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

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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 8374 institutions with 62340 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 805 authors affiliated with 1533 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

4.411711.17
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.77561.37
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.04489.89
4Monash Business School, Monash University

Melbourne, Australia

7.816711.65
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.95661.79
6Singapore Management University

Singapore, Singapore

8.11396.52
7Department of Economics, University of Southern California

Los Angeles, California (USA)

9.57631.1
---School of Economics, Singapore Management University

Singapore, Singapore

9.78356.52
8Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.94541.02
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

10.3880.98
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.24552.08
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.76551.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.273710.8
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.65730.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.43774.75
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.73461.91
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.33160.48
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

16.43652.95
17European Central Bank

Frankfurt am Main, Germany

18.432448.47
18Department of Economics, Oxford University

Oxford, United Kingdom

21.751783.62
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.76360.69
20School of Economics, University of Nottingham

Nottingham, United Kingdom

22.411324.49
20Department of Economics, University of Washington

Seattle, Washington (USA)

22.41191.6
22Department of Economics and Related Studies, University of York

York, United Kingdom

24.73883.7
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.82611.26
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

27.3160.57
24Economics Division, University of Southampton

Southampton, United Kingdom

27.41301.72
25Essex Business School, University of Essex

Colchester, United Kingdom

34.91302.77
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

35.11623.36
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.12770.54
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.24200.26
28Business School, University of Auckland

Auckland, New Zealand

37.24260.26
29Economics Department, Queen's University

Kingston, Canada

37.69501.89
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.792034.61
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.88230.96
32Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

40.62933.22
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.91094.32
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.03612.19
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

42.09432.34
35National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

42.554460.48
36Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

44.271663.01
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.95301.27
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.66691.39
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.01201.3
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.05591.37
40Federal Reserve Bank of Dallas

Dallas, Texas (USA)

48.5610.79
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.27390.35
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.52672.9
43Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.291352.66
44Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

55.491122.99
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

58.51291.23
46Department of Economics, Cornell University

Ithaca, New York (USA)

61.3421.09
47Department of Economics, McGill University

Montréal, Canada

61.37331.33
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.75153.09
48Università Commerciale Luigi Bocconi

Milano, Italy

62.361701.79
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.46570.64
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.25212.53
50Tinbergen Instituut

Amsterdam, Netherlands

63.561223.24
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

64.8120.12
51Economics Department, Yale University

New Haven, Connecticut (USA)

65.6570.45
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.11580.97
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66.64621.97
54Business School, University of Exeter

Exeter, United Kingdom

67.81491.28
55Business School, King's College London

London, United Kingdom

67.97241.66
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.77892.02
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.07291.74
58Department of Economics, New York University (NYU)

New York City, New York (USA)

73.38580.88
59Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

73.82570.17
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

75.8960.51
60Department of Economics, University College London (UCL)

London, United Kingdom

80.08661.08
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

80.94120.11
61Brookings Institution

Washington, District of Columbia (USA)

80.94380.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.8181.65
62Department of Economics, Ohio State University

Columbus, Ohio (USA)

86.34402
63Department of Economics, University of Toronto

Toronto, Canada

86.71691.22
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.79580.79
65Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.121121.48
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.12671.48
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

89.62350.9
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.74281.26
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

91.3992.01
66Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

93.421132.63
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.55241.42
68Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

93.8300.52
69Department of Economics, Emory University

Atlanta, Georgia (USA)

94.18301.93
---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

94.66520.97
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.3295.11
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

98.4270.4
71College of Management, Asia University

Wufeng, Taiwan

98.42190.4
72Department of Economics, University of Warwick

Coventry, United Kingdom

100.63871.61
73Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

101.38491.88
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

101.51282.25
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.521501.49
76Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

104.681063.25
77Institute of Labor Economics (IZA)

Bonn, Germany

105.319440.58
78Business School, University of Technology Sydney

Sydney, Australia

107.14912.01
79Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

107.83302.35
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

107.83262.35
80Athens University of Economics and Business (AUEB)

