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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of March 2022

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Only institutions listed in EDIRC are counted.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
  • There are no such restrictions for institutions, it is thus possible that more institutions than authors are classified.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 8561 institutