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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 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 8434 institutions with 63005 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 816 authors affiliated with 1532 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.4311912.02
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.9491.69
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.08541.33
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.3489.89
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.89651.79
5Singapore Management University

Singapore, Singapore

9.1406.36
6Monash Business School, Monash University

Melbourne, Australia

9.2916211.64
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.95541.04
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.11631.1
---School of Economics, Singapore Management University

Singapore, Singapore

10.63366.35
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

10.6470.98
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.21542.07
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.96551.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.533610.79
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.68740.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.42774.56
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.8462.1
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.48201.84
16Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.61652.79
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.61170.47
18European Central Bank

Frankfurt am Main, Germany

18.942428.94
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.67380.68
20Department of Economics, Oxford University

Oxford, United Kingdom

21.981783.61
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.571324.46
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.28611.27
23Department of Economics and Related Studies, University of York

York, United Kingdom

24.53883.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

27.45160.57
24Economics Division, University of Southampton

Southampton, United Kingdom

28.47301.72
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.9623.36
26Essex Business School, University of Essex

Colchester, United Kingdom

34.06302.77
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.584560.58
28Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

37.392014.77
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.95200.26
29Business School, University of Auckland

Auckland, New Zealand

37.95260.26
30Department of Economics, University of Chicago

Chicago, Illinois (USA)

39.2750.53
31Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

39.58622.19
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.191114.09
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.75240.93
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.85432.34
34Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

41.23952.71
35Barcelona School of Economics (BSE)

Barcelona, Spain

43.991662.94
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.39301.27
37Federal Reserve Bank of Dallas

Dallas, Texas (USA)

45.13620.86
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

45.39211.3
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.16581.38
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.6521.37
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

49.9683.01
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.161352.65
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.31400.35
43Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

54.431142.49
44Department of Economics, Cornell University

Ithaca, New York (USA)

57.74431.09
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

59.14291.23
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.96152.86
46Department of Economics, McGill University

Montréal, Canada

61.18341.33
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.99570.64
48Università Commerciale Luigi Bocconi

Milano, Italy

62.241671.79
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

62.54192.03
49Business School, University of Exeter

Exeter, United Kingdom

62.55491.27
50Tinbergen Instituut

Amsterdam, Netherlands

63.391263.24
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

64.6220.12
51Economics Department, Yale University

New Haven, Connecticut (USA)

64.92580.45
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

65.93611.97
53Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.84570.96
54Business School, King's College London

London, United Kingdom

66.97241.66
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.47922.35
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.01291.72
57Department of Economics, New York University (NYU)

New York City, New York (USA)

73.72590.88
58Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

75.17610.16
59Economics Department, Queen's University

Kingston, Canada

75.69491.27
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

78.760.49
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

81.43120.11
60Brookings Institution

Washington, District of Columbia (USA)

81.43380.11
61Department of Economics, University College London (UCL)

London, United Kingdom

81.94660.92
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

83.1381.65
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

84.35360.9
62Department of Economics, University of Toronto

Toronto, Canada

85.57691.22
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.12570.8
64Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.44412
65Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

87.51122.46
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.641121.48
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.64671.48
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.68281.26
67Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

90.79280.56
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

92.53961.93
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.1241.42
69Department of Economics, Emory University

Atlanta, Georgia (USA)

93.8301.94
---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

94.91510.97
70Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.8272.27
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.7104.94
72Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

100.01491.88
73Department of Economics, University of Warwick

Coventry, United Kingdom

100.53891.61
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

101.431063.25
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.491501.32
76Athens University of Economics and Business (AUEB)

Athens, Greece

102.63903.07
77Institute of Labor Economics (IZA)

Bonn, Germany

105.339490.57
78Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

105.95302.35
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

105.95262.35
79Business School, University of Technology Sydney

Sydney, Australia

106.52922.01
80International Monetary Fund (IMF)

Washington, District of Columbia (USA)

108.994684.17
81Department of Economics, Korea University

Seoul, South Korea

109.23271.3
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

109.49613.21
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.65300.44
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

111.45441.5
83W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

111.45521.5
84Joint Research Centre, European Commission

Ispra, Italy

112.75803.71
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

113.33330.58
86School of Business and Economics, Maastricht University

Maastricht, Netherlands

113.54955.04
87Bank of England

London, United Kingdom

114.142053.57
88Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.83501.72
89Deutsche Bundesbank

Frankfurt, Germany

115.911683.15
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

116.18260.59
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.23231.47
91Department of Economics, University of California-Riverside

Riverside, California (USA)

117.39271.12
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.82390.7
93Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

119.11801.87
94Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

119.56120.4
95Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

120.3110.68
96Sveriges Riksbank

Stockholm, Sweden

122.98392.56
97Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

123.51581.99
98Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

126.54290.5
99Economics Department, University of Essex

Colchester, United Kingdom

127.03461.61
100Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

128.19410.46
101College of Economics, Sogang University

Seoul, South Korea

128.46210.78
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.14200.2
102Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.14530.2
103Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

132.991652.05
104Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.74490.54
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

134.97113.73
105Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

135.15312.4
106Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

140.1201.8
107Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

140.55550.62
108Centre for Economic Policy Research (CEPR)

London, United Kingdom

141.443410.31
109Toulouse School of Economics (TSE)

Toulouse, France

142.691571.28
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

143.7220.62
110École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

144.281112.49
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

144.47421.19
111Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.661561.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.66881.69
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.77652.02
112Banca d'Italia

Roma, Italy

147.032673.64
113Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

147.56470.58
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

151.0771.62
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.75470.58
115Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

152.62410.7
116Department of Economics, University of Birmingham

Birmingham, United Kingdom

153.91471.67
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

154.66671.34
118Federal Reserve Bank of New York

New York City, New York (USA)

