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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 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 8050 institutions with 58208 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 788 authors affiliated with 1483 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

2.9571.42
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.3311411.59
3Department of Economics, University of Southern California

Los Angeles, California (USA)

5.49481.12
4Department of Economics, Boston University

Boston, Massachusetts (USA)

5.62591.81
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.914910.43
5Monash Business School, Monash University

Melbourne, Australia

7.0516211.49
6Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.18730.97
7Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.29491.86
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

9.543611.36
8Singapore Management University

Singapore, Singapore

10.84376.31
9Department of Economics, Duke University

Durham, North Carolina (USA)

11.58481.47
10Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

12.04521.06
---School of Economics, Singapore Management University

Singapore, Singapore

12.44326.31
11Økonomisk Institut, Københavns Universitet

København, Denmark

12.47724.72
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.66391.19
13Stern School of Business, New York University (NYU)

New York City, New York (USA)

15.25492.09
14Department of Economics and Related Studies, University of York

York, United Kingdom

16.37923.22
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.14160.5
16Department of Economics, University of Washington

Seattle, Washington (USA)

17.57191.57
17Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

18.44380.7
18European Central Bank

Frankfurt am Main, Germany

192308.8
19Department of Economics, Oxford University

Oxford, United Kingdom

19.631763.71
20Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

19.65662.91
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.651124.84
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.11581.26
23Essex Business School, University of Essex

Colchester, United Kingdom

25.37302.8
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

34.77120.58
24Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

35.05211.37
25Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

35.33562.17
26Economics Department, Queen's University

Kingston, Canada

35.5512.6
27Economics Division, University of Southampton

Southampton, United Kingdom

35.96311.61
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

38.27770.61
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.111904.35
30Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.52691.42
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.84581.4
31National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

43.474260.47
32Federal Reserve Bank of Dallas

Dallas, Texas (USA)

43.96590.81
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

45.26220.99
34School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

45.481043.75
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

46.55190.27
35Business School, University of Auckland

Auckland, New Zealand

46.55240.27
36School of Economics and Finance, Queen Mary University of London

London, United Kingdom

47.04512.31
37Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

47.75513.22
38Department of Economics, Indiana University

Bloomington, Indiana (USA)

49.04271.14
39Department of Economics, University of California-Berkeley

Berkeley, California (USA)

50.6560.64
40Economics Department, Yale University

New Haven, Connecticut (USA)

50.78500.47
41Centre de Recherche en Économie et Statistique (CREST)

France

51.45912.2
42Economics Department, University of Strathclyde

Glasgow, United Kingdom

52.88281.03
43Università Commerciale Luigi Bocconi

Milano, Italy

53.961701.8
44Department of Economics, Cornell University

Ithaca, New York (USA)

55.06401.09
45Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

56.441162.95
46Department of Economics, Northwestern University

Evanston, Illinois (USA)

56.46400.35
47Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

57.631131.43
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

57.75372.13
48Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

58.51272.08
49Tinbergen Instituut

Amsterdam, Netherlands

58.721233.16
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

59.9160.53
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

60.27611.42
---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

60.73551.25
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.83222.39
51Department of Economics, McGill University

Montréal, Canada

66.42331.36
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

66.7162.9
52Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.23862.22
53Department of Economics, University of Toronto

Toronto, Canada

68621.22
54Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

68.161562.86
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

70.6363.32
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

71.6120.13
55Department of Economics, Ohio State University

Columbus, Ohio (USA)

72.79362
56Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

73.42610.74
57Department of Economics, University College London (UCL)

London, United Kingdom

74.3691.28
58Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

75.08540.17
59Department of Economics, New York University (NYU)

New York City, New York (USA)

77.09520.87
60Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

77.92292.32
61Ekonomihögskolan, Lunds Universitet

Lund, Sweden

78.151151.7
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

78.15711.7
62Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

78.971052.78
63Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

79.06320.64
64Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

83.3295.13
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.45261.45
65Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

90.61290.48
66Department of Economics, University of Warwick

Coventry, United Kingdom

92.93861.62
67Department of Economics, Emory University

Atlanta, Georgia (USA)

