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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 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 8074 institutions with 58395 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 800 authors affiliated with 1491 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.44571.4
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.811411.57
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.244910.41
3Singapore Management University

Singapore, Singapore

6.4376.33
4Department of Economics, Boston University

Boston, Massachusetts (USA)

6.63601.81
5Monash Business School, Monash University

Melbourne, Australia

7.3416311.6
6Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

7.8730.94
---School of Economics, Singapore Management University

Singapore, Singapore

8.24326.32
7Department of Economics, Duke University

Durham, North Carolina (USA)

8.77481.46
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.25481.13
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

9.783611.46
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.29521.06
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.35491.83
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.93492.13
12Økonomisk Institut, Københavns Universitet

København, Denmark

12.31724.72
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.62160.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.47391.17
15Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.16662.89
16European Central Bank

Frankfurt am Main, Germany

17.92309.07
17Department of Economics and Related Studies, University of York

York, United Kingdom

19.38913.18
18Department of Economics, University of Washington

Seattle, Washington (USA)

19.52191.67
19Department of Economics, Oxford University

Oxford, United Kingdom

20.71743.76
20School of Economics, University of Nottingham

Nottingham, United Kingdom

21.321124.83
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.45380.69
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.97581.26
23Economics Division, University of Southampton

Southampton, United Kingdom

26.37311.61
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

28.26780.63
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.01120.58
25Essex Business School, University of Essex

Colchester, United Kingdom

32.74302.78
26Economics Department, Queen's University

Kingston, Canada

32.77512.6
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

35.12190.27
27Business School, University of Auckland

Auckland, New Zealand

35.12240.27
28Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

36.871904.56
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

38.55220.94
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.62572.16
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.71513.25
32Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

44.06211.29
33Centre de Recherche en Économie et Statistique (CREST)

France

44.71912.17
34National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

46.994290.47
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

47.45590.85
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

47.55281.03
37Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.65691.41
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.16581.39
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

49.85372.13
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.23400.34
39School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

52.171043.76
40Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

53.42611.42
41School of Economics and Finance, Queen Mary University of London

London, United Kingdom

54.48522.34
42Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

56.71162.95
43Economics Department, Yale University

New Haven, Connecticut (USA)

56.85500.47
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

57.56271.14
45Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.62570.64
46Department of Economics, McGill University

Montréal, Canada

59.86331.36
47Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

61.13282.11
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

61.9120.13
48Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

61.91540.17
49Department of Economics, Cornell University

Ithaca, New York (USA)

62.44401.09
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.58222.4
50Università Commerciale Luigi Bocconi

Milano, Italy

63.611701.8
51Department of Economics, New York University (NYU)

New York City, New York (USA)

65.18521.15
52Tinbergen Instituut

Amsterdam, Netherlands

65.281233.16
53Department of Economics, University College London (UCL)

London, United Kingdom

65.47691.28
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67882.22
55Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

67.14610.84
56Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

67.461131.43
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

67.863.32
57Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

69.051562.81
---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

71.34551.25
58Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

73.511062.81
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

73.6560.53
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

76.76162.91
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

76.85110.11
59Brookings Institution

Washington, District of Columbia (USA)

76.85330.11
60Department of Economics, University of Toronto

Toronto, Canada

81.02631.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.49261.45
61Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.43362
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.911151.7
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.91711.7
63Crawford School of Public Policy, Australian National University

Canberra, Australia

91.341560.75
64Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

92.37282.32
65Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

92.62310.48
66Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

93.195.13
67Institute of Labor Economics (IZA)

Bonn, Germany

95.979110.58
68School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

96.41621.34
69Department of Economics, Emory University

Atlanta, Georgia (USA)

96.94251.87
70Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

97.21210.88
71Department of Economics, University of Warwick

Coventry, United Kingdom

101.99861.61
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

102.43700.72
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

102.57221.85
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

104.1570.41
72College of Management, Asia University

Wufeng, Taiwan

104.15190.41
73Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

104.53330.58
74Department of Economics, Korea University

Seoul, South Korea

104.54261.39
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

105.73441.5
75W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

105.73531.5
76DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

109.031491.03
77Centre for Economic Policy Research (CEPR)

London, United Kingdom

109.633230.37
78Bank of Canada

Ottawa, Canada

110.011604.69
79Business School, University of Technology Sydney

Sydney, Australia

111.18891.7
80Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

111.38210.59
81Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

112.64280.5
82Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

113.21110.75
83College of Economics, Sogang University

Seoul, South Korea

113.69200.98
84Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

114390.67
85School of Business and Economics, Maastricht University

Maastricht, Netherlands

114.47923.99
86Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

115.6312.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

115.6282.32
87Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

116.78540.65
88Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

118.06200.58
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

120.24871.93
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

120.91471.85
90Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

121.461033.61
91Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

121.671612.57
92Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

121.98120.4
93Department of Economics, University of California-Riverside

Riverside, California (USA)

123.21261.03
94Economics Department, Georgetown University

Washington, District of Columbia (USA)

123.8460.66
95International Monetary Fund (IMF)

Washington, District of Columbia (USA)

124.354383.26
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.64582.03
97Deutsche Bundesbank

Frankfurt, Germany

125.631593.13
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

126.03593.59
98Joint Research Centre, European Commission

Ispra, Italy

126.19753.36
99Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

126.96480.41
100Athens University of Economics and Business (AUEB)

Athens, Greece

127.23792.97
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

128.5411.37
101Sveriges Riksbank

Stockholm, Sweden

129.57402.07
102Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

129.87691.53
103Warwick Business School, University of Warwick

Coventry, United Kingdom

130.63272.26
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.07180.2
104Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.07510.2
105Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

131.09420.46
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

132.9293.68
106Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

133.25280.61
107Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.39282.29
108École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

