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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 8461 institutions with 63209 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 823 authors affiliated with 1537 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.3112012.02
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.99491.69
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.96541.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.35489.89
4Singapore Management University

Singapore, Singapore

8.22406.44
5Department of Economics, Boston University

Boston, Massachusetts (USA)

8.49651.79
6Monash Business School, Monash University

Melbourne, Australia

9.4717511.67
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.74531.04
---School of Economics, Singapore Management University

Singapore, Singapore

9.86366.44
8Department of Economics, University of Southern California

Los Angeles, California (USA)

10.31631.1
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

10.5970.97
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.9551.83
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.12532.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.353510.81
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.56740.87
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.31472.1
14Økonomisk Institut, Københavns Universitet

København, Denmark

14.32784.56
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.31221.84
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.17170.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.54652.79
18European Central Bank

Frankfurt am Main, Germany

19.422428.46
19Department of Economics, Oxford University

Oxford, United Kingdom

21.621773.61
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.86380.68
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.111324.46
22Department of Economics and Related Studies, University of York

York, United Kingdom

23.07893.72
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.11621.27
24Economics Division, University of Southampton

Southampton, United Kingdom

27.81301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.78160.56
25Essex Business School, University of Essex

Colchester, United Kingdom

33.09302.77
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.32623.36
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.164540.58
28Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

36.952034.76
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.2200.26
29Business School, University of Auckland

Auckland, New Zealand

37.2260.26
30Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

39.46632.19
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

39.6750.54
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.05432.33
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.541154.09
33Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

42.6952.7
34Barcelona School of Economics (BSE)

Barcelona, Spain

43.221692.93
35Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.6230.91
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

44620.86
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.24311.3
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

46.9581.38
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.11211.28
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

48.38511.37
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

49.57683.01
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.63400.35
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

51.741352.65
43Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

55.541142.49
44Department of Economics, Cornell University

Ithaca, New York (USA)

57.52431.09
45Università Commerciale Luigi Bocconi

Milano, Italy

60.451661.79
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.64152.86
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.98580.64
47Department of Economics, Indiana University

Bloomington, Indiana (USA)

61.4291.22
48Department of Economics, McGill University

Montréal, Canada

62.17341.33
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

63.11192.02
49Tinbergen Instituut

Amsterdam, Netherlands

65.221263.21
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66.6611.97
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

66.8420.12
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.84580.96
52Economics Department, Yale University

New Haven, Connecticut (USA)

67.72580.45
53Business School, King's College London

London, United Kingdom

68.64261.66
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.49912.35
55Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

70.47291.72
56Department of Economics, New York University (NYU)

New York City, New York (USA)

72.84590.88
57Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

74.5610.16
58Economics Department, Queen's University

Kingston, Canada

75.01491.27
59Business School, University of Exeter

Exeter, United Kingdom

75.34491.17
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

80.2560.49
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.3481.65
60Department of Economics, University College London (UCL)

London, United Kingdom

81.54650.92
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

82.41120.11
61Brookings Institution

Washington, District of Columbia (USA)

82.41380.11
62Department of Economics, University of Toronto

Toronto, Canada

86.6691.22
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

86.661131.48
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

86.66681.48
64Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

86.851162.45
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.5570.8
66Department of Economics, Ohio State University

Columbus, Ohio (USA)

87.84412
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.76281.26
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

90.281001.92
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

92.25241.42
68Department of Economics, Emory University

Atlanta, Georgia (USA)

92.89301.93
69Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

93.96280.56
---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

94.18510.97
70Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.8262.27
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

96.73104.94
72DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

98.521501.34
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

100.6360.8
73Department of Economics, University of Warwick

Coventry, United Kingdom

102.94891.61
74Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

103.4302.35
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

103.4262.35
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

103.521053.25
76Athens University of Economics and Business (AUEB)

Athens, Greece

103.66893.04
77International Monetary Fund (IMF)

Washington, District of Columbia (USA)

104.334684.36
78Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.16471.63
79Business School, University of Technology Sydney

Sydney, Australia

107.94932.01
80Institute of Labor Economics (IZA)

Bonn, Germany

108.889460.57
81Department of Economics, Korea University

Seoul, South Korea

109.99271.3
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

110.05603.21
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

110.25290.44
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.86441.5
83W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.86531.5
84School of Business and Economics, Maastricht University

Maastricht, Netherlands

113.47985.04
85Bank of England

London, United Kingdom

114.272043.57
86Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

114.51330.58
87Deutsche Bundesbank

Frankfurt, Germany

114.671683.08
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.31231.47
88Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

116.65501.72
89Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.8801.91
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

117260.59
91Department of Economics, University of California-Riverside

Riverside, California (USA)

117.59271.11
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.13390.7
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118.43120.88
94Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

119.79120.4
95Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

120.93581.99
96Sveriges Riksbank

Stockholm, Sweden

122.7392.56
97Joint Research Centre, European Commission

Ispra, Italy

126.01712.28
98Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

126.51410.46
99Economics Department, University of Essex

Colchester, United Kingdom

127.14461.61
100College of Economics, Sogang University

Seoul, South Korea

129.26220.78
101Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

131.75290.5
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.36312.4
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.44200.2
103Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

133.44540.2
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

134.55123.73
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

134.91662.05
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

136.96490.54
106Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

137.91211.8
107Centre for Economic Policy Research (CEPR)

London, United Kingdom

140.823420.31
108Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.29550.62
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

142.4220.62
109Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

143.531561.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

143.53881.69
110École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

143.651112.49
111Toulouse School of Economics (TSE)