155.04881.75
119Management School, Lancaster University

Lancaster, United Kingdom

155.13683.57
120Department of Economics, University of Maryland

College Park, Maryland (USA)

156.38461.62
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

156.55190.45
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

156.581023.2
122Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

157290.56
123BI Handelshøyskolen

Oslo, Norway

158.64561.08
124Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

159.22842.08
125Banco de España

Madrid, Spain

159.231202.92
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

159.34100.9
127Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

159.46692.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

159.46532.16
128School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

160.04530.75
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

162.99310.28
129Department of Economics, University of Houston

Houston, Texas (USA)

164.17250.84
130Warwick Business School, University of Warwick

Coventry, United Kingdom

167.09261.95
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

172.27171.78
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

173.07101
131Institute for Fiscal Studies (IFS)

London, United Kingdom

175.34700.2
132Graduate School of Business, Columbia University

New York City, New York (USA)

176.39490.16
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

177.02250.68
133Management School, University of Liverpool

Liverpool, United Kingdom

177.6352.17
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

181.05230.54
135Crawford School of Public Policy, Australian National University

Canberra, Australia

181.561720.69
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

182.48500.28
136Département de Sciences Économiques, Université de Montréal

Montréal, Canada

183.02270.85
137Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

183.08460.92
138Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

183.24380.94
139School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

187.221401.4
140Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.32441.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.32381.51
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

190.28991.36
141Bank of Canada

Ottawa, Canada

191.381734.29
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

191.57472.77
142Handelshögskolan, Örebro Universitet

Örebro, Sweden

192.64221.66
143ESSEC Business School

Cergy-Pontoise, France

194.51342.14
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

195.6461
144Sauder School of Business, University of British Columbia

Vancouver, Canada

195.64241
145Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

196.07141.4
146Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

196.35311.84
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

199270.12
147Economics Department, Williams College

Williamstown, Massachusetts (USA)

201.02310.3
148Faculty of Business and Economics, Macquarie University

Sydney, Australia

204.78421.73
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

205.02140.28
149Henley Business School, University of Reading

Reading, United Kingdom

205.02320.28
150School of Economics, University of Manchester

Manchester, United Kingdom

205.27490.83
151Faculty of Economics, University of Tokyo

Tokyo, Japan

206.44411.03
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

207.7250.27
152LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

209.57331.01
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

209.84750.65
---Department of Economics, London Business School (LBS)

London, United Kingdom

209.88150.48
153London Business School (LBS)

London, United Kingdom

209.88330.48

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 816 authors affiliated with 1532 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)

2.79
3Clive W. J. Granger †

4.31
4Pierre Perron

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

5.12
5Tim Bollerslev

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

5.84
6M Hashem Pesaran

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

8.24
7Mark W. Watson

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

11.67
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.05
9Robert Taylor

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

13.96
10Jushan Bai

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

14.11
11Francis X. Diebold

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

15.01
12Donald W. K. Andrews

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

16.56
13Charles R. Nelson

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

17.36
14Andrew C. Harvey

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

18.13
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

18.42
16Serena Ng

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

21.74
17Yongcheol Shin

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

22.1
18Helmut Luetkepohl

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

22.16
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.37
20Joon Y. Park

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

23.12
21Kenneth D. West

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

23.13
22James H. Stock

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

24.17
23George Tauchen

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

24.18
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.76
25Neil Shephard

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

25.17
26Stephen Leybourne

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

25.18
27James Hamilton

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

26.63
28Pentti Saikkonen

27.47
29George Kapetanios

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

27.85
30Lars Peter Hansen

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

27.91
31Torben G. Andersen

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

28.89
32Graham Elliott

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

30.31
33Thomas J. Sargent

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

31.19
34Todd Clark

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

31.67
35Allan Timmermann

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

32.21
36Halbert White †

33.46
37Adrian Rodney Pagan

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

34.82
38Manuel Arellano

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

35.21
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.07
40Peter Reinhard Hansen

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

39.99
41Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.02
42David I. Harvey

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

45.35
43Andrew Patton

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

45.64
44Michael McAleer †

47.78
45Siem Jan Koopman

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

48.12
46Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.3
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

48.45
48Sebastian Kripfganz

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

49.81
49Lutz Kilian

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

50.44
50Chang-Jin Kim

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

50.85
51Michael McCracken

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

52.32
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.81
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

53.26
54Ole E. Barndorff-Nielsen

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

54.15
55Yacine Ait-Sahalia

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

54.73
56Lawrence J. Christiano

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

56.99
57Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

63.76
58Luis Alberiko Gil-Alana

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

63.79
59Jean-Michel Zakoian

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

64.31
60Asger Lunde

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

65.37
61Cheng Hsiao

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

65.8
62James MacKinnon

Economics Department, Queen's University, Kingston, Canada

66.52
63Lajos Horvath

67.77
64Marco Lippi

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

68.18
65Timothy Vogelsang

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

68.59
66Frank Schorfheide

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

69.06
67Donggyu Sul

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

69.46
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

70.02
69Joerg Breitung

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

70.38
70Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

71.59
71Atsushi Inoue

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

72.72
72Jonathan H. Wright

Department of Economics, Johns Hopkins University, Baltimore, Maryland (USA)

73.07
73Lucrezia Reichlin

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

75.03
74Norman Rasmus Swanson

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

75.27
75Oliver Bruce Linton

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

75.6
76Zhijie Xiao

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

75.9
77In Choi

College of Economics, Sogang University, Seoul, South Korea

77.08
78Chihwa Kao

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

79.64
79Christian Francq

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

80.74
80Yixiao Sun

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

83.67
81Christopher F Baum

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

83.74

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