Athens, Greece

109.3883.03
81Department of Economics, Korea University

Seoul, South Korea

109.69271.3
82International Monetary Fund (IMF)

Washington, District of Columbia (USA)

109.784584.17
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

111.39461.5
83W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

111.39541.5
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

111.53613.21
84Joint Research Centre, European Commission

Ispra, Italy

113.16813.71
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

113.34330.58
86Bank of England

London, United Kingdom

113.872053.58
87Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

115.1260.59
88School of Business and Economics, Maastricht University

Maastricht, Netherlands

115.21934.05
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.92511.72
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.6231.49
90Department of Economics, University of California-Riverside

Riverside, California (USA)

118.08271.12
91Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.27400.7
92Centre for Economic Policy Research (CEPR)

London, United Kingdom

118.563360.35
93Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

118.75120.4
94Deutsche Bundesbank

Frankfurt, Germany

120.421673.14
95Sveriges Riksbank

Stockholm, Sweden

121.56392.56
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

122.44110.68
97Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

122.57781.54
98Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

123.7540.65
99Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

124.36210.57
100Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

125.5290.5
101Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

127.02561.99
102Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

128.4410.46
103College of Economics, Sogang University

Seoul, South Korea

129.69210.78
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

132.92113.73
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

133.031672.55
105Economics Department, University of Essex

Colchester, United Kingdom

133.9451.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.77180.2
106Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.77510.2
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.82500.54
108Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

135.98312.4
109Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

141.64201.81
110École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

143.381092.49
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.77421.19
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

144.1920.62
111Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.851561.7
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.85901.7
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147652.52
112Banca d'Italia

Roma, Italy

149.022653.82
113Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.39410.7
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.66460.58
115Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

151.69470.58
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

154.1271.62
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

154.38691.39
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.51190.45
117Federal Reserve Bank of New York

New York City, New York (USA)

155.86861.75
118Management School, Lancaster University

Lancaster, United Kingdom

156.79673.57
119Department of Economics, University of Birmingham

Birmingham, United Kingdom

157.64471.63
120Department of Economics, University of Maryland

College Park, Maryland (USA)

158.41481.62
121Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

158.96100.9
122Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

159.06682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

159.06532.16
123Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

159.23290.56
124BI Handelshøyskolen

Oslo, Norway

159.42541.09
125School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

159.57510.75
126Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

159.61832.25
127Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

160.21023.2
128Toulouse School of Economics (TSE)

Toulouse, France

160.491561.13
129Department of Economics, University of Houston

Houston, Texas (USA)

162.35250.84
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

162.48320.28
130Warwick Business School, University of Warwick

Coventry, United Kingdom

164.85271.95
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

172.22161.95
131Institute for Fiscal Studies (IFS)

London, United Kingdom

175.45690.2
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

175.77111
132Graduate School of Business, Columbia University

New York City, New York (USA)

176490.16
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

176.13230.68
133Management School, University of Liverpool

Liverpool, United Kingdom

179.73342.17
134Banco de España

Madrid, Spain

180.11192.88
135Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.12220.54
136Crawford School of Public Policy, Australian National University

Canberra, Australia

180.991700.69
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

183.04500.28
137Département de Sciences Économiques, Université de Montréal

Montréal, Canada

183.84270.85
138Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

184.97391.01
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

185.24460.92
140Bank of Canada

Ottawa, Canada

189.691724.3
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

192.2431.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

192.2371.51
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

192.35472.77
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

193.2461
142Sauder School of Business, University of British Columbia

Vancouver, Canada

193.24251
143ESSEC Business School

Cergy-Pontoise, France

195.69342.14
144Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

196.16161.4
145Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

197.32311.84
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

197.91270.12
146Economics Department, Williams College

Williamstown, Massachusetts (USA)

