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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 2021

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 8312 institutions with 61709 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 795 authors affiliated with 1524 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.71501.67
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

3.8311811.24
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.46571.36
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.85499.96
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.41641.79
5Monash Business School, Monash University

Melbourne, Australia

8.7316911.65
6Singapore Management University

Singapore, Singapore

8.99406.65
7African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.4780.99
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.45541.11
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.46531.04
---School of Economics, Singapore Management University

Singapore, Singapore

10.62356.64
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

10.65552.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.89730.87
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.013710.81
12Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

12.24511.84
13Økonomisk Institut, Københavns Universitet

København, Denmark

13.97784.75
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.7441.91
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.57160.48
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.34652.9
17European Central Bank

Frankfurt am Main, Germany

18.922418.43
18Department of Economics, Oxford University

Oxford, United Kingdom

21.231783.58
19Department of Economics, University of Washington

Seattle, Washington (USA)

21.5191.6
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.83360.69
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.261314.5
22Department of Economics and Related Studies, University of York

York, United Kingdom

25.23883.61
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

26.23160.58
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.64611.26
24Economics Division, University of Southampton

Southampton, United Kingdom

27.36301.72
25Essex Business School, University of Essex

Colchester, United Kingdom

33.56312.77
26Economics Department, Queen's University

Kingston, Canada

36.4512.57
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

36.5740.54
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.3190.26
28Business School, University of Auckland

Auckland, New Zealand

37.3250.26
29Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

37.36231.02
30Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

38.02603.12
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

38.481994.45
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

38.99612.23
33Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

42.65913.21
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

42.651094.01
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.81301.22
36National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

45.124420.48
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

45.67422.1
37Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

45.851662.98
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.71691.39
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.26201.33
40Federal Reserve Bank of Dallas

Dallas, Texas (USA)

47.41600.82
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.17591.37
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

49.94390.35
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.68642.82
43Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.361342.67
44Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.861143.03
45Department of Economics, McGill University

Montréal, Canada

59.51311.38
46Università Commerciale Luigi Bocconi

Milano, Italy

59.671721.81
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

60.4720.13
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.83560.64
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

61.85212.56
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.97153.09
48School of Economics and Finance, Queen Mary University of London

London, United Kingdom

63.45622.01
49Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

63.74560.19
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

63.84590.99
51Economics Department, Yale University

New Haven, Connecticut (USA)

65.22550.45
52Tinbergen Instituut

Amsterdam, Netherlands

65.571223.26
53Department of Economics, New York University (NYU)

New York City, New York (USA)

68.91590.97
54Department of Economics, Cornell University

Ithaca, New York (USA)

70.4431.09
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

70.55291.75
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.52892.15
57Department of Economics, Indiana University

Bloomington, Indiana (USA)

72.45281.12
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

78.23130.11
58Brookings Institution

Washington, District of Columbia (USA)

78.23380.11
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

81.2960.47
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.4481.65
59Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.2590.8
60Business School, University of Exeter

Exeter, United Kingdom

85.21471.14
61Department of Economics, University College London (UCL)

London, United Kingdom

86.43661.08
62Department of Economics, University of Toronto

Toronto, Canada

87.29671.22
63Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.89392
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.921141.65
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.92691.65
---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

89.53520.97
65Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

90.88320.52
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

91.47281.39
66Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

91.6230.92
67Department of Economics, Emory University

Atlanta, Georgia (USA)

91.83291.92
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

91.99992.01
68Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

93.5595.13
69Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.61292.29
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

96.6270.4
70College of Management, Asia University

Wufeng, Taiwan

96.62190.4
71Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

100.71471.88
72Department of Economics, University of Warwick

Coventry, United Kingdom

100.9861.61
73Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

102.441112.52
74Institute of Labor Economics (IZA)

Bonn, Germany

103.639420.58
75Business School, University of Technology Sydney

Sydney, Australia

104.11902.03
76Department of Economics, Korea University

Seoul, South Korea

104.89271.3
77Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

105.761053.24
78DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

106.341500.89
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

108.47441.5
79W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

108.47521.5
80International Monetary Fund (IMF)

