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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 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 8332 institutions with 61933 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 794 authors affiliated with 1523 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.73501.67
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7111810.84
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.89571.36
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.19499.89
4Department of Economics, Boston University

Boston, Massachusetts (USA)

6.76661.79
5Singapore Management University

Singapore, Singapore

8.2406.65
6Monash Business School, Monash University

Melbourne, Australia

8.2216911.64
7Department of Economics, University of Southern California

Los Angeles, California (USA)

9.12541.1
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.4180.99
---School of Economics, Singapore Management University

Singapore, Singapore

9.84356.64
9Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

10.04541.02
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.09552.09
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.61511.84
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.23740.87
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.243710.8
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.07774.75
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.43442.07
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.31160.48
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.09652.94
17European Central Bank

Frankfurt am Main, Germany

18.912408.55
18Department of Economics, Oxford University

Oxford, United Kingdom

21.221793.62
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.83360.69
20School of Economics, University of Nottingham

Nottingham, United Kingdom

22.411314.49
21Department of Economics, University of Washington

Seattle, Washington (USA)

22.5191.6
22Department of Economics and Related Studies, University of York

York, United Kingdom

24.85873.61
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.89611.26
24Economics Division, University of Southampton

Southampton, United Kingdom

26.94301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

27.45160.58
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.98623.45
26Essex Business School, University of Essex

Colchester, United Kingdom

35.02312.82
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

36.06200.26
27Business School, University of Auckland

Auckland, New Zealand

36.06260.26
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.08740.54
29Economics Department, Queen's University

Kingston, Canada

37.35501.56
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

38.622004.49
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.23230.99
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.09612.23
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.61432.42
33National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

42.344440.48
34Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

42.48923.22
35School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

42.541093.99
36Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

43.281663.04
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.89301.27
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.19600.81
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.87201.33
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.02691.4
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.46591.38
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.34662.82
42Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.761352.66
43Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

55.871143.13
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

57.07291.23
45Università Commerciale Luigi Bocconi

Milano, Italy

59.191721.85
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.2570.64
47Department of Economics, Cornell University

Ithaca, New York (USA)

61.5431.09
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

61.5720.13
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62.75153.09
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.95212.67
48Department of Economics, McGill University

Montréal, Canada

63.64311.38
49Department of Economics, Northwestern University

Evanston, Illinois (USA)

63.72390.22
50Tinbergen Instituut

Amsterdam, Netherlands

63.781223.27
51School of Economics and Finance, Queen Mary University of London

London, United Kingdom

64.03622.01
52Economics Department, Yale University

New Haven, Connecticut (USA)

64.37550.45
53Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.44590.99
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.76882.19
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

68.01291.9
56Department of Economics, New York University (NYU)

New York City, New York (USA)

71.07590.88
57Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

72.64560.17
58Business School, University of Exeter

Exeter, United Kingdom

79.7481.27
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

80.08130.11
59Brookings Institution

Washington, District of Columbia (USA)

80.08380.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.4681.65
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

81.5560.47
60Department of Economics, University College London (UCL)

London, United Kingdom

82.3661.08
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

83.63992.06
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.67281.43
61Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.86580.8
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.73402
63Department of Economics, University of Toronto

Toronto, Canada

87.83691.22
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.821131.65
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.82681.65
---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

90.96520.97
65Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

92.11310.52
66Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

92.51230.92
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

94.1595.14
68Department of Economics, Emory University

Atlanta, Georgia (USA)

94.67291.92
69Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

97.591122.58
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

97.9170.4
70College of Management, Asia University

Wufeng, Taiwan

97.91190.4
71Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

100.39471.88
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.061501.49
73Institute of Labor Economics (IZA)

Bonn, Germany

102.239440.58
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

104.211053.25
75Department of Economics, University of Warwick

Coventry, United Kingdom

105.88881.48
76Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

108.25302.35
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

108.25262.35
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

108.87231.66
77Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

108.88260.61
78Department of Economics, Korea University

Seoul, South Korea

109.01271.3
79International Monetary Fund (IMF)

