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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2020

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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 8017 institutions with 57787 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 778 authors affiliated with 1466 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.89571.44
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.6411311.59
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.174910.43
3Singapore Management University

Singapore, Singapore

6.74376.31
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.04571.82
5Department of Economics, Duke University

Durham, North Carolina (USA)

7.69481.46
6Monash Business School, Monash University

Melbourne, Australia

8.2916311.48
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

8.41740.94
---School of Economics, Singapore Management University

Singapore, Singapore

8.55326.31
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.36481.24
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.16481.97
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

10.733511.34
10Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

11.5511.06
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.93502.09
12Økonomisk Institut, Københavns Universitet

København, Denmark

12.76714.73
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.64160.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.57381.17
15Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.29662.92
16European Central Bank

Frankfurt am Main, Germany

17.982279.18
17Department of Economics and Related Studies, University of York

York, United Kingdom

18.72903.24
18Department of Economics, University of Washington

Seattle, Washington (USA)

20.52191.57
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.121124.88
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.33380.7
21Department of Economics, Oxford University

Oxford, United Kingdom

22.331763.9
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.93571.26
23Economics Division, University of Southampton

Southampton, United Kingdom

26.52321.6
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

28.48760.63
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.58120.58
25Economics Department, Queen's University

Kingston, Canada

32.62501.59
26Essex Business School, University of Essex

Colchester, United Kingdom

32.63302.8
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

35.49190.27
27Business School, University of Auckland

Auckland, New Zealand

35.49240.27
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.92220.98
29Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

41.87211.12
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.631884.1
31Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.92562.15
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

43.1110.18
32Brookings Institution

Washington, District of Columbia (USA)

43.1330.18
33Centre de Recherche en Économie et Statistique (CREST)

France

45.82912.2
34Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

46.57502.78
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

47.74291.04
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

47.84590.82
37National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

48.314260.46
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.89671.45
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.6400.36
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.3561.43
40Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

54.06601.42
41Federal Reserve Bank of New York

New York City, New York (USA)

55.04812.58
42School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

55.351023.51
43School of Economics and Finance, Queen Mary University of London

London, United Kingdom

56.47512.31
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

56.47361.66
44Economics Department, Yale University

New Haven, Connecticut (USA)

58.22490.47
45Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

58.521173.24
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.34560.66
47Department of Economics, Indiana University

Bloomington, Indiana (USA)

61.11281.15
48Department of Economics, McGill University

Montréal, Canada

61.4331.36
49Department of Economics, Cornell University

Ithaca, New York (USA)

62.96411.09
50Department of Economics, New York University (NYU)

New York City, New York (USA)

63.45520.87
51Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

63.5272.08
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

63.7920.13
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.23232.69
52Università Commerciale Luigi Bocconi

Milano, Italy

64.751691.8
53Department of Economics, University College London (UCL)

London, United Kingdom

65.09701.29
54École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

65.431191.66
55Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

66.171602.87
56Tinbergen Instituut

Amsterdam, Netherlands

66.551233.07
57Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

66.65540.17
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.29872.22
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

69.6163.32
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

70.91561.28
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

72.1860.53
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

73.461042.78
60Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

74.04610.87
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

76.32591.28
61Department of Economics, University of Toronto

Toronto, Canada

79.33611.22
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

82.29152.7
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.76271.45
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

86.74372
63Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

91.16320.64
64Department of Economics, Emory University

Atlanta, Georgia (USA)

93.26251.9
65Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

93.91301.79
66Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

94.72290.48
67Ekonomihögskolan, Lunds Universitet

Lund, Sweden

95.011131.7
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

95.01701.7
68Crawford School of Public Policy, Australian National University

Canberra, Australia

96.21530.78
69Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

96.8995.13
70School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

97.04641.69
71Institute of Labor Economics (IZA)

Bonn, Germany

97.269030.57
72Department of Economics, University of Warwick

Coventry, United Kingdom

98.03831.64
73Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

98.61210.88
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.151491.05
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

104.39221.83
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

106.83670.74
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

106.8480.41
75College of Management, Asia University

Wufeng, Taiwan

106.84200.41
76Bank of Canada

Ottawa, Canada

108.051604.73
77Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

108.3220.59
78College of Economics, Sogang University

Seoul, South Korea

109.39200.98
79Department of Economics, Korea University

Seoul, South Korea

111.71251.04
80Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

111.86270.5
81School of Business and Economics, Maastricht University

Maastricht, Netherlands

113.53923.98
82Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

114.7390.67
83Economics Department, Georgetown University

Washington, District of Columbia (USA)

115.26460.67
84Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

115.62110.75
85Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

116.05190.6
86Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

116.51120.4
87Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

116.63312.29
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

116.63282.29
88Business School, University of Technology Sydney

Sydney, Australia

116.87901.73
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

117.13901.97
89Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

117.61550.65
90Deutsche Bundesbank

Frankfurt, Germany

120.061573.26
91Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

123.391622.58
92Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

123.88471.71
93Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

124.541022.61
94Department of Economics, University of California-Riverside

Riverside, California (USA)

124.59261.05
95Warwick Business School, University of Warwick

Coventry, United Kingdom

125.89272.47
96Economics Department, University of Essex

Colchester, United Kingdom

126.68461.4
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

127.06572.03
98Centre for Economic Policy Research (CEPR)

London, United Kingdom

128.123230.32
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

128.61292.29
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

128.94451.3
100W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

128.94541.3
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

129.52582.59
101Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

129.59410.46
102Athens University of Economics and Business (AUEB)

Athens, Greece

129.9793
103Sveriges Riksbank

Stockholm, Sweden

130.23392.02
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.54170.2
104Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.54500.2
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