95.2251.9
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

96.98221.83
68Crawford School of Public Policy, Australian National University

Canberra, Australia

98.531550.77
69Centre for Economic Policy Research (CEPR)

London, United Kingdom

98.793230.37
70Economics Department, Georgetown University

Washington, District of Columbia (USA)

100.78460.67
71Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

102.63210.88
72School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

102.71621.33
73Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

103.08120.4
74Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

103.961602.57
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

109.221481.04
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

109.65690.74
76School of Business and Economics, Maastricht University

Maastricht, Netherlands

110.14923.99
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

110.1780.41
77College of Management, Asia University

Wufeng, Taiwan

110.17200.41
76Bank of Canada

Ottawa, Canada

110.171604.74
79Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

111.331022.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

113.63180.2
80Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

113.63510.2
81Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

113.67410.46
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

114.36441.3
82W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

114.36531.3
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

115.32582.59
83Federal Reserve Bank of New York

New York City, New York (USA)

116.3802.45
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

117.22871.96
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

118.31642.53
84International Monetary Fund (IMF)

Washington, District of Columbia (USA)

118.344373.22
85College of Economics, Sogang University

Seoul, South Korea

119.03200.98
86Department of Economics, Korea University

Seoul, South Korea

120.22261.39
87Institute of Labor Economics (IZA)

Bonn, Germany

122.279090.58
88Department of Economics, University of Houston

Houston, Texas (USA)

123.08221.01
89Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

124.25621.69
90Deutsche Bundesbank

Frankfurt, Germany

124.581593.13
91Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

125.43220.59
92Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

126.26711.53
93Joint Research Centre, European Commission

Ispra, Italy

126.27732.46
94Warwick Business School, University of Warwick

Coventry, United Kingdom

126.62272.26
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

127.9193.68
95Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

128.1510.59
96Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

128.57471.88
97Department of Economics, University of California-Riverside

Riverside, California (USA)

128.86261.05
98Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

129.54190.6
99Athens University of Economics and Business (AUEB)

Athens, Greece

130.04802.98
100École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

133.431092.6
101Business School, University of Technology Sydney

Sydney, Australia

135.97891.7
102Business School, Deakin University

Melbourne, Australia

136.36741.86
103Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

137.01110.75
104Sveriges Riksbank

Stockholm, Sweden

138.89402.07
105School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

139.33510.89
106Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

139.41282.29
107Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

139.46540.65
108Management School, Lancaster University

Lancaster, United Kingdom

139.93652.84
109Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

141.2380.67
110Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

142.18131.38
111Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

142.321541.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

142.32911.63
112Toulouse School of Economics (TSE)

Toulouse, France

1431600.8
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.6981
113Department of Economics, University of Birmingham

Birmingham, United Kingdom

146.9341.07
114Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

147.72480.41
115Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

147.76270.5
116Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

147.98582.03
117Management School, University of Liverpool

Liverpool, United Kingdom

148.73352.16
118Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

149.18161.63
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

149.24330.28
119Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.79662.2
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.79512.2
120Department of Economics, University of Maryland

College Park, Maryland (USA)

151.72461.64
121Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

152.18281.94
122Graduate School of Business, Columbia University

New York City, New York (USA)

153.15440.15
123Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

156410.84
124Banca d'Italia

Roma, Italy

156.492604.04
125Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

156.63983.11
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

156.67500.3
---Department of Economics, London Business School (LBS)

London, United Kingdom

157.41140.55
126London Business School (LBS)

London, United Kingdom

157.41330.55
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

157.62120.3
127Henley Business School, University of Reading

Reading, United Kingdom

157.62290.3
128Institute for Fiscal Studies (IFS)

London, United Kingdom

159.3690.2
129Economics Department, Brown University

Providence, Rhode Island (USA)

163.91550.68
130Bank of England

London, United Kingdom

164.562064.51
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

165.24411.37
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

167.76190.46
131Département de Sciences Économiques, Université de Montréal

Montréal, Canada

169.01290.94
132Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

169.98460.87
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

170.47260.13
133Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

170.88812.26
134Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

171.34280.61
135Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

172.49220.34
136Economics Department, University of Essex

Colchester, United Kingdom

173.66451.4
137Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

174.4311.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

174.4281.32
138Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

176.37450.72
139Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.8461.53
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.8401.53
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