Washington, District of Columbia (USA)

109.634474.13
81Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

109.97302.33
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

109.97262.33
82Athens University of Economics and Business (AUEB)

Athens, Greece

110.16883.08
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

111.59613.21
83Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

112.43390.7
84Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

113.28270.6
85Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

114.84110.75
86Centre for Economic Policy Research (CEPR)

London, United Kingdom

115.113320.36
87Department of Economics, University of California-Riverside

Riverside, California (USA)

115.23271.12
88Joint Research Centre, European Commission

Ispra, Italy

115.82783.78
89Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

116.41110.4
90Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

116.68491.72
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

117.53231.5
91Sveriges Riksbank

Stockholm, Sweden

117.9392.58
92School of Business and Economics, Maastricht University

Maastricht, Netherlands

118.54934.01
93Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.78410.48
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

119.92340.9
94Deutsche Bundesbank

Frankfurt, Germany

120.271642.98
95Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

120.79562.01
96Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

122.11340.58
97Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

122.64771.54
98Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

123.2190.57
99Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

124.11270.5
100Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

125.69540.65
101College of Economics, Sogang University

Seoul, South Korea

129.54210.86
102Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

131.551622.56
103Economics Department, University of Essex

Colchester, United Kingdom

132.86441.61
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.32302.45
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.64180.2
105Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.64510.2
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

138.21082.5
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.26500.54
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.49421.21
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

140.82113.69
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

141.0820.62
108Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.571541.7
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.57901.7
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.6171.63
109Department of Economics, University of Houston

Houston, Texas (USA)

147.43251.01
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.45652.52
110Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

148.91470.59
111Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.49682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.49532.16
112Economics Department, Georgetown University

Washington, District of Columbia (USA)

150.36470.58
113Department of Economics, University of Maryland

College Park, Maryland (USA)

150.94471.66
114Federal Reserve Bank of New York

New York City, New York (USA)

151.9851.99
115Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

152.27802.3
116Banca d'Italia

Roma, Italy

152.662653.85
117Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

153.04400.7
118Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

153.26191.64
119BI Handelshøyskolen

Oslo, Norway

153.56541.07
120Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

154.24290.56
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

156.45330.29
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

157.4180.45
121School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

157.46510.75
122Toulouse School of Economics (TSE)

Toulouse, France

157.81581.13
123Department of Economics, University of Birmingham

Birmingham, United Kingdom

157.85451.63
124Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.281013.2
125Management School, Lancaster University

Lancaster, United Kingdom

158.36673.42
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

160.73110.9
127Warwick Business School, University of Warwick

Coventry, United Kingdom

163.14271.98
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

164.59162
128Bank of England

London, United Kingdom

165.42063.59
129Graduate School of Business, Columbia University

New York City, New York (USA)

168480.16
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

169.6230.67
130Institute for Fiscal Studies (IFS)

London, United Kingdom

171.74690.2
131Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

172.94691.31
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

173.3520.3
132Crawford School of Public Policy, Australian National University

Canberra, Australia

173.621670.7
133Banco de España

Madrid, Spain

174.641192.98
134Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

179.27151.43
135Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.12220.54
136Département de Sciences Économiques, Université de Montréal

Montréal, Canada

181.61270.85
137Centro Ricerche Nord Sud (CRENoS)

Italy

183.21470.92
138Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

185.23411.01
139Bank of Canada

Ottawa, Canada

185.981694.36
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

189.7761
140Sauder School of Business, University of British Columbia

Vancouver, Canada

189.77251
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

190481.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

190421.51
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

191.58472.77
142ESSEC Business School

Cergy-Pontoise, France

192.54342.14
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

192.58140.28
143Henley Business School, University of Reading

Reading, United Kingdom

192.58330.28
144Management School, University of Liverpool

Liverpool, United Kingdom

193.4342.17
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

194.1270.13
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

195.65111
145Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

196.55321.84
146Cass Business School, City University

London, United Kingdom

198.18380.84
147School of Economics, University of Manchester

Manchester, United Kingdom

199.71490.83
---Department of Economics, London Business School (LBS)