130.5993.67
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

132.91480.41
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.381092.6
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

136.75411.4
107Joint Research Centre, European Commission

Ispra, Italy

136.81733.24
108International Monetary Fund (IMF)

Washington, District of Columbia (USA)

137.964313.21
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

139.18642.54
109Department of Economics, University of Houston

Houston, Texas (USA)

141.49221.01
110Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

142.36270.61
111Department of Economics, University of Birmingham

Birmingham, United Kingdom

142.48341.71
112Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

143.21420.85
113Economics Department, Brown University

Providence, Rhode Island (USA)

143.67550.68
114Business School, Deakin University

Melbourne, Australia

144.82741.86
115Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

146.72711.49
116Institute for Fiscal Studies (IFS)

London, United Kingdom

147.34700.2
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

148.14641.72
118Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

149.53812.26
119Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.85632.2
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.85502.2
120Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

152.12161.64
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

153.2471.65
121Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

153.7210.59
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.03983.11
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

155.09190.47
123Management School, Lancaster University

Lancaster, United Kingdom

155.44662.91
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

156.82162.02
124Department of Economics, University of Maryland

College Park, Maryland (USA)

158.6471.64
125School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

161.23500.89
126Toulouse School of Economics (TSE)

Toulouse, France

161.931590.8
127Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

164.77460.54
128Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.471521.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165.47911.63
129Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

167.36200.41
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

168.89330.28
130Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

170.84141.38
131Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.6890.83
132Département de Sciences Économiques, Université de Montréal

Montréal, Canada

173.61290.94
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

174.4120.32
133Henley Business School, University of Reading

Reading, United Kingdom

174.4290.32
134Banca d'Italia

Roma, Italy

177.132593.96
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

179.1681
---Department of Economics, London Business School (LBS)

London, United Kingdom

181.29140.55
135London Business School (LBS)

London, United Kingdom

181.29320.55
136Bank of England

London, United Kingdom

181.392053.48
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

181.9751
137Sauder School of Business, University of British Columbia

Vancouver, Canada

181.97221
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

182.07500.3
138Management School, University of Liverpool

Liverpool, United Kingdom

182.77362.14
139Business School, University of Exeter

Exeter, United Kingdom

183.11461.54
140Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

183.35281.81
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

186.35462.71
141William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

190110.2
142ESSEC Business School

Cergy-Pontoise, France

190.17342.14
---Economic Research Department, Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

190.18400.38
143School of Economics, University of Manchester

Manchester, United Kingdom

192.1470.82
144Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

193.41220.34
145Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

194.7451.03
146London School of Economics (LSE)

London, United Kingdom

195.592951.03

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 778 authors affiliated with 1466 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

1.61
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)

2.85
3Clive W. J. Granger †

4.49
4Pierre Perron

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

4.83
5Tim Bollerslev

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

6.32
6M Hashem Pesaran

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

8.16
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.31
8Mark W. Watson

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

12.34
9Charles R. Nelson

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

14.51
10Donald W. K. Andrews

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

15.2
11Robert Taylor

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

15.53
12Francis X. Diebold

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

16.52
13Jushan Bai

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

16.65
14Lars Peter Hansen

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

16.81
15James H. Stock

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

17.1
16Yongcheol Shin

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

17.47
17Timo Terasvirta

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

18.2
18Andrew C. Harvey

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

19.6
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.95
20George Tauchen

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

23.22
21Serena Ng

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

23.24
22Kenneth D. West

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

23.43
23Helmut Lutkepohl

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

24.36
24James Hamilton

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

24.65
25Stephen Leybourne

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

25.57
26Graham Elliott

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

25.63
27Neil Shephard

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

25.66
28Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

25.99
29Joon Y. Park

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

26.67
30Pentti Saikkonen

28.62
31Torben G. Andersen

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

29.66
32Allan Timmermann

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

30.84
33Halbert White †

31.92
34Thomas J. Sargent

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

33.49
35Manuel Arellano

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

34.81
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

36.58
37Todd Clark

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

36.94
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.08
39Peter Reinhard Hansen

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

41.42
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

42.82
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

43.4
42Yacine Ait-Sahalia

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

45.95
43Lawrence J. Christiano

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

46.49
44Luc Bauwens

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

48.68
45Chang-Jin Kim

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

49.42
46Lutz Kilian

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

50.13
47David I. Harvey

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

50.64
48Andrew Patton

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

51.1
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

51.55
50Ole E. Barndorff-Nielsen

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

54.39
51Michael McAleer

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

54.6
52Michael McCracken

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

55.73
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.3
54Siem Jan Koopman

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

57.39
55James MacKinnon

Economics Department, Queen's University, Kingston, Canada

57.41
56Lucrezia Reichlin

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

62.35
57Jean-Michel Zakoian

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

63.61
58Marco Lippi

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

64.84
59Donggyu Sul

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

65.05
60Cheng Hsiao

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

65.41
61In Choi

College of Economics, Sogang University, Seoul, South Korea

65.53
62Frank Schorfheide

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

66.54
63Asger Lunde

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

68.54
64Christopher F Baum

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

68.63
65Eric Ghysels

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

68.8
66Timothy Vogelsang

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

69.11
67Hyungsik Roger Moon

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

69.82
68Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.95
69Norman Rasmus Swanson

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

70.08
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.16
71Luis Alberiko Gil-Alana

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

71.92
72Zhijie Xiao

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

72.26
73Atsushi Inoue

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

73.1
74Giuseppe Cavaliere

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

75.7
75Jorg Breitung

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

77.75
76Oliver Bruce Linton

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

78.89
77Domenico Giannone

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

79.91

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