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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of July 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 8383 institutions with 62504 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 803 authors affiliated with 1522 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.9501.69
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.8111711.18
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.01551.37
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.22489.9
4Singapore Management University

Singapore, Singapore

7.51396.36
5Monash Business School, Monash University

Melbourne, Australia

8.0416511.65
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.23661.79
---School of Economics, Singapore Management University

Singapore, Singapore

9.34356.35
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.82541.03
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.09631.1
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

10.3570.98
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)

11.91551.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.363610.8
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.8730.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.47774.76
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.98462.1
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.96160.47
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

16.45652.98
17Department of Economics, University of Washington

Seattle, Washington (USA)

16.87201.84
18European Central Bank

Frankfurt am Main, Germany

19.172438.98
19Department of Economics, Oxford University

Oxford, United Kingdom

221773.62
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.1370.69
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.241324.48
22Department of Economics and Related Studies, University of York

York, United Kingdom

24.68883.72
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.78611.26
24Economics Division, University of Southampton

Southampton, United Kingdom

27.49301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.19160.57
25Essex Business School, University of Essex

Colchester, United Kingdom

34.52292.77
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

35.25613.36
27Economics Department, Queen's University

Kingston, Canada

36.83511.89
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.03200.26
28Business School, University of Auckland

Auckland, New Zealand

37.03260.26
29Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.37770.54
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.662034.8
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

39.93240.94
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.1632.19
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.351094.33
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.74422.34
34Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

41.75943.22
35National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

43.44490.48
36Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

44.441663.01
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.05301.27
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

45.53620.85
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.11201.3
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.3681.38
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.72581.37
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.99400.35
42School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.21672.9
43Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.681342.66
44Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

55.531152.99
45Department of Economics, Cornell University

Ithaca, New York (USA)

57.92431.09
46Department of Economics, Indiana University

Bloomington, Indiana (USA)

59.59291.23
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.09590.64
48Università Commerciale Luigi Bocconi

Milano, Italy

62.31701.79
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62.79153.09
49Department of Economics, McGill University

Montréal, Canada

62.79341.34
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.16212.53
50Economics Department, Yale University

New Haven, Connecticut (USA)

64.26570.45
51Tinbergen Instituut

Amsterdam, Netherlands

64.611253.24
52Business School, University of Exeter

Exeter, United Kingdom

64.72481.28
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

65.0420.12
53Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.34570.97
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.08621.97
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

67.84291.88
56Business School, King's College London

London, United Kingdom

68.35241.66
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.09932.36
58Department of Economics, New York University (NYU)

New York City, New York (USA)

73.79590.88
59Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

74.25600.17
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

76.0160.51
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

81.49120.11
60Brookings Institution

Washington, District of Columbia (USA)

81.49380.11
61Department of Economics, University College London (UCL)

London, United Kingdom

81.66661.08
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.5181.65
62Department of Economics, University of Toronto

Toronto, Canada

86.74691.22
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.61580.77
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.941121.48
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.94671.48
65Department of Economics, Ohio State University

Columbus, Ohio (USA)

89.07412
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.16281.26
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

90.04350.9
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

91982.01
66Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

91.681122.63
67Department of Economics, Emory University

Atlanta, Georgia (USA)

93.77311.94
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.97241.42
---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

94.15510.97
69Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.76282.27
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.0194.94
71Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

99.65300.5
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

101.0970.4
72College of Management, Asia University

Wufeng, Taiwan

101.09190.4
73Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

101.23491.88
74Department of Economics, University of Warwick

Coventry, United Kingdom

102.61881.61
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

103.161501.48
76Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

103.631063.25
77Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.06302.35
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.06262.35
78Institute of Labor Economics (IZA)

Bonn, Germany

107.79440.58
79Athens University of Economics and Business (AUEB)

Athens, Greece

108.41893.03
80Business School, University of Technology Sydney

Sydney, Australia

108.76912.01
81International Monetary Fund (IMF)

Washington, District of Columbia (USA)

109.034574.17
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

109.81231.63
82Department of Economics, Korea University

Seoul, South Korea

110.16271.3
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

110.64451.5
83W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

110.64531.5
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

111.16613.21
84Joint Research Centre, European Commission

Ispra, Italy

113.43813.71
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

114.57330.58
86Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

114.58260.59
87Bank of England

London, United Kingdom

114.672063.59
88School of Business and Economics, Maastricht University

Maastricht, Netherlands

115.53924.04
89Department of Economics, University of California-Riverside

Riverside, California (USA)

117.23271.12
90Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.6400.7
91Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

119.15120.4
92Deutsche Bundesbank

Frankfurt, Germany

119.581673.13
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

120.71110.68
94Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

122.23781.54
95Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

122.62511.27
96Sveriges Riksbank

Stockholm, Sweden

122.75392.59
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

125.86571.99
98Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

126.75410.46
99Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

128.86210.51
100College of Economics, Sogang University

Seoul, South Korea

129.21210.78
101Economics Department, University of Essex

Colchester, United Kingdom

129.22461.61
102Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

129.65290.5
103Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

133.02550.63
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

133.53113.73
104Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.12312.4
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

134.121672.05
106Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.84490.54
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.16180.2
107Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.16510.2
108Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

139.93201.8
109Centre for Economic Policy Research (CEPR)

London, United Kingdom

141.63380.31
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

143.120.62
110École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

144.161102.49
111Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.011561.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.01901.69
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

145.73421.19
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.8652.02
112Banca d'Italia

Roma, Italy

149.732663.72
113Economics Department, Georgetown University

Washington, District of Columbia (USA)

149.85460.58
114Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

150.34470.58
115Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.51410.7
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