Washington, District of Columbia (USA)

109.044484.09
80Joint Research Centre, European Commission

Ispra, Italy

109.58783.78
81Business School, University of Technology Sydney

Sydney, Australia

109.65912.01
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

110.13461.5
82W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

110.13541.5
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

110.6613.22
83Athens University of Economics and Business (AUEB)

Athens, Greece

110.66883.08
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

112.34340.9
84Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

112.68340.58
85School of Business and Economics, Maastricht University

Maastricht, Netherlands

114.92934
86Department of Economics, University of California-Riverside

Riverside, California (USA)

115.17271.12
87Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.23501.72
88Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

116.29400.7
89Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

117.41110.4
90Centre for Economic Policy Research (CEPR)

London, United Kingdom

119.123340.35
91Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.89410.48
92Deutsche Bundesbank

Frankfurt, Germany

120.31642.98
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

120.88110.68
94Sveriges Riksbank

Stockholm, Sweden

121.21392.56
95Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

122.61290.5
96Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

122.92500.57
97Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

123.09190.57
98Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

124.24540.65
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

124.62302.45
100Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

124.92771.54
101Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

126.41561.51
102College of Economics, Sogang University

Seoul, South Korea

129.29210.86
103Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

130.551662.56
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.32180.2
104Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.32510.2
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

134.3113.68
105Economics Department, University of Essex

Colchester, United Kingdom

134.5441.61
106École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

138.291082.5
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

141.0720.62
107Federal Reserve Bank of New York

New York City, New York (USA)

141.31851.89
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.2652.52
108Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.71551.7
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.7901.7
109Department of Economics, University of Maryland

College Park, Maryland (USA)

146.46471.68
110Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

146.96191.64
111Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

147.53470.59
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

147.57421.19
112Department of Economics, University of Houston

Houston, Texas (USA)

147.77251.01
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

148.88330.32
113Economics Department, Georgetown University

Washington, District of Columbia (USA)

149.95460.58
114Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.77400.7
115Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

151.31682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

151.31532.16
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

152.5271.13
116Banca d'Italia

Roma, Italy

152.552653.79
117Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

154.19290.56
118Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

154.63812.3
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.74180.45
119Management School, Lancaster University

Lancaster, United Kingdom

155.23673.59
120Department of Economics, University of Birmingham

Birmingham, United Kingdom

156.11451.63
121BI Handelshøyskolen

Oslo, Norway

156.5541.07
122Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

157.84110.9
123Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

157.85691.31
124School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

157.96510.75
125Toulouse School of Economics (TSE)

Toulouse, France

158.621581.13
126Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.651013.2
127Warwick Business School, University of Warwick

Coventry, United Kingdom

164.71271.98
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

166.21162
128Bank of England

London, United Kingdom

167.132063.59
129Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

171.98281.56
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

173.94230.67
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

174.16520.3
130Graduate School of Business, Columbia University

New York City, New York (USA)

174.91480.16
131Institute for Fiscal Studies (IFS)

London, United Kingdom

175.95690.2
132Crawford School of Public Policy, Australian National University

Canberra, Australia

176.131680.7
133Banco de España

Madrid, Spain

177.711192.9
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

177.73111
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.51220.54
135Management School, University of Liverpool

Liverpool, United Kingdom

181.43342.17
136Département de Sciences Économiques, Université de Montréal

Montréal, Canada

182.03270.85
137Centro Ricerche Nord Sud (CRENoS)

Italy

184.11470.92
138Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

184.84401.01
139Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

186.53481.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

186.53421.51
140Bank of Canada

Ottawa, Canada

186.751704.35
141Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

187.28161.43
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

192.62472.77
142ESSEC Business School

Cergy-Pontoise, France

193.57342.14
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

194.961
143Sauder School of Business, University of British Columbia

Vancouver, Canada

194.9251
144Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

197.62311.84
145Economics Department, Williams College

Williamstown, Massachusetts (USA)