Toulouse, France

144.041561.28
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

146.45421.19
112Banca d'Italia

Roma, Italy

146.52683.62
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

147.4371.62
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

147.77652.02
113Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

148.71470.57
114Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

149.63400.7
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

152.28480.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

153.28180.45
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

154.02671.34
117Management School, Lancaster University

Lancaster, United Kingdom

155.14683.57
118Department of Economics, University of Birmingham

Birmingham, United Kingdom

156.18481.63
119Federal Reserve Bank of New York

New York City, New York (USA)

156.4881.73
120School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

157.96530.75
121BI Handelshøyskolen

Oslo, Norway

158.87561.06
122Department of Economics, University of Maryland

College Park, Maryland (USA)

158.93461.62
123Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

159.12692.16
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

159.12532.16
124Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

159.171033.17
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

160.09310.28
125Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

160.42100.9
126Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

160.67300.56
127Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

161.78852.06
128Banco de España

Madrid, Spain

162.131192.86
129Department of Economics, University of Houston

Houston, Texas (USA)

162.6250.84
130Warwick Business School, University of Warwick

Coventry, United Kingdom

171.92281.95
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

172.84101
131Institute for Fiscal Studies (IFS)

London, United Kingdom

173.04700.2
132Graduate School of Business, Columbia University

New York City, New York (USA)

175.42490.16
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

175.58250.68
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

175.66171.76
133Management School, University of Liverpool

Liverpool, United Kingdom

176.14352.17
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

179.42490.28
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.48230.54
135Crawford School of Public Policy, Australian National University

Canberra, Australia

182.931740.68
136Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

183.64380.94
137School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

183.941391.4
138Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

184.34460.92
139Département de Sciences Économiques, Université de Montréal

Montréal, Canada

186.64270.85
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

186.89981.36
140Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.51441.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

189.51381.51
141Bank of Canada

Ottawa, Canada

189.71734.29
142Handelshögskolan, Örebro Universitet

Örebro, Sweden

191.34221.66
143ESSEC Business School

Cergy-Pontoise, France

193.39342.14
144Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

194.37321.84
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

194.51472.75
145Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

194.75141.4
146Faculty of Business and Economics, Macquarie University

Sydney, Australia

195.89421.74
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

198.9261
147Sauder School of Business, University of British Columbia

Vancouver, Canada

198.92241
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

199.72270.12
148Economics Department, Williams College

Williamstown, Massachusetts (USA)

201.51310.3
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

203.67140.28
149Henley Business School, University of Reading

Reading, United Kingdom

203.67320.28
150Faculty of Economics, University of Tokyo

Tokyo, Japan

206.65411.03
151LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

206.77331.01
152School of Economics, University of Manchester

Manchester, United Kingdom

207.09500.83
153Business School, Queensland University of Technology

Brisbane, Australia

207.49351.53

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 823 authors affiliated with 1537 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

1.75
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)

3.17
3Clive W. J. Granger †

4.05
4Pierre Perron

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

4.8
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)

8.78
7Mark W. Watson

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

11.42
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

11.77
9Robert Taylor

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

13.1
10Jushan Bai

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

13.81
11Francis X. Diebold

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

14.73
12Charles R. Nelson

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

17.54
13Timo 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

17.74
14Andrew C. Harvey

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

18.47
15Donald W. K. Andrews

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

19.25
16Serena Ng

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

20.55
17Yongcheol Shin

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

21.18
18Helmut Luetkepohl

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

21.48
19David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

22.39
20Kenneth D. West

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

22.94
21James H. Stock

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

24.25
22Pentti Saikkonen

24.46
23Neil Shephard

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

24.53
24Joon Y. Park

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

24.6
25Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.83
26Stephen Leybourne

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

25.13
27George Tauchen

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

25.33
28James Hamilton

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

26.78
29Lars Peter Hansen

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

27.77
30Torben G. Andersen

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

28.55
31George Kapetanios

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

28.72
32Graham Elliott

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

29.45
33Todd Clark

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

31.08
34Thomas J. Sargent

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

31.67
35Allan Timmermann

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

32.57
36Halbert White †

33.04
37Adrian Rodney Pagan

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

34.5
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

36.89
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.64
40Manuel Arellano

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

42.09
41Peter Reinhard Hansen

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

42.6
42David I. Harvey

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

44.42
43Andrew Patton

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

46.65
44Massimiliano Marcellino

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

47.27
45Michael McAleer †

47.71
46Siem Jan Koopman

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

48.18
47Lutz Kilian

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

49.26
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

49.42
49Chang-Jin Kim

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

50.62
50Michael McCracken

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

52.84
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.97
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

52.99
53Ole E. Barndorff-Nielsen

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

55.34
54Yacine Ait-Sahalia

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

55.87
55Lawrence J. Christiano

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

56.24
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

63.44
57Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

64.55
58Jean-Michel Zakoian

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

64.67
59James MacKinnon

Economics Department, Queen's University, Kingston, Canada

65.21
60Lajos Horvath

65.39
61Asger Lunde

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

66.56
62Cheng Hsiao

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

66.75
63Giuseppe Cavaliere

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

67.23
64Timothy Vogelsang

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

67.7
65Marco Lippi

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

68.19
66Frank Schorfheide

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

68.47
67Joerg Breitung

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

69.88
68Donggyu Sul

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

70.34
69Atsushi Inoue

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

72.2
70Oliver Bruce Linton

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

73.79
71Lucrezia Reichlin

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

75.04
72Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

75.34
73Norman Rasmus Swanson

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

75.53
74Jonathan H. Wright

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

75.85
75Zhijie Xiao

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

77.76
76In Choi

College of Economics, Sogang University, Seoul, South Korea

78.78
77Chihwa Kao

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

79.85
78Yixiao Sun

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

81.13
79Christian Francq

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

82.39
80Sebastian Kripfganz

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

83.83
81Hyungsik Roger Moon

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

84.63
82Christopher F Baum

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

85.69

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