182.4162.02
140Banco de España

Madrid, Spain

183.011162.73
141Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

184.32460.54
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

186.0371.65
142Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

186.71210.41
143ESSEC Business School

Cergy-Pontoise, France

187.63342.14
144London School of Economics (LSE)

London, United Kingdom

188.022931.03
145Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

188.18280.27
146DeGroote School of Business, McMaster University

Hamilton, Canada

188.2982.13
---Economic Research Department, Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

190.9400.35
147School of Economics, University of Manchester

Manchester, United Kingdom

191.62470.82
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

195.37580.96
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

196.39462.71
148Economics Department, Williams College

Williamstown, Massachusetts (USA)

196.51280.22

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 788 authors affiliated with 1483 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

2.47
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)

3.63
3Clive W. J. Granger †

3.82
4Pierre Perron

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

4.45
5M Hashem Pesaran

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

5.1
6Tim Bollerslev

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

8.24
7Mark W. Watson

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

10.2
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

10.89
9Charles R. Nelson

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

12.91
10Robert Taylor

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

13.72
11Donald W. K. Andrews

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

13.97
12Francis X. Diebold

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

16.14
13Yongcheol Shin

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

16.71
14David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

19.21
15James H. Stock

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

19.47
16Serena Ng

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

20.43
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

20.47
18Jushan Bai

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

21.18
19Andrew C. Harvey

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

21.47
20Kenneth D. West

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

21.47
21James Hamilton

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

22.62
22Joon Y. Park

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

22.67
23Pentti Saikkonen

22.8
24Graham Elliott

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

26.38
25Torben G. Andersen

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

27.41
26Allan Timmermann

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

27.7
27Lars Peter Hansen

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

27.83
28Helmut Lutkepohl

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

28.54
29Halbert White †

29.55
30Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

29.88
31Stephen Leybourne

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

30
32Neil Shephard

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

30.49
33George Tauchen

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

31.75
34Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

36.42
35Peter Reinhard Hansen

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

36.87
36Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

37.98
37Manuel Arellano

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

38.7
38Yacine Ait-Sahalia

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

40.43
39Todd Clark

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

40.48
40Adrian 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

41.62
41Massimiliano 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

42.88
42Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

42.94
43Andrew Patton

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

43.15
44Luc 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

43.23
45Lutz Kilian

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

43.63
46Thomas J. Sargent

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

47.8
47Ole E. Barndorff-Nielsen

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

48.21
48Siem Jan Koopman

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

49.13
49Michael McCracken

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

49.46
50Lucrezia Reichlin

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

54.97
51David I. Harvey

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

56.17
52Cheng Hsiao

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

56.19
53Michael McAleer

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

56.84
54Chang-Jin Kim

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

57.01
55Lawrence J. Christiano

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

59.78
56Eric Ghysels

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

63.05
57James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.7
58Atsushi Inoue

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

64.19
59Jorg Breitung

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

65.6
60Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

66.14
61Christopher F Baum

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

69.84
62Luis Alberiko Gil-Alana

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

73.43
63In Choi

College of Economics, Sogang University, Seoul, South Korea

74.12
64Jean-Michel Zakoian

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

74.19
65Marco Lippi

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

75.57
66Frank Schorfheide

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

77.62
67Donggyu Sul

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

78.81
68Marc Hallin

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

79.05
69Asger Lunde

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

79.97
70Timothy Vogelsang

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

81.93
71Shiqing Ling

82.37
72Jean-Pierre Urbain †

83.03
73Rob J Hyndman

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

83.33
74Philip Hans Franses

Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Rotterdam, Netherlands

84.44
75Zhijie Xiao

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

85.61
76Lajos Horvath

86.67
77Esther Ruiz

Departamento de Estadistica, Universidad Carlos III de Madrid, Madrid, Spain

87.02
78Anders Rahbek

Økonomisk Institut, Københavns Universitet, København, Denmark

87.28

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