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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 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 8035 institutions with 58001 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 1479 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.36571.42
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.0211411.59
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.564910.43
3Singapore Management University

Singapore, Singapore

5.85376.31
4Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

6.31740.97
5Monash Business School, Monash University

Melbourne, Australia

7.3716311.52
6Department of Economics, Boston University

Boston, Massachusetts (USA)

7.39591.82
---School of Economics, Singapore Management University

Singapore, Singapore

7.79326.31
7Department of Economics, University of Southern California

Los Angeles, California (USA)

8.39481.13
8Department of Economics, Duke University

Durham, North Carolina (USA)

9.18481.46
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

9.923611.38
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

11.19521.06
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.34491.86
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.47492.09
12Økonomisk Institut, Københavns Universitet

København, Denmark

12.14724.72
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.99160.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.66391.18
15European Central Bank

Frankfurt am Main, Germany

17.332289.31
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.37662.91
17Department of Economics and Related Studies, University of York

York, United Kingdom

19.31913.22
18School of Economics, University of Nottingham

Nottingham, United Kingdom

20.691114.84
19Department of Economics, University of Washington

Seattle, Washington (USA)

20.7191.57
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.51380.7
21Department of Economics, Oxford University

Oxford, United Kingdom

22.221763.89
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.05581.26
23Economics Division, University of Southampton

Southampton, United Kingdom

27.04321.61
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.61120.58
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

30.21760.61
25Essex Business School, University of Essex

Colchester, United Kingdom

31.83302.8
26Economics Department, Queen's University

Kingston, Canada

32.22511.6
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.42190.27
27Business School, University of Auckland

Auckland, New Zealand

36.42240.27
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.66220.98
29Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.13562.17
30Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.52211.12
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

42.571894.1
32Centre de Recherche en Économie et Statistique (CREST)

France

44.14912.21
33Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

44.69502.74
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

44.75110.18
34Brookings Institution

Washington, District of Columbia (USA)

44.75330.18
35National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

48.034260.47
36Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.61671.42
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

49.63281.03
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

50.68590.82
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.85561.4
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.09400.36
40Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

52.97601.42
41School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

53.081033.48
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

54.48361.65
42Federal Reserve Bank of New York

New York City, New York (USA)

56.48812.43
43Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

56.621173.18
44School of Economics and Finance, Queen Mary University of London

London, United Kingdom

57.42512.31
45Economics Department, Yale University

New Haven, Connecticut (USA)

59.82500.47
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.18560.64
47Department of Economics, Indiana University

Bloomington, Indiana (USA)

60.23281.14
48Department of Economics, Cornell University

Ithaca, New York (USA)

60.74401.09
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.12232.63
49Università Commerciale Luigi Bocconi

Milano, Italy

62.751701.8
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.7720.13
50Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

62.87272.08
51Department of Economics, McGill University

Montréal, Canada

62.93331.36
52Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

64.47540.17
53Tinbergen Instituut

Amsterdam, Netherlands

65.561233.04
54Department of Economics, New York University (NYU)

New York City, New York (USA)

66.2520.87
55Department of Economics, University College London (UCL)

London, United Kingdom

66.42691.28
56Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

66.641151.43
57Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

67.151582.86
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

67.4763.32
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.76862.22
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

70.561042.78
---Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

70.67561.25
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

73.4860.53
60Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

76.52610.87
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

78.04591.26
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

78.89152.67
61Department of Economics, University of Toronto

Toronto, Canada

80.5611.22
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

86.54372
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.01261.45
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.451141.7
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.45701.7
64Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

93.23320.48
65Department of Economics, Emory University

Atlanta, Georgia (USA)

93.61251.9
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

93.98291.79
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

94.0295.13
68Institute of Labor Economics (IZA)

Bonn, Germany

94.269080.58
69Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

95.02320.64
70Crawford School of Public Policy, Australian National University

Canberra, Australia

96.11540.77
71Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

98.79210.88
72Department of Economics, University of Warwick

Coventry, United Kingdom

101.26861.62
73School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

101.61631.33
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

105.14221.83
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

105.99680.74
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

106.121481.05
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

106.9580.41
75College of Management, Asia University

Wufeng, Taiwan

106.95200.41
76School of Business and Economics, Maastricht University

Maastricht, Netherlands

107.01923.99
77Department of Economics, Korea University

Seoul, South Korea

108.33261.39
78Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

110.42220.59
79College of Economics, Sogang University

Seoul, South Korea

110.7200.98
80Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

111.47312.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

111.47282.32
81Bank of Canada

Ottawa, Canada

111.611604.72
82Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

113.01270.5
83Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

117.06110.75
84Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

117.86390.67
85Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

118.02200.6
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

119.37881.96
86Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

121.281022.61
87Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

121.38540.65
88Deutsche Bundesbank

Frankfurt, Germany

121.681583.24
89Economics Department, Georgetown University

Washington, District of Columbia (USA)

121.85460.67
90Business School, University of Technology Sydney

Sydney, Australia

122.77891.7
91Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

123.34471.88
92Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

123.42120.4
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.9293.68
93Department of Economics, University of California-Riverside

Riverside, California (USA)

124.07261.05
94Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

124.31622.58
95Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.57582.03
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

125.99582.59
96Centre for Economic Policy Research (CEPR)

London, United Kingdom

127.323230.33
97Athens University of Economics and Business (AUEB)

Athens, Greece

127.51802.98
98Warwick Business School, University of Warwick

Coventry, United Kingdom

128.63272.47
99Economics Department, University of Essex

Colchester, United Kingdom

130.15461.4
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

130.36451.3
100W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

130.36541.3
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

130.55480.41
102Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

131.26410.46
103Sveriges Riksbank

Stockholm, Sweden

131.73402.02
104Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

132.69711.48
105Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.61282.29
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.63180.2
106Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.63510.2
107Joint Research Centre, European Commission