London, United Kingdom

199.93160.48
148London Business School (LBS)

London, United Kingdom

199.93340.48
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

201.36250.27
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

201.68740.67
149Faculty of Economics, University of Tokyo

Tokyo, Japan

203.57401.03
150Handelshögskolan, Örebro Universitet

Örebro, Sweden

203.75222.21
151Department of Economics, University of Oregon

Eugene, Oregon (USA)

204.3260.49
152London School of Economics (LSE)

London, United Kingdom

205.593071.07

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 795 authors affiliated with 1524 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

1.84
2Robert F. Engle III

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)
Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.49
3Clive W. J. Granger †

4.38
4Pierre Perron

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

4.68
5Tim Bollerslev

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

5.63
6M Hashem Pesaran

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

8.78
7Mark W. Watson

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

11.6
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.72
9Jushan Bai

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

13.9
10Robert Taylor

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

14.68
11Francis X. Diebold

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

15.27
12Charles R. Nelson

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

16.87
13Donald W. K. Andrews

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

17.45
14Timo Teräsvirta

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

17.95
15Andrew C. Harvey

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

19.79
16David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.2
17James H. Stock

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

21.83
18Helmut Lütkepohl

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

21.98
19Yongcheol Shin

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

22.67
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.86
21Kenneth D. West

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

23.54
22George Tauchen

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

23.58
23James Hamilton

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

23.89
24Serena Ng

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

24.07
25Stephen Leybourne

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

24.51
26Neil Shephard

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

24.84
27Lars Peter Hansen

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

25.36
28Joon Y. Park

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

27.2
29Pentti Saikkonen

29.71
30Thomas J. Sargent

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

29.78
31Torben G. Andersen

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

30.04
32Todd Clark

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

30.32
33Graham Elliott

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

30.47
34Allan Timmermann

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

31.7
35Halbert White †

32.27
36Manuel Arellano

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

34.12
37Adrian Rodney Pagan

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

34.15
38Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

37.9
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.24
40Peter Reinhard Hansen

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

42.44
41Michael McAleer

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

43.97
42Massimiliano 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

45.1
43David I. Harvey

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

45.13
44Lutz Kilian

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

46.13
45Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

47.36
46Siem Jan Koopman

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

48.15
47Andrew Patton

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

48.53
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

49.76
49Chang-Jin Kim

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

50
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

50.72
51Michael McCracken

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

51.35
52Lawrence J. Christiano

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

52.39
53Ole E. Barndorff-Nielsen

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

52.91
54Yacine Ait-Sahalia

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

53.06
55James MacKinnon

Economics Department, Queen's University, Kingston, Canada

62.13
56Cheng Hsiao

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

63.97
57Luis Alberiko Gil-Alana

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

64
58Asger Lunde

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

64.62
59Donggyu Sul

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

64.9
60Frank Schorfheide

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

64.99
61Jean-Michel Zakoian

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

65.13
62Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

65.85
63Atsushi Inoue

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

66.55
64Marco Lippi

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

66.71
65Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

67.02
66Timothy Vogelsang

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

68.34
67Jörg Breitung

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

68.87
68Norman Rasmus Swanson

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

70.12
69Lucrezia Reichlin

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

71.6
70Oliver Bruce Linton

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

72.73
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

73.52
72Zhijie Xiao

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

75.24
73Lajos Horvath

77.07
74Chihwa Kao

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

77.78
75In Choi

College of Economics, Sogang University, Seoul, South Korea

80.1
76Christopher F Baum

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

81.65
77Christian Francq

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

82.57
78Jesus Gonzalo

Departamento de Economía, Universidad Carlos III de Madrid, Madrid, Spain

85.33
79Domenico Giannone

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

87.17

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