thomas J. Sargent

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

33.04
34Halbert White †

33.28
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

34.34
36Todd Clark

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

36
37Manuel Arellano

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

36.5
38Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

37.3
39Peter Reinhard Hansen

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

41.88
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

42.35
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

44.32
42Lawrence J. Christiano

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

46.2
43Luc Bauwens

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

48.96
44Chang-Jin Kim

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

49.17
45Yacine Ait-Sahalia

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

49.32
46Lutz Kilian

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

50.38
47David I. Harvey

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

50.47
48Andrew Patton

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

50.94
49Massimiliano 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

50.97
50Michael McAleer

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

53.31
51Ole E. Barndorff-Nielsen

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

55.37
52Michael McCracken

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

55.67
53Siem Jan Koopman

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

55.84
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.6
55James MacKinnon

Economics Department, Queen's University, Kingston, Canada

57.9
56Lucrezia Reichlin

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

60.56
57In Choi

College of Economics, Sogang University, Seoul, South Korea

63.97
58Marco Lippi

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

64.84
59Jean-Michel Zakoian

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

65.21
60Frank Schorfheide

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

65.22
61Donggyu Sul

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

65.74
62Cheng Hsiao

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

65.77
63Christopher F Baum

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

65.93
64Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.29
65Timothy Vogelsang

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

69.3
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

69.36
67Asger Lunde

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

69.46
68Zhijie Xiao

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

69.81
69Eric Ghysels

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

69.95
70Luis Alberiko Gil-Alana

Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain
Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain

70.8
71Norman Rasmus Swanson

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

71.09
72Atsushi Inoue

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

71.6
73Hyungsik Roger Moon

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

74.5
74Jörg Breitung

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

76.2
75Giuseppe Cavaliere

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

77.94
76Mario Forni

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

79.2
77Domenico Giannone

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

80.3
78Yixiao Sun

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

80.4
79Badi H. Baltagi

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

80.6
80Oliver Bruce Linton

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

81.31

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