Ispra, Italy

135.75733.21
108École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

137.761092.6
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

138.36642.54
109International Monetary Fund (IMF)

Washington, District of Columbia (USA)

138.894353.21
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.03411.37
110Business School, Deakin University

Melbourne, Australia

143.29741.86
111Department of Economics, University of Birmingham

Birmingham, United Kingdom

143.69341.71
112Department of Economics, University of Houston

Houston, Texas (USA)

144.62221.01
113Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

144.99270.61
114Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

145.13812.26
115Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

147.35410.84
116Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

148.94161.64
117Institute for Fiscal Studies (IFS)

London, United Kingdom

149.04690.2
118Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

149.910.59
119Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.66652.2
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.66512.2
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

151.2471.65
120Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

152.26631.69
121Management School, Lancaster University

Lancaster, United Kingdom

152.41652.9
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.86983.11
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

154.62162.02
123School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

156.4500.89
124Economics Department, Brown University

Providence, Rhode Island (USA)

156.41550.68
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

158.8190.46
125Department of Economics, University of Maryland

College Park, Maryland (USA)

161.48471.64
126Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

161.86460.54
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

165330.28
127Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

1651521.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

165901.63
128Toulouse School of Economics (TSE)

Toulouse, France

165.611600.8
129Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

167.1141.38
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

171.18120.32
130Henley Business School, University of Reading

Reading, United Kingdom

171.18290.32
131Banca d'Italia

Roma, Italy

171.722594.01
132Département de Sciences Économiques, Université de Montréal

Montréal, Canada

172.18290.94
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

172.43200.41
134Management School, University of Liverpool

Liverpool, United Kingdom

174.86362.16
135Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

175.2390.83
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

176.6581
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

177.44500.3
---Department of Economics, London Business School (LBS)

London, United Kingdom

178.84140.55
136London Business School (LBS)

London, United Kingdom

178.84330.55
137Bank of England

London, United Kingdom

180.752053.48
138Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

180.76281.81
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

184.96462.71
139William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

187.16110.2
140Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

189.18460.87
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.45461.53
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.45401.53
142ESSEC Business School

Cergy-Pontoise, France

192.33342.14
143School of Economics, University of Manchester

Manchester, United Kingdom

193.83470.82
144Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

195.16451.01
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

195.2551
145Sauder School of Business, University of British Columbia

Vancouver, Canada

195.25211
146Banco de España

Madrid, Spain

196.91152.73
147Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.16240.49

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 786 authors affiliated with 1479 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

1.67
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)

2.64
3Clive W. J. Granger †

4.35
4Pierre Perron

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

4.79
5Tim Bollerslev

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

6.78
6M Hashem Pesaran

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

6.89
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.43
8Mark W. Watson

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

11.76
9Charles R. Nelson

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

14.26
10Robert Taylor

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

14.57
11James H. Stock

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

15.49
12Donald W. K. Andrews

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

15.91
13Jushan Bai

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

16.73
14Francis X. Diebold

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

17.67
15Yongcheol Shin

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

17.85
16Timo 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

18.16
17Lars Peter Hansen

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

19.41
18Andrew C. Harvey

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

19.53
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.13
20Serena Ng

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

22.84
21Kenneth D. West

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

23.57
22James Hamilton

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

24.88
23Neil Shephard

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

25.08
24George Tauchen

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

25.15
25Pentti Saikkonen

25.29
26Helmut Lutkepohl

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

25.57
27Stephen Leybourne

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

25.75
28Joon Y. Park

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

26.02
29Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

26.82
30Graham Elliott

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

29.76
31Torben G. Andersen

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

30.21
32Allan Timmermann

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

31.83
33Halbert White †

32.79
34Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

35.06
35Thomas J. Sargent

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

35.53
36Todd Clark

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

35.56
37Manuel Arellano

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

35.69
38Adrian 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

36.24
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.9
40Peter Reinhard Hansen

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

42.42
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

42.91
42Yacine Ait-Sahalia

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

46.66
43Luc Bauwens

Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium

48.2
44Lawrence J. Christiano

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

48.81
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

49.22
46David I. Harvey

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

49.27
47Andrew Patton

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

50.51
48Chang-Jin Kim

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

50.74
49Lutz Kilian

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

50.81
50Ole E. Barndorff-Nielsen

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

53.66
51Siem Jan Koopman

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

55.19
52Michael McAleer

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

55.39
53Michael McCracken

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

55.54
54James MacKinnon

Economics Department, Queen's University, Kingston, Canada

56.82
55Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.9
56Lucrezia Reichlin

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

61.11
57Jean-Michel Zakoian

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

63.06
58Cheng Hsiao

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

64.94
59Marco Lippi

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

65.24
60In Choi

College of Economics, Sogang University, Seoul, South Korea

65.33
61Donggyu Sul

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

65.57
62Frank Schorfheide

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

67.1
63Zhijie Xiao

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

68.4
64Asger Lunde

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

69.29
65Timothy Vogelsang

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

69.62
66Christopher F Baum

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

70.13
67Eric Ghysels

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

70.39
68Luis Alberiko Gil-Alana

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

70.78
69Norman Rasmus Swanson

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

71.21
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.33
71Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.99
72Atsushi Inoue

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

73.22
73Giuseppe Cavaliere

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

74.53
74Jorg Breitung

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

75.97
75Yixiao Sun

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

77.4
76Mario Forni

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

79.95
77Oliver Bruce Linton

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

80.52
78Domenico Giannone

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

81.62

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