136.361092.57
109Economics Department, University of Essex

Colchester, United Kingdom

137.8461.4
110Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

139.0210.62
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

139.65652.52
111Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

141.93812.24
112Business School, Deakin University

Melbourne, Australia

142.9741.86
113Department of Economics, University of Birmingham

Birmingham, United Kingdom

145.2351.71
114Department of Economics, University of Houston

Houston, Texas (USA)

145.42221.01
115Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

146.08161.63
116Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

146.38662.2
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

146.38512.2
117Economics Department, Brown University

Providence, Rhode Island (USA)

147.95550.68
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

150.02162.02
118Institute for Fiscal Studies (IFS)

London, United Kingdom

150.26690.2
119Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.33410.84
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

150.571.65
120Federal Reserve Bank of New York

New York City, New York (USA)

151.58801.87
121Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

152.35641.69
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.77983.15
123Management School, Lancaster University

Lancaster, United Kingdom

156.13662.84
124School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

156.38510.9
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

159.31460.54
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

160.91190.46
126Department of Economics, University of Maryland

College Park, Maryland (USA)

161.16471.64
127Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

162.731551.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

162.73921.63
128Toulouse School of Economics (TSE)

Toulouse, France

163.171600.8
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

166.98330.28
129Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

167.03131.43
130Banca d'Italia

Roma, Italy

167.222604.04
131Management School, University of Liverpool

Liverpool, United Kingdom

168.17352.17
132Bank of England

London, United Kingdom

172.542064.46
133Département de Sciences Économiques, Université de Montréal

Montréal, Canada

173.38290.94
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

176.6210.4
135Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

177.790.83
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

178.8181
136Graduate School of Business, Columbia University

New York City, New York (USA)

179.25450.15
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.64500.3
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

182.12120.3
137Henley Business School, University of Reading

Reading, United Kingdom

182.12290.3
138Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

183.15301.91
139Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

183.57450.81
140Banco de España

Madrid, Spain

185.911162.78
---Department of Economics, London Business School (LBS)

London, United Kingdom

187.36140.55
141London Business School (LBS)

London, United Kingdom

187.36330.55
142Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.36461.53
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.36401.53
143Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

189.7451.01
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

190.03462.71
144Business School, University of Exeter

Exeter, United Kingdom

190.03461.41
145William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

191.68110.2
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

194.9851
146Sauder School of Business, University of British Columbia

Vancouver, Canada

194.98211
147ESSEC Business School

Cergy-Pontoise, France

196.1342.14
148School of Economics, University of Manchester

Manchester, United Kingdom

196.23470.82
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

197.62270.13
149Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.27250.49

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 800 authors affiliated with 1491 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)

2.49
3Clive W. J. Granger †

4.38
4Pierre Perron

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

4.78
5Tim Bollerslev

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

6.52
6M Hashem Pesaran

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

7.92
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.56
8Mark W. Watson

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

12.06
9Charles R. Nelson

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

14.57
10Donald W. K. Andrews

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

15.14
11Robert Taylor

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

15.8
12Jushan Bai

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

15.92
13James H. Stock

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

16.69
14Francis X. Diebold

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

17.36
15Timo 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

17.38
16Lars Peter Hansen

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

17.68
17Yongcheol Shin

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

19.4
18Andrew C. Harvey

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

19.81
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.08
20Serena Ng

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

22.27
21Kenneth D. West

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

23.55
22Neil Shephard

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

23.8
23George Tauchen

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

23.99
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

25.24
25Joon Y. Park

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

25.94
26Helmut Lutkepohl

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

26.48
27James Hamilton

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

26.58
28Pentti Saikkonen

26.86
29Stephen Leybourne

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

26.91
30Graham Elliott

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

29.7
31Torben G. Andersen

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

30.31
32Halbert White †

32.55
33Allan Timmermann

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

32.58
34Todd Clark

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

34.53
35Manuel Arellano

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

34.82
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

34.9
37Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

36.52
38Thomas J. Sargent

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

37.77
39Peter Reinhard Hansen

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

41.22
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

41.96
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

42.26
42Yacine Ait-Sahalia

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

47.38
43Lutz Kilian

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

48.53
44Chang-Jin Kim

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

48.75
45David I. Harvey

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

48.76
46Lawrence J. Christiano

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

49.34
47Massimiliano 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

50.21
48Luc 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

50.62
49Andrew Patton

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

52.25
50Michael McAleer

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

52.46
51Ole E. Barndorff-Nielsen

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

53.63
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55
53Michael McCracken

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

55.38
54Siem Jan Koopman

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

55.41
55James MacKinnon

Economics Department, Queen's University, Kingston, Canada

57.26
56Donggyu Sul

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

63.69
57Cheng Hsiao

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

64.46
58Lucrezia Reichlin

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

65.71
59Marco Lippi

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

65.82
60Christopher F Baum

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

66.04
61Asger Lunde

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

66.31
62Jean-Michel Zakoian

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

66.66
63Timothy Vogelsang

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

66.66
64Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

67.07
65Frank Schorfheide

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

67.88
66Jorg Breitung

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

68.33
67In Choi

College of Economics, Sogang University, Seoul, South Korea

69.05
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

70.11
69Norman Rasmus Swanson

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

70.11
70Zhijie Xiao

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

70.36
71Atsushi Inoue

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

72.42
72Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

76.87
73Giuseppe Cavaliere

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

78.55
74Mario Forni

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

78.82
75Oliver Bruce Linton

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

79.15
76Hyungsik Roger Moon

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

81.92
77Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

83.2
78Yixiao Sun

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

83.41
79Eric Ghysels

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

84.84
80Domenico Giannone

Centre for Economic Policy Research (CEPR), London, United Kingdom

85.44

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