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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of July 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 8123 institutions with 59119 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 802 authors affiliated with 1494 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.45571.37
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.6111511.55
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

54910.39
3Singapore Management University

Singapore, Singapore

5.91406.93
4Department of Economics, Boston University

Boston, Massachusetts (USA)

6.32621.77
5Department of Economics, Duke University

Durham, North Carolina (USA)

6.88491.49
6Monash Business School, Monash University

Melbourne, Australia

7.2716411.58
---School of Economics, Singapore Management University

Singapore, Singapore

7.74356.93
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

9.633711.44
7Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.24710.9
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.48481.12
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.7501.85
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.03522.09
11Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

11.66531.04
12Økonomisk Institut, Københavns Universitet

København, Denmark

12.92734.73
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

13.72170.5
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.03401.18
15Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.95652.89
16European Central Bank

Frankfurt am Main, Germany

18.572358.92
17Department of Economics, Oxford University

Oxford, United Kingdom

20.391723.69
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.17370.69
19Department of Economics and Related Studies, University of York

York, United Kingdom

22.06893.21
20Department of Economics, University of Washington

Seattle, Washington (USA)

22.63191.6
21School of Economics, University of Nottingham

Nottingham, United Kingdom

23.911092.89
22Economics Division, University of Southampton

Southampton, United Kingdom

24.87301.61
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.97561.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.61150.58
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.79770.61
25Essex Business School, University of Essex

Colchester, United Kingdom

32.81312.76
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

32.89190.28
26Business School, University of Auckland

Auckland, New Zealand

32.89240.28
27Economics Department, Queen's University

Kingston, Canada

34.22502.56
28Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

37.75220.92
29Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

38.341914.46
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

39.02602.22
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.65523.23
32Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

42.79211.47
33National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

44.624330.5
34Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

44.68912.08
35School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

46.851043.88
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

46.93281.03
37Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.45691.41
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

49.42590.84
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.15591.39
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

50.79382.11
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.31410.34
40Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

52.361153
41School of Economics and Finance, Queen Mary University of London

London, United Kingdom

54.82522.32
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

55.3601.48
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

56.84271.14
44Economics Department, Yale University

New Haven, Connecticut (USA)

57.07530.47
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

58.26212.54
45Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

58.61611.04
46Department of Economics, McGill University

Montréal, Canada

59.52321.36
47Department of Economics, Cornell University

Ithaca, New York (USA)

60.24421.09
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.98560.64
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

61.2220.13
49Tinbergen Instituut

Amsterdam, Netherlands

61.641223.27
50Università Commerciale Luigi Bocconi

Milano, Italy

62.311701.8
51Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

63.711141.46
52Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

64.32550.17
53Department of Economics, University College London (UCL)

London, United Kingdom

65.46681.27
54Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

65.59281.84
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

66.36882.21
56Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

67.091582.79
57Department of Economics, New York University (NYU)

New York City, New York (USA)

67.33521.03
---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

67.52561.25
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

69.87162.98
58Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

71.091082.87
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

74.9960.51
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

77.99110.11
59Brookings Institution

Washington, District of Columbia (USA)

77.99350.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.0441.55
60Department of Economics, University of Toronto

Toronto, Canada

81.56641.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

84.55261.45
61Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.42372
62Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

90.88282.32
63Department of Economics, University of Warwick

Coventry, United Kingdom

91.18861.72
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

91.311131.68
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

91.31701.68
65Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

92.49290.48
66Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

93.695.13
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.33210.88
68Department of Economics, Emory University

Atlanta, Georgia (USA)

96.82261.87
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

97.7870.41
69College of Management, Asia University

Wufeng, Taiwan

97.78190.41
70Institute of Labor Economics (IZA)

Bonn, Germany

99.519230.58
71Bank of Canada

Ottawa, Canada

101.711614.79
72Department of Economics, Korea University

Seoul, South Korea

104.92261.35
73Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

105.81330.58
74Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

106.11210.59
75Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

106.52120.49
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

107.5441.5
76W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

107.5521.5
77Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

108.81312.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

108.81272.32
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

109.32221.59
78Centre for Economic Policy Research (CEPR)

London, United Kingdom

110.713290.36
79Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

111.27110.75
80College of Economics, Sogang University

Seoul, South Korea

111.32200.98
81DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

112.261500.81
82Department of Economics, University of California-Riverside

Riverside, California (USA)

113.22261.09
83Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

114.5400.67
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

114.8901.91
84Business School, University of Technology Sydney

Sydney, Australia

115.6891.7
85Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

116.38200.58
86Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

118.25280.5
87Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

118.51520.65
88Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

120.25481.85
89Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

120.391033.61
90Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

120.551622.54
91Deutsche Bundesbank

Frankfurt, Germany

120.881593.19
92Economics Department, Georgetown University

Washington, District of Columbia (USA)

122.44470.66
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

122.64170.21
93Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

122.64490.21
94School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.63923.92
95International Monetary Fund (IMF)

Washington, District of Columbia (USA)

123.654443.44
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

123.97583.59
96Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

124.64410.46
97Athens University of Economics and Business (AUEB)

Athens, Greece

124.94832.96
98Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.64592.01
99Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

126.47480.41
100Sveriges Riksbank

Stockholm, Sweden

126.97392.02
101Joint Research Centre, European Commission

Ispra, Italy

127.73773.29
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

128.03292.29
103Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

130.02741.48
104Economics Department, University of Essex

Colchester, United Kingdom

131.68451.4
105École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

132.921082.56
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

134.77652.5
106Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

135.8510.62
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

136.49411.37
107Business School, Deakin University

Melbourne, Australia

136.8741.85
108Warwick Business School, University of Warwick

Coventry, United Kingdom

138.53262.13
109Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

141.47470.61
110Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

142.53290.6
111Department of Economics, University of Houston

Houston, Texas (USA)

