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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 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 institutions, 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 8251 institutions with 61047 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 829 authors affiliated with 1514 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.71481.69
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.9311711.79
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.42571.36
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.954910.29
4Department of Economics, Boston University

Boston, Massachusetts (USA)

8.32641.78
5Monash Business School, Monash University

Melbourne, Australia

8.7216812.06
6Singapore Management University

Singapore, Singapore

8.8406.63
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.9381
8Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.23541.04
---School of Economics, Singapore Management University

Singapore, Singapore

10.51356.63
9Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.75552.09
10Department of Economics, University of Southern California

Los Angeles, California (USA)

11511.11
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.13511.84
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

11.473811.43
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.59730.88
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.01784.73
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.71451.92
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.76170.49
16European Central Bank

Frankfurt am Main, Germany

18.252388.74
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.7642.89
18Department of Economics, Oxford University

Oxford, United Kingdom

21.241783.87
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.341304.5
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.75360.69
21Department of Economics, University of Washington

Seattle, Washington (USA)

22.26191.6
22Department of Economics and Related Studies, University of York

York, United Kingdom

22.43883.1
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.76591.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

27.43160.58
24Economics Division, University of Southampton

Southampton, United Kingdom

28.16301.6
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

29.94740.61
26Essex Business School, University of Essex

Colchester, United Kingdom

34.43312.76
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.1190.26
27Business School, University of Auckland

Auckland, New Zealand

36.1250.26
28Economics Department, Queen's University

Kingston, Canada

36.28512.57
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

36.7221.02
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.821964.45
31Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

38.87583.11
32Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

40.53913.2
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.83612.2
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.45301.2
35School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

43.91064.01
36National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.034400.48
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

45.41201.36
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

46.43422.09
38Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

47.191653.02
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.36681.36
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.02390.35
41Federal Reserve Bank of Dallas

Dallas, Texas (USA)

50.36600.82
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.75581.34
42Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.091143.06
43Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.261171.95
44Economics Department, Yale University

New Haven, Connecticut (USA)

57.28550.47
45School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

58.31601.46
46Department of Economics, McGill University

Montréal, Canada

58.89321.38
47Department of Economics, Indiana University

Bloomington, Indiana (USA)

59.12281.13
48Department of Economics, Cornell University

Ithaca, New York (USA)

59.75421.09
49Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

60.23601.03
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

60.4212.59
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.28570.65
51Università Commerciale Luigi Bocconi

Milano, Italy

61.51701.81
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

62.1120.13
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

62.26592.01
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

64.62153.1
53Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

65.84540.17
54Tinbergen Instituut

Amsterdam, Netherlands

66.891213.26
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

67.75291.8
56Department of Economics, New York University (NYU)

New York City, New York (USA)

69.14570.97
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.62912.15
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

75.7360.5
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

78.54120.11
58Brookings Institution

Washington, District of Columbia (USA)

78.54370.11
59Department of Economics, University College London (UCL)

London, United Kingdom

78.56671.13
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

80.981.65
---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

82.99551.24
60Department of Economics, University of Toronto

Toronto, Canada

83.4671.22
61Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.41600.8
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.11392
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.741131.67
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

90.74691.67
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

91.16281.39
64Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

92.27230.92
65Business School, University of Exeter

Exeter, United Kingdom

93.24441.14
66Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

93.87310.52
67Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

94.28282.29
68Department of Economics, Emory University

Atlanta, Georgia (USA)

94.48271.92
69Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

95.2895.11
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

96.37982.04
70Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

98.84461.88
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

99.5870.4
71College of Management, Asia University

Wufeng, Taiwan

99.58190.4
72Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

99.651112.53
73Department of Economics, University of Warwick

Coventry, United Kingdom

100.43841.61
74Institute of Labor Economics (IZA)

Bonn, Germany

101.739340.58
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

106.971490.89
76Department of Economics, Korea University

Seoul, South Korea

108.78271.34
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

108.84451.5
77W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

108.84531.5
78Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

110.15340.58
79Athens University of Economics and Business (AUEB)

Athens, Greece

110.69833.09
80Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

111.94260.6
81Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

112.01312.32
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

112.01272.32
82Centre for Economic Policy Research (CEPR)

London, United Kingdom

112.743320.37
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

112.83231.54
83Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.981053.64
84Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

113.06110.75
85Joint Research Centre, European Commission

Ispra, Italy

113.41793.5
86Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

115.71390.67
87Department of Economics, University of California-Riverside

Riverside, California (USA)

116.68271.11
88Deutsche Bundesbank

Frankfurt, Germany

117.391643.31
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

117.89613.62
89School of Business and Economics, Maastricht University

Maastricht, Netherlands

118.4914.08
90Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.72110.4
91Business School, University of Technology Sydney

Sydney, Australia

119.59901.53
92Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

119.83491.72
93Sveriges Riksbank

Stockholm, Sweden

121.38392.57
94Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

122.04410.47
95Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

122.58220.58
96Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

122.79270.5
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

122.81582.01
98Warwick Business School, University of Warwick

Coventry, United Kingdom

123.06272.3
99Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

123.35540.65
100College of Economics, Sogang University

Seoul, South Korea

124.55200.89
101Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

125.941662.57
102Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

128.11751.41
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

130.43330.9
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.01160.2
103Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.01490.2
104Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.95510.54
105École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

135.031092.5
106Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

135.98302.45
107Economics Department, University of Essex

Colchester, United Kingdom

138.43451.28
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

139.0520.62
108Business School, Deakin University

Melbourne, Australia

139.52781.63
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

140.23113.76
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

140.78652.53
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.88421.21
109International Monetary Fund (IMF)

Washington, District of Columbia (USA)

141.724553.81
110Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

143.29290.6
111Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

144.69181.64
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.89682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.89532.16
113Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.511571.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.51911.67
114Department of Economics, University of Houston

Houston, Texas (USA)

149.55251.01
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

149.6171.63
115Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.57410.71
116Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

150.72460.59
117Department of Economics, University of Maryland

College Park, Maryland (USA)

151.73481.66
118Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

153.48802.21
119Federal Reserve Bank of New York

New York City, New York (USA)

153.82841.51
120School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

153.9510.77
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.15190.46
121Economics Department, Georgetown University

Washington, District of Columbia (USA)

154.27460.57
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.08993.2
123Toulouse School of Economics (TSE)

Toulouse, France

157.411571.13
124Department of Economics, University of Birmingham

Birmingham, United Kingdom

157.98441.63
125Management School, Lancaster University

Lancaster, United Kingdom

158.64673.42
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

158.9310.29
126Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

160.14661.43
127Bank of England

London, United Kingdom

162.222053.61
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

163.16162
128Banca d'Italia

Roma, Italy

165.862613.76
129Management School, University of Liverpool

Liverpool, United Kingdom

172.54342.17
130Graduate School of Business, Columbia University

New York City, New York (USA)

173.39480.16
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

175.96520.3
131Crawford School of Public Policy, Australian National University

Canberra, Australia

176.451680.71
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

176.79101
132Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

177.71161.43
133Institute for Fiscal Studies (IFS)

London, United Kingdom

177.93690.17
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.35220.54
135Centro Ricerche Nord Sud (CRENoS)

Italy

180.28460.98
136Bank of Canada

Ottawa, Canada

180.831664.61
137Département de Sciences Économiques, Université de Montréal

Montréal, Canada

181.02270.87
138Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

182.42110.83
139Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

185.55421.01
140Banco de España

Madrid, Spain

186.731172.6
141Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

186.92311.86
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

188.1472.77
142Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.51481.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.51421.51
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