200.37320.3
147Handelshögskolan, Örebro Universitet

Örebro, Sweden

200.92221.87
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

201.88260.27
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

204.12140.28
148Henley Business School, University of Reading

Reading, United Kingdom

204.12320.28
149School of Economics, University of Manchester

Manchester, United Kingdom

204.16490.83
---Department of Economics, London Business School (LBS)

London, United Kingdom

207.29150.48
150London Business School (LBS)

London, United Kingdom

207.29330.48
151Department of Economics, University of Oregon

Eugene, Oregon (USA)

207.77250.49
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

208.76740.65
152London School of Economics (LSE)

London, United Kingdom

209.743111.07
153Faculty of Economics, University of Tokyo

Tokyo, Japan

209.78401.03

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 805 authors affiliated with 1533 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.81
2Robert F. Engle III

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

2.86
3Clive W. J. Granger †

4.14
4Pierre Perron

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

5.1
5Tim Bollerslev

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

5.87
6M Hashem Pesaran

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

8.44
7Mark W. Watson

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

10.99
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.78
9Jushan Bai

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

14.09
10Francis X. Diebold

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

15.36
11Donald W. K. Andrews

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

15.72
12Robert Taylor

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

15.86
13Charles R. Nelson

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

17.12
14Andrew C. Harvey

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

18.36
15Timo 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

18.37
16Joon Y. Park

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

21.9
17Yongcheol Shin

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

22.24
18David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.6
19Helmut Luetkepohl

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

22.81
20Serena Ng

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

23.07
21Kenneth D. West

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

23.16
22James H. Stock

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

24.09
23Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.32
24Neil Shephard

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

24.47
25George Tauchen

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

25.05
26Stephen Leybourne

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

25.46
27Lars Peter Hansen

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

25.54
28James Hamilton

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

26.44
29Pentti Saikkonen

27.22
30George Kapetanios

Business School, King's College London, London, United Kingdom

28.02
31Torben G. Andersen

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

29.38
32Graham Elliott

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

29.39
33Thomas J. Sargent

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

30.71
34Allan Timmermann

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

31.88
35Halbert White †

31.89
36Todd Clark

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

32.33
37Adrian Rodney Pagan

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

34.93
38Manuel Arellano

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

35.66
39Morten Nielsen

Economics Department, Queen's University, Kingston, Canada

39.46
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40
41Peter Reinhard Hansen

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

42.7
42David I. Harvey

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

45.47
43Michael McAleer

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

47.52
44Andrew Patton

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

47.61
45Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.26
46Siem Jan Koopman

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

48.37
47Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

48.73
48Lutz Kilian

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

48.96
49Chang-Jin Kim

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

50.48
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

51.33
51Yacine Ait-Sahalia

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

51.68
52Michael McCracken

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

52.16
53Luc 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

52.19
54Ole E. Barndorff-Nielsen

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

54.5
55Lawrence J. Christiano

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

55.65
56Luis Alberiko Gil-Alana

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

62.53
57Sebastian Kripfganz

Department of Economics, Business School, University of Exeter, Exeter, United Kingdom

63.08
58Jean-Michel Zakoian

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

63.33
59James MacKinnon

Economics Department, Queen's University, Kingston, Canada

64.3
60Cheng Hsiao

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

65.75
61Asger Lunde

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

65.91
62Frank Schorfheide

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

66.94
63Marco Lippi

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

67.31
64Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

67.39
65Timothy Vogelsang

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

68.73
66Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

70.13
67Donggyu Sul

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

70.16
68Joerg Breitung

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

70.84
69Giuseppe Cavaliere

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

71.99
70Atsushi Inoue

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

72.63
71Lajos Horvath

73.06
72Oliver Bruce Linton

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

73.94
73Lucrezia Reichlin

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

74.09
74Norman Rasmus Swanson

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

74.55
75In Choi

College of Economics, Sogang University, Seoul, South Korea

78.58
76Yixiao Sun

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

78.74
77Christian Francq

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

78.83
78Chihwa Kao

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

78.99
79Zhijie Xiao

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

80.08
80Christopher F Baum

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

82.44

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