142.74241.01
112Department of Economics, University of Birmingham

Birmingham, United Kingdom

143.37391.71
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

143.5393.62
113Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.15652.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.15502.16
114Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

147.44802.21
115Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

148.55983.15
116Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

149.53171.65
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

152.1371.63
117Federal Reserve Bank of New York

New York City, New York (USA)

152.53811.59
118Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.26410.63
119School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

155.27520.78
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

156.03162
120Toulouse School of Economics (TSE)

Toulouse, France

156.251590.81
121Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

156.38641.18
122Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

156.871551.63
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

156.87911.63
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

157.62190.46
123Banca d'Italia

Roma, Italy

159.312584.21
124Department of Economics, University of Maryland

College Park, Maryland (USA)

159.78461.64
125Bank of England

London, United Kingdom

159.812043.99
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

161.02320.28
126Management School, University of Liverpool

Liverpool, United Kingdom

163.22342.17
127Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

164.65131.43
128Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

165.82600.47
129Graduate School of Business, Columbia University

New York City, New York (USA)

171.26470.16
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

171.4191
130Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

171.98210.55
131Crawford School of Public Policy, Australian National University

Canberra, Australia

172.821580.65
132Département de Sciences Économiques, Université de Montréal

Montréal, Canada

173.66270.87
133Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

174.99100.83
134Management School, Lancaster University

Lancaster, United Kingdom

175.71673.21
135Institute for Fiscal Studies (IFS)

London, United Kingdom

177.91690.17
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

178.74500.29
136Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

181.44420.81
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

181.69130.29
137Henley Business School, University of Reading

Reading, United Kingdom

181.69310.29
138Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

181.93301.86
139Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

182.53471.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

182.53411.51
140Department of Economics, University of Oregon

Eugene, Oregon (USA)

182.56250.54
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

183.35462.71
141Business School, University of Exeter

Exeter, United Kingdom

183.76440.75
142Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

183.78431.01
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

185.4251
143Sauder School of Business, University of British Columbia

Vancouver, Canada

185.42221
---Department of Economics, London Business School (LBS)

London, United Kingdom

185.68140.55
144London Business School (LBS)

London, United Kingdom

185.68320.55
145Banco de España

Madrid, Spain

187.141162.66
146William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

188.26110.2
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

188.37260.46
147ESSEC Business School

Cergy-Pontoise, France

190.02342.14
148School of Economics, University of Manchester

Manchester, United Kingdom

193.51470.82
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

193.83270.13
149Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

195.2230.34

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 802 authors affiliated with 1494 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

1.68
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)

2.9
3Pierre Perron

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

4.29
4Clive W. J. Granger †

4.38
5Tim Bollerslev

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

5.28
6M Hashem Pesaran

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

8.5
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.61
8Mark W. Watson

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

11.95
9Donald W. K. Andrews

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

15.15
10Francis X. Diebold

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

15.32
11Jushan Bai

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

15.36
12Charles R. Nelson

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

17.75
13Timo 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

18.03
14Robert Taylor

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

18.06
15Lars Peter Hansen

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

19.32
16James H. Stock

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

19.34
17Yongcheol Shin

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

19.97
18Andrew C. Harvey

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

20.09
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.91
20Kenneth D. West

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

23.11
21James Hamilton

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

24.07
22George Tauchen

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

24.44
23Neil Shephard

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

24.53
24Joon Y. Park

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

24.83
25Serena Ng

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

24.88
26Helmut Lutkepohl

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

25.22
27Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

25.34
28Stephen Leybourne

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

25.55
29Torben G. Andersen

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

26.82
30Pentti Saikkonen

27.63
31Graham Elliott

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

29.72
32Thomas J. Sargent

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

29.95
33Halbert White †

32.07
34Allan Timmermann

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

32.2
35Manuel Arellano

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

33.97
36Todd Clark

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

34.8
37Adrian Rodney Pagan

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

35.35
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.35
39Peter Reinhard Hansen

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

40.99
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

43.44
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

43.76
42Michael McAleer

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

48.39
43David I. Harvey

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

48.49
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

48.8
45Yacine Ait-Sahalia

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

49.18
46Massimiliano 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

49.69
47Andrew Patton

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

49.93
48Lutz Kilian

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

49.94
49Chang-Jin Kim

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

49.98
50Ole E. Barndorff-Nielsen

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

53.73
51Siem Jan Koopman

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

54.02
52Lawrence J. Christiano

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

54.05
53Michael McCracken

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

55.67
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

56.29
55James MacKinnon

Economics Department, Queen's University, Kingston, Canada

59.58
56Luis Alberiko Gil-Alana

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

59.71
57Donggyu Sul

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

64.51
58Marco Lippi

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

64.88
59Asger Lunde

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

65.72
60Lucrezia Reichlin

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

66.35
61Jean-Michel Zakoian

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

66.46
62Cheng Hsiao

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

67.17
63Timothy Vogelsang

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

67.41
64In Choi

College of Economics, Sogang University, Seoul, South Korea

68.71
65Jorg Breitung

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

68.96
66Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

69.38
67Atsushi Inoue

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

70.81
68Frank Schorfheide

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

71.22
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.23
70Norman Rasmus Swanson

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

71.61
71Zhijie Xiao

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

73.91
72Christopher F Baum

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

75.84
73Giuseppe Cavaliere

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

78.33
74Oliver Bruce Linton

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

79.78
75Mario Forni

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

80.45
76Yixiao Sun

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

82.07
77Hyungsik Roger Moon

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

83.52
78Eric Ghysels

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

84.34
79Chihwa Kao

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

84.62
80Domenico Giannone

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

86.55

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