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

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 8094 institutions with 58869 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 807 authors affiliated with 1495 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.47561.38
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.6211611.56
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.014910.4
3Singapore Management University

Singapore, Singapore

6.05406.93
4Department of Economics, Duke University

Durham, North Carolina (USA)

6.97491.49
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.14621.82
6Monash Business School, Monash University

Melbourne, Australia

7.4316311.55
---School of Economics, Singapore Management University

Singapore, Singapore

7.92356.92
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

9.29720.92
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.44481.12
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

9.773611.42
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.79491.85
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.01532.09
11Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

11.63531.04
12Økonomisk Institut, Københavns Universitet

København, Denmark

12.71734.72
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

14.21170.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.77401.18
15Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.54662.89
16European Central Bank

Frankfurt am Main, Germany

18.232348.93
17Department of Economics, Oxford University

Oxford, United Kingdom

19.921743.78
18Department of Economics, University of Washington

Seattle, Washington (USA)

20.37191.67
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.28380.69
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.96883.22
21School of Economics, University of Nottingham

Nottingham, United Kingdom

23.991092.89
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.94581.26
23Economics Division, University of Southampton

Southampton, United Kingdom

26.52301.61
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.53160.58
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.16780.63
25Essex Business School, University of Essex

Colchester, United Kingdom

32.25312.78
26Economics Department, Queen's University

Kingston, Canada

33.39502.59
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

35.04190.27
27Business School, University of Auckland

Auckland, New Zealand

35.04240.27
28Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

36.851914.47
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

38.47220.9
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

39.84592.2
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.63503.23
32Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.96201.46
33Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

44.42912.08
34National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

44.864320.49
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.84281.03
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.63590.84
37School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

47.481043.88
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.52681.41
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.92581.39
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

50.44372.11
39School of Economics and Finance, Queen Mary University of London

London, United Kingdom

54.54522.33
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

54.98601.48
41Economics Department, Yale University

New Haven, Connecticut (USA)

55.46530.47
42Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

55.731163.04
43Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

58.71611.04
44Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.23550.64
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

59.37271.14
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

6020.13
46Department of Economics, McGill University

Montréal, Canada

61.04321.36
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.09212.48
47Department of Economics, Cornell University

Ithaca, New York (USA)

61.61421.09
48Università Commerciale Luigi Bocconi

Milano, Italy

62.371701.8
49Tinbergen Instituut

Amsterdam, Netherlands

62.411233.25
50Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

63.45540.17
51Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

64.161131.43
52Department of Economics, University College London (UCL)

London, United Kingdom

64.35681.28
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

65.92892.21
54Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

66.071552.79
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

66.1281.85
56Department of Economics, New York University (NYU)

New York City, New York (USA)

66.45531.04
---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

66.96541.25
57Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

69.11072.89
58Department of Economics, Northwestern University

Evanston, Illinois (USA)

69.77410.33
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

70.3162.98
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

74.2160.51
59Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

76.9610.82
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

77.23110.11
60Brookings Institution

Washington, District of Columbia (USA)

77.23340.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.2341.55
61Department of Economics, University of Toronto

Toronto, Canada

84.33631.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

84.45271.45
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

86372
63Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

91.42282.32
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

91.561131.68
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

91.56701.68
65Department of Economics, University of Warwick

Coventry, United Kingdom

92.31851.73
66Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

93.295.13
67Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

93.68310.48
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.03210.88
69Department of Economics, Emory University

Atlanta, Georgia (USA)

94.68261.87
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

98.8470.41
70College of Management, Asia University

Wufeng, Taiwan

98.84190.41
71Institute of Labor Economics (IZA)

Bonn, Germany

99.489170.58
72Bank of Canada

Ottawa, Canada

103.621634.8
73Department of Economics, Korea University

Seoul, South Korea

104.37261.39
74Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

106.27330.58
75Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

107.62210.59
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

109.86441.5
76W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

109.86531.5
77Centre for Economic Policy Research (CEPR)

London, United Kingdom

110.113260.37
78Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

111302.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

111272.32
79DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

111.621500.81
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

111.87221.59
80Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

112.1400.67
81Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

112.78120.4
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

112.92871.92
82College of Economics, Sogang University

Seoul, South Korea

113.26200.98
83Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

113.6110.75
84International Monetary Fund (IMF)

Washington, District of Columbia (USA)

116.264423.47
85Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

116.45200.58
86Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

118.63280.5
87Business School, University of Technology Sydney

Sydney, Australia

119.43891.7
88Department of Economics, University of California-Riverside

Riverside, California (USA)

119.45261.05
89Deutsche Bundesbank

Frankfurt, Germany

120.111593.27
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

120.85481.85
91Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

121.26530.65
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

121.3170.21
92Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

121.3490.21
93Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

121.721622.57
94Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

122.261033.61
95Economics Department, Georgetown University

Washington, District of Columbia (USA)

122.67460.66
96School of Business and Economics, Maastricht University

Maastricht, Netherlands

122.71933.92
97Joint Research Centre, European Commission

Ispra, Italy

123.33773.33
98Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

123.92582.01
99Athens University of Economics and Business (AUEB)

Athens, Greece

124.28822.97
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

126.12583.59
100Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

126.65480.41
101Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

128.36410.46
102Sveriges Riksbank

Stockholm, Sweden

128.57392.06
103Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

130.14171.64
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

130.57292.29
105Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

132.36741.48
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

135.771092.56
107Economics Department, University of Essex

Colchester, United Kingdom

135.78451.4
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

136.62652.52
108Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

137.7710.62
109Business School, Deakin University

Melbourne, Australia

138.6741.85
110Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

139.28290.6
111Warwick Business School, University of Warwick

Coventry, United Kingdom

139.76262.13
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.59411.37
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