199.37320.3
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

200.7270.13
146Cass Business School, City University

London, United Kingdom

200.72380.84
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

202.02140.28
147Henley Business School, University of Reading

Reading, United Kingdom

202.02320.28
---Department of Economics, London Business School (LBS)

London, United Kingdom

202.21160.48
148London Business School (LBS)

London, United Kingdom

202.21340.48
149London School of Economics (LSE)

London, United Kingdom

203.453101.07
150School of Economics, University of Manchester

Manchester, United Kingdom

204.06490.83
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

204.18740.66
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.81250.27
151Faculty of Economics, University of Tokyo

Tokyo, Japan

206.38401.03
152Handelshögskolan, Örebro Universitet

Örebro, Sweden

206.43222.21

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 794 authors affiliated with 1523 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

1.79
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)

2.47
3Clive W. J. Granger †

4.41
4Pierre Perron

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

5.03
5Tim Bollerslev

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

6.11
6M Hashem Pesaran

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

8.13
7Mark W. Watson

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

11.41
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.42
9Jushan Bai

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

14.17
10Robert Taylor

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

15.21
11Francis X. Diebold

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

16.09
12Donald W. K. Andrews

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

16.46
13Charles R. Nelson

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

16.88
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

18.24
15Andrew C. Harvey

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

19.56
16David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.15
17Joon Y. Park

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

21.27
18Helmut Luetkepohl

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

22
19James H. Stock

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

22.57
20Yongcheol Shin

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

22.78
21Kenneth D. West

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

22.91
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.92
23Serena Ng

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

24.28
24Neil Shephard

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

24.3
25James Hamilton

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

24.37
26George Tauchen

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

24.51
27Stephen Leybourne

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

24.65
28Lars Peter Hansen

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

25.65
29Pentti Saikkonen

28.24
30Torben G. Andersen

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

28.43
31Graham Elliott

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

28.69
32Thomas J. Sargent

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

30.46
33Todd Clark

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

30.74
34Allan Timmermann

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

31.7
35Halbert White †

31.95
36Adrian Rodney Pagan

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

34.44
37Manuel Arellano

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

35.74
38Morten Nielsen

Economics Department, Queen's University, Kingston, Canada

37.46
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.26
40Peter Reinhard Hansen

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

42.65
41David I. Harvey

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

43.57
42Michael McAleer

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

44.75
43Lutz Kilian

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

45.87
44Massimiliano 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

46.82
45Siem Jan Koopman

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

48.29
46Andrew Patton

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

48.53
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.56
48Chang-Jin Kim

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

50.33
49Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

50.77
50Luc 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

50.84
51Yacine Ait-Sahalia

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

51.26
52Michael McCracken

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

51.81
53Lawrence J. Christiano

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

54.15
54Ole E. Barndorff-Nielsen

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

55.16
55Cheng Hsiao

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

61.19
56Jean-Michel Zakoian

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

63.53
57James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.88
58Frank Schorfheide

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

64.17
59Luis Alberiko Gil-Alana

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

64.27
60Marco Lippi

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

65.01
61Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

65.68
62Asger Lunde

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

65.84
63Timothy Vogelsang

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

67.18
64Atsushi Inoue

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

67.79
65Joerg Breitung

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

69.11
66Donggyu Sul

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

69.15
67Oliver Bruce Linton

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

70.48
68Giuseppe Cavaliere

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

71.62
69Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.25
70Norman Rasmus Swanson

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

72.34
71Lucrezia Reichlin

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

72.61
72Mario Forni

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

75.81
73Lajos Horvath

77.48
74Zhijie Xiao

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

77.61
75Chihwa Kao

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

77.94
76In Choi

College of Economics, Sogang University, Seoul, South Korea

79.57
77Yixiao Sun

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

79.88
78Christian Francq

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

81.57
79Christopher F Baum

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

82.78

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