191.5161
143Sauder School of Business, University of British Columbia

Vancouver, Canada

191.51251
144William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

191.9100.2
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

193.45140.28
145Henley Business School, University of Reading

Reading, United Kingdom

193.45330.28
---Department of Economics, London Business School (LBS)

London, United Kingdom

194.6160.49
146London Business School (LBS)

London, United Kingdom

194.6340.49
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

195.06260.46
147ESSEC Business School

Cergy-Pontoise, France

196.44342.14
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

196.88270.13
148BI Handelshøyskolen

Oslo, Norway

201.26510.88
149School of Economics, University of Manchester

Manchester, United Kingdom

202.09490.83
150Faculty of Economics, University of Tokyo

Tokyo, Japan

202.12401.03
151London School of Economics (LSE)

London, United Kingdom

202.63041.15

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 829 authors affiliated with 1514 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

1.74
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)

2.62
3Clive W. J. Granger †

4.31
4Pierre Perron

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

5.33
5Tim Bollerslev

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

5.69
6M Hashem Pesaran

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

9.25
7Mark W. Watson

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

11.4
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.07
9Donald W. K. Andrews

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

14.19
10Robert Taylor

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

15.21
11Jushan Bai

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

15.23
12Francis X. Diebold

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

15.48
13Charles R. Nelson

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

17.26
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

18.1
15Lars Peter Hansen

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

18.75
16Yongcheol Shin

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

19.37
17Andrew C. Harvey

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

21.21
18Joon Y. Park

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

21.35
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.57
20James H. Stock

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

22.3
21Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.04
22Stephen Leybourne

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

23.15
23Serena Ng

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

23.29
24Helmut Lutkepohl

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

23.31
25Neil Shephard

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

23.56
26Kenneth D. West

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

24.27
27George Tauchen

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

24.65
28James Hamilton

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

25.95
29Pentti Saikkonen

27.9
30Graham Elliott

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

28.48
31Torben G. Andersen

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

29.35
32Thomas J. Sargent

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

30.65
33Halbert White †

31.94
34Todd Clark

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

32.12
35Allan Timmermann

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

32.14
36Manuel Arellano

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

33.44
37Adrian Rodney Pagan

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

37.27
38Morten Orregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

39.67
39Peter Reinhard Hansen

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

41.63
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

41.68
41David I. Harvey

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

42.56
42Yacine Ait-Sahalia

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

45.75
43Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

46.02
44Andrew Patton

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

46.03
45Massimiliano 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

47.56
46Michael McAleer

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

47.57
47Lutz Kilian

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

48.35
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

49.18
49Chang-Jin Kim

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

50.2
50Siem Jan Koopman

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

52.25
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.85
52Ole E. Barndorff-Nielsen

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

52.98
53Lawrence J. Christiano

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

53.75
54Michael McCracken

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

54.66
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

62.08
56James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.06
57Donggyu Sul

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

64.12
58Jean-Michel Zakoian

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

64.28
59Asger Lunde

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

64.44
60Cheng Hsiao

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

64.74
61Marco Lippi

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

65.61
62Frank Schorfheide

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

65.63
63Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

67.5
64Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

67.84
65Timothy Vogelsang

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

67.99
66Jorg Breitung

Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany

68.13
67Lucrezia Reichlin

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

68.47
68Atsushi Inoue

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

68.89
69Norman Rasmus Swanson

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

71.63
70Zhijie Xiao

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

72.02
71Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy
Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

72.34
72In Choi

College of Economics, Sogang University, Seoul, South Korea

75.37
73Yixiao Sun

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

76.28
74Christian Francq

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

77.07
75Chihwa Kao

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

81.07
76Oliver Bruce Linton

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

81.78
77Christopher F Baum

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

82.39
78Domenico Giannone

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

83.67
79Lajos Horvath

84.85
80Mario Forni

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

85.01
81Hyungsik Roger Moon

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

87.86
82Eric Ghysels

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

90.14

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