152.371.62
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

154.71190.45
116Management School, Lancaster University

Lancaster, United Kingdom

155.06683.57
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

155.59691.39
118Federal Reserve Bank of New York

New York City, New York (USA)

156.36861.75
119Department of Economics, University of Birmingham

Birmingham, United Kingdom

156.75471.63
120Department of Economics, University of Maryland

College Park, Maryland (USA)

157.73481.62
121BI Handelshøyskolen

Oslo, Norway

158.04541.08
122Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

158.3290.56
123Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

158.65100.9
124Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

158.76682.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

158.76532.16
125Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

159.991023.2
126Banco de España

Madrid, Spain

160.021192.93
127School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

160.55510.75
128Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

160.59842.25
129Toulouse School of Economics (TSE)

Toulouse, France

160.881561.13
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

161.06320.28
130Department of Economics, University of Houston

Houston, Texas (USA)

161.41250.84
131Warwick Business School, University of Warwick

Coventry, United Kingdom

167.59271.95
132Graduate School of Business, Columbia University

New York City, New York (USA)

174.17490.16
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

174.22171.95
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

174.69230.68
133Institute for Fiscal Studies (IFS)

London, United Kingdom

175.03690.2
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

176.88111
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.55220.54
135Management School, University of Liverpool

Liverpool, United Kingdom

180.6342.17
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

181.15500.28
136Crawford School of Public Policy, Australian National University

Canberra, Australia

181.471700.69
137Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

182.17390.94
138Département de Sciences Économiques, Université de Montréal

Montréal, Canada

182.39270.85
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

184.9460.92
140Bank of Canada

Ottawa, Canada

188.771724.29
141Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

188.88421.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

188.88361.51
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

192.4461
142Sauder School of Business, University of British Columbia

Vancouver, Canada

192.44251
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

192.98472.77
143ESSEC Business School

Cergy-Pontoise, France

194.89342.14
144Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

195.47161.4
145Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

196.67311.84
146Economics Department, Williams College

Williamstown, Massachusetts (USA)

197.5320.3
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

197.8270.12
147Handelshögskolan, Örebro Universitet

Örebro, Sweden

198.72221.87
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

202.55140.28
148Henley Business School, University of Reading

Reading, United Kingdom

202.55320.28
149School of Economics, University of Manchester

Manchester, United Kingdom

203.43490.83
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

205.36250.27
150Faculty of Economics, University of Tokyo

Tokyo, Japan

206.6401.03
151Department of Economics, University of Oregon

Eugene, Oregon (USA)

206.74250.49
152London School of Economics (LSE)

London, United Kingdom

208.063111.07

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 803 authors affiliated with 1522 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

1.83
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)

2.94
3Clive W. J. Granger †

4.3
4Pierre Perron

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

4.97
5Tim Bollerslev

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

5.91
6M Hashem Pesaran

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

8.54
7Mark W. Watson

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

11.27
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.96
9Jushan Bai

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

13.61
10Robert Taylor

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

14.27
11Francis X. Diebold

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

15.11
12Donald W. K. Andrews

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

15.56
13Charles R. Nelson

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

17.53
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

18.35
15Andrew C. Harvey

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

18.43
16Helmut Luetkepohl

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

21.15
17Yongcheol Shin

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

22.02
18Serena Ng

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

22.03
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.31
20Kenneth D. West

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

23.56
21James H. Stock

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

23.96
22Joon Y. Park

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

23.99
23Neil Shephard

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

24.16
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.4
25George Tauchen

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

24.56
26Stephen Leybourne

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

25.14
27Lars Peter Hansen

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

26.47
28Pentti Saikkonen

26.62
29James Hamilton

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

26.99
30George Kapetanios

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

28.23
31Graham Elliott

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

29.67
32Torben G. Andersen

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

30.04
33Thomas J. Sargent

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

31.59
34Todd Clark

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

32.28
35Allan Timmermann

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

32.47
36Halbert White †

32.51
37Manuel Arellano

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

35.15
38Adrian Rodney Pagan

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

35.24
39Morten Nielsen

Economics Department, Queen's University, Kingston, Canada

38.05
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.78
41Peter Reinhard Hansen

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

41.3
42David I. Harvey

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

45.16
43Andrew Patton

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

46.14
44Michael McAleer

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

48.05
45Massimiliano Marcellino

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

48.25
46Siem Jan Koopman

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

48.77
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.95
48Lutz Kilian

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

49.01
49Sebastian Kripfganz

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

49.78
50Chang-Jin Kim

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

50.96
51Yacine Ait-Sahalia

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

50.96
52Luc 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

52.12
53Michael McCracken

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

53.3
54Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.92
55Lawrence J. Christiano

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

54.78
56Ole E. Barndorff-Nielsen

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

55.38
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

63.49
58James MacKinnon

Economics Department, Queen's University, Kingston, Canada

63.92
59Jean-Michel Zakoian

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

64.15
60Cheng Hsiao

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

65.53
61Asger Lunde

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

65.84
62Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

66.87
63Marco Lippi

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

67.3
64Timothy Vogelsang

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

67.36
65Frank Schorfheide

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

68.59
66Giuseppe Cavaliere

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

68.8
67Donggyu Sul

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

69.33
68Joerg Breitung

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

70.21
69Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

72.22
70Lajos Horvath

72.4
71Atsushi Inoue

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

72.5
72Oliver Bruce Linton

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

73.26
73Norman Rasmus Swanson

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

74.72
74Lucrezia Reichlin

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

75.3
75Zhijie Xiao

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

77.61
76In Choi

College of Economics, Sogang University, Seoul, South Korea

78.02
77Chihwa Kao

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

78.64
78Yixiao Sun

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

80.84
79Christian Francq

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

80.95
80Mario Forni

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

84.15

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