141.24652.19
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

141.24502.19
113Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.49470.62
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

143.1493.62
114Department of Economics, University of Birmingham

Birmingham, United Kingdom

144.58391.71
115Department of Economics, University of Houston

Houston, Texas (USA)

144.71221.01
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

148.75651.68
117Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

150.18792.22
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

150.2871.63
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

151.69983.15
119Management School, Lancaster University

Lancaster, United Kingdom

154.25673.42
120School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

154.97520.78
121Federal Reserve Bank of New York

New York City, New York (USA)

155.33811.65
122Toulouse School of Economics (TSE)

Toulouse, France

155.611580.81
123Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

155.62400.63
124Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

156.421551.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

156.42911.63
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

158.8162
125Bank of England

London, United Kingdom

158.942044.39
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

159.11180.46
126Department of Economics, University of Maryland

College Park, Maryland (USA)

159.28461.64
127Banca d'Italia

Roma, Italy

160.712584.21
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

163.88330.28
128Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

167.86131.43
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.4491
129Management School, University of Liverpool

Liverpool, United Kingdom

168.99352.17
130Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

170.25210.57
131Graduate School of Business, Columbia University

New York City, New York (USA)

171.1470.16
132Crawford School of Public Policy, Australian National University

Canberra, Australia

173.721570.65
133Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

176.15100.83
134Département de Sciences Économiques, Université de Montréal

Montréal, Canada

176.62280.87
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

177.27500.3
135Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

178.69301.91
136Business School, University of Exeter

Exeter, United Kingdom

178.98451.41
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

179.69130.3
137Henley Business School, University of Reading

Reading, United Kingdom

179.69310.3
138Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

183.67441.01
139Institute for Fiscal Studies (IFS)

London, United Kingdom

183.7690.17
---Department of Economics, London Business School (LBS)

London, United Kingdom

183.78140.55
140London Business School (LBS)

London, United Kingdom

183.78330.55
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.43471.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.43411.51
142Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

184.47420.81
143Banco de España

Madrid, Spain

187.391162.66
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

187.57462.71
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

189.6551
144Sauder School of Business, University of British Columbia

Vancouver, Canada

189.65211
145William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

190.34110.2
146ESSEC Business School

Cergy-Pontoise, France

191.9342.14
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

193.34270.46
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

194.01280.13
147Department of Economics, University of Oregon

Eugene, Oregon (USA)

195.18250.49
148Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

195.25230.34
149School of Economics, University of Manchester

Manchester, United Kingdom

196.8460.82

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 807 authors affiliated with 1495 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

1.78
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)

2.63
3Clive W. J. Granger †

4.56
4Pierre Perron

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

4.65
5Tim Bollerslev

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

5.34
6M Hashem Pesaran

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

8.1
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.48
8Mark W. Watson

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

12.17
9Donald W. K. Andrews

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

13.99
10Charles R. Nelson

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

14.98
11Francis X. Diebold

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

15.38
12Robert Taylor

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

15.98
13Jushan Bai

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

16.64
14Timo 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

16.99
15Lars Peter Hansen

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

18.23
16James H. Stock

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

18.33
17Yongcheol Shin

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

19.74
18Andrew C. Harvey

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

20.05
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.51
20Serena Ng

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

23.47
21Kenneth D. West

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

23.79
22George Tauchen

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

24.37
23James Hamilton

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

24.45
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.74
25Helmut Lutkepohl

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

25.31
26Neil Shephard

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

25.38
27Joon Y. Park

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

25.61
28Pentti Saikkonen

26.6
29Torben G. Andersen

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

26.91
30Stephen Leybourne

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

27.23
31Thomas J. Sargent

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

29.33
32Allan Timmermann

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

30.23
33Graham Elliott

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

30.89
34Halbert White †

33.24
35Todd Clark

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

34.81
36Manuel Arellano

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

35.14
37Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia

35.52
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

36.03
39Peter Reinhard Hansen

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

42.3
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

43.57
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

46.33
42Yacine Ait-Sahalia

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

47.05
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

47.98
44Lutz Kilian

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

48.25
45David I. Harvey

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

48.92
46Chang-Jin Kim

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

48.93
47Andrew Patton

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

48.96
48Michael McAleer

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

49.7
49Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

50.14
50Ole E. Barndorff-Nielsen

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

52.96
51Siem Jan Koopman

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

54.65
52Michael McCracken

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

54.73
53Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.28
54James MacKinnon

Economics Department, Queen's University, Kingston, Canada

59.73
55Luis Alberiko Gil-Alana

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

60.27
56Marco Lippi

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

64.58
57Lucrezia Reichlin

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

64.82
58Donggyu Sul

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

64.89
59Cheng Hsiao

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

65.38
60Asger Lunde

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

65.88
61Jean-Michel Zakoian

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

67.81
62Timothy Vogelsang

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

68.78
63Jorg Breitung

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

69.11
64In Choi

College of Economics, Sogang University, Seoul, South Korea

69.21
65Frank Schorfheide

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

69.25
66Norman Rasmus Swanson

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

69.95
67Lawrence J. Christiano

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

71.6
68Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

71.73
69Atsushi Inoue

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

72.15
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

75.2
71Zhijie Xiao

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

75.2
72Giuseppe Cavaliere

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

75.54
73Christopher F Baum

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

76.51
74Oliver Bruce Linton

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

79.62
75Mario Forni

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

79.69
76Eric Ghysels

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

83.93
77Chihwa Kao

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

83.93
78Yixiao Sun

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

85.06
79Hyungsik Roger Moon

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

85.32
80Domenico Giannone

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

85.4

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