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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 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.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for instiotutions, it is thus possible that more institutions than authors are classified.
  • 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 8198 institutions with 60355 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 818 authors affiliated with 1498 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.93491.74
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.32571.37
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.6311611.82
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.244910.31
4Singapore Management University

Singapore, Singapore

6.72406.93
5Department of Economics, Boston University

Boston, Massachusetts (USA)

8.42641.78
---School of Economics, Singapore Management University

Singapore, Singapore

8.57356.93
6Monash Business School, Monash University

Melbourne, Australia

9.1616611.5
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.2580.99
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.99511.12
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.54552.1
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.27511.84
11Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

11.28551.04
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.35720.88
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.483711.37
13Økonomisk Institut, Københavns Universitet

København, Denmark

13.82764.73
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.96441.67
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.25170.49
16European Central Bank

Frankfurt am Main, Germany

18.72358.92
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.76652.88
18Department of Economics, Oxford University

Oxford, United Kingdom

21.211753.63
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.47370.69
20Department of Economics and Related Studies, University of York

York, United Kingdom

22.31893.13
21Department of Economics, University of Washington

Seattle, Washington (USA)

22.61191.6
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.661152.88
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.27601.26
24Economics Division, University of Southampton

Southampton, United Kingdom

27.58301.6
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.84150.58
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.21780.61
26Essex Business School, University of Essex

Colchester, United Kingdom

34.24312.76
27Economics Department, Queen's University

Kingston, Canada

35.83502.56
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.02190.26
28Business School, University of Auckland

Auckland, New Zealand

36.02250.26
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

37.71221.02
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

381934.34
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.59563.23
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.94612.2
33Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

42.07902.14
34Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.1211.43
35National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

44.364350.48
36School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

44.711063.93
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.39301.11
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.75600.84
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.18681.38
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

49.5412.11
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.55581.36
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.5400.35
41Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.441172.98
42School of Economics and Finance, Queen Mary University of London

London, United Kingdom

55.63532.32
43Economics Department, Yale University

New Haven, Connecticut (USA)

56.57540.47
44School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

57.88591.48
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

58.6720.13
45Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.25560.66
46Department of Economics, Indiana University

Bloomington, Indiana (USA)

59.42281.13
47Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

60.07621.03
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

60.51222.51
48Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

60.661632.77
49Department of Economics, Cornell University

Ithaca, New York (USA)

60.79431.09
50Department of Economics, McGill University

Montréal, Canada

61.64321.37
51Università Commerciale Luigi Bocconi

Milano, Italy

61.911731.8
52Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

64.941141.45
53Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

65.05540.17
54Department of Economics, University College London (UCL)

London, United Kingdom

65.31691.26
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

65.89153.02
55Tinbergen Instituut

Amsterdam, Netherlands

66.031223.17
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

68.4281.8
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

68.9902.19
---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

69.12561.24
58Department of Economics, New York University (NYU)

New York City, New York (USA)

69.54571
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

72.481092.86
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

73.7860.51
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

78.19120.11
60Brookings Institution

Washington, District of Columbia (USA)

78.19370.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.541.55
61Department of Economics, University of Toronto

Toronto, Canada

83.29661.22
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

85.89392
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.86590.8
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.31281.43
64Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

88.96230.92
65Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.591141.68
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.59701.68
66Department of Economics, University of Warwick

Coventry, United Kingdom

92.27861.73
67Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

92.63282.3
68Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

93.26320.47
69Department of Economics, Emory University

Atlanta, Georgia (USA)

93.99271.92
70Institute of Labor Economics (IZA)

Bonn, Germany

99.199290.58
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.795.13
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

102951.91
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

103.6970.41
72College of Management, Asia University

Wufeng, Taiwan

103.69190.41
73Bank of Canada

Ottawa, Canada

105.231624.7
74Department of Economics, Korea University

Seoul, South Korea

106.4261.35
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

108.37451.5
75W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

108.37531.5
76Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

109330.58
77DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

109.681510.89
78Centre for Economic Policy Research (CEPR)

London, United Kingdom

110.13310.37
79Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

110.83312.32
79Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

110.83110.75
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

110.83272.32
81College of Economics, Sogang University

Seoul, South Korea

111.02200.98
82Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

112.09250.59
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

112.65221.55
83Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

115.05120.4
84Department of Economics, University of California-Riverside

Riverside, California (USA)

115.44261.09
85Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

115.48390.67
86International Monetary Fund (IMF)

Washington, District of Columbia (USA)

116.74483.57
87Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

117.61043.62
88Business School, University of Technology Sydney

Sydney, Australia

118.1891.7
89Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

118.11280.5
90Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

118.56220.58
91School of Business and Economics, Maastricht University

Maastricht, Netherlands

119.4914.09
92Deutsche Bundesbank

Frankfurt, Germany

122.041593.17
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

122.67583.6
93Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

122.73530.65
94Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

123.16481.72
95Athens University of Economics and Business (AUEB)

Athens, Greece

123.29822.96
96Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

124.01410.47
97Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

125.091652.56
98Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

126.99582.01
99Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

127.75500.55
100Joint Research Centre, European Commission

Ispra, Italy

128.17793.29
101Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

128.42761.4
102Sveriges Riksbank

Stockholm, Sweden

128.8382.02
103Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

129.52302.29
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.47160.2
104Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.47490.2
105École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

134.371072.65
106Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

136.2910.62
107Business School, Deakin University

Melbourne, Australia

138.93781.85
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

138.94411.37
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

139.59672.52
108Economics Department, University of Essex

Colchester, United Kingdom

139.86451.33
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

140.85103.77
109Warwick Business School, University of Warwick

Coventry, United Kingdom

141.84262.13
110Economics Department, Georgetown University

Washington, District of Columbia (USA)

143.09470.59
111Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

143.21662.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

143.21512.16
112Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

143.78290.6
113Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

144.43171.65
114Department of Economics, University of Houston

Houston, Texas (USA)

146.55241.01
115Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

147.35460.59
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

150.23993.2
117Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

150.611571.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

150.61911.67
118Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

150.82792.21
119Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.93420.71
120Management School, Lancaster University

Lancaster, United Kingdom

153.28683.52
121School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

153.79520.78
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

153.8271.63
122Federal Reserve Bank of New York

New York City, New York (USA)

154.44841.53
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

155.27200.46
123Department of Economics, University of Birmingham

Birmingham, United Kingdom

155.91411.63
124Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

156.78651.18
125Toulouse School of Economics (TSE)

Toulouse, France

158.151600.8
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

158.94162
126Department of Economics, University of Maryland

College Park, Maryland (USA)

159.91461.64
127Bank of England

London, United Kingdom

160.842043.88
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

160.91320.28
128Banca d'Italia

Roma, Italy

165.852603.91
129Management School, University of Liverpool

Liverpool, United Kingdom

167.08342.17
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

171.54101
130Graduate School of Business, Columbia University

New York City, New York (USA)

172.44480.16
131Business School, University of Exeter

Exeter, United Kingdom

172.69450.75
132Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

175.42131.43
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

175.72210.54
134Crawford School of Public Policy, Australian National University

Canberra, Australia

176.021640.69
135Département de Sciences Économiques, Université de Montréal

Montréal, Canada

177.18270.87
136Institute for Fiscal Studies (IFS)

London, United Kingdom

178.87680.17
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.24500.29
137Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

180.11100.83
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

180.77472.77
138Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

183.61471.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

183.61411.51
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

185.35140.29
139Henley Business School, University of Reading

Reading, United Kingdom

185.35330.29
140Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

185.79301.86
141William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

187.17100.2
142Banco de España

Madrid, Spain

187.311182.63
---Department of Economics, London Business School (LBS)

London, United Kingdom

188.34150.49
143London Business School (LBS)

London, United Kingdom

188.34330.49
144Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

188.65421.01
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

189.19260.46
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

190.3361
145Sauder School of Business, University of British Columbia

Vancouver, Canada

190.33251
146Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada

194.51420.78
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

194.7270.13
147Olin School of Business, Washington University in St. Louis

St. Louis, Missouri (USA)

196.94240.34
147BI Handelshøyskolen

Oslo, Norway

196.94510.88
149London School of Economics (LSE)

London, United Kingdom

197.932991.16

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 818 authors affiliated with 1498 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

1.81
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)

2.39
3Clive W. J. Granger †

4.4
4Pierre Perron

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

5.24
5Tim Bollerslev

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

5.8
6M Hashem Pesaran

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

7.6
7Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.21
8Mark W. Watson

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

11.21
9Donald W. K. Andrews

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

13.96
10Francis X. Diebold

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

15.74
11Jushan Bai

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

16.17
12Robert Taylor

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

17.46
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

17.6
14Charles R. Nelson

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

17.88
15Lars Peter Hansen

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

18.27
16Yongcheol Shin

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

19.52
17Andrew C. Harvey

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

20.27
18James H. Stock

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

20.94
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.88
20Serena Ng

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

23.29
21Kenneth D. West

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

23.37
22Helmut Lutkepohl

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

23.7
23Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.29
24Neil Shephard

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

24.51
25James Hamilton

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

25.2
26George Tauchen

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

25.27
27Joon Y. Park

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

25.42
28Pentti Saikkonen

26.19
29Stephen Leybourne

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

27.1
30Torben G. Andersen

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

29.04
31Graham Elliott

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

29.68
32Thomas J. Sargent

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

30.71
33Allan Timmermann

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

30.89
34Halbert White †

32.66
35Manuel Arellano

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

34
36Todd Clark

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

34.17
37Adrian Rodney Pagan

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

37.31
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

38.67
39Peter Reinhard Hansen

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

41.59
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

42.93
41Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

45.22
42Yacine Ait-Sahalia

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

45.92
43Lutz Kilian

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

46.74
44David I. Harvey

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

48.2
45Andrew Patton

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

48.59
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

48.77
47Luc 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

49.18
48Chang-Jin Kim

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

49.55
49Michael McAleer

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

50.44
50Lawrence J. Christiano

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

52.04
51Siem Jan Koopman

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

53.46
52Ole E. Barndorff-Nielsen

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

53.84
53Michael McCracken

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

53.9
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

55.45
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

57.19
56James MacKinnon

Economics Department, Queen's University, Kingston, Canada

61.26
57Jean-Michel Zakoian

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

63.35
58Donggyu Sul

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

63.62
59Lucrezia Reichlin

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

66.05
60Marco Lippi

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

66.4
61Asger Lunde

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

66.58
62Cheng Hsiao

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

67.15
63Frank Schorfheide

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

67.72
64In Choi

College of Economics, Sogang University, Seoul, South Korea

67.94
65Jorg Breitung

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

68
66Timothy Vogelsang

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

69.01
67Atsushi Inoue

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

70.32
68Norman Rasmus Swanson

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

71.31
69Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

73.33
70Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.88
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)

76.57
73Giuseppe Cavaliere

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

78.26
74Eric Ghysels

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

81.36
75Mario Forni

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

81.68
76Oliver Bruce Linton

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

82.05
77Yixiao Sun

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

82.31
78Christian Francq

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

82.97
79Domenico Giannone

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

84.48
80Hyungsik Roger Moon

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

86.57
81Chihwa Kao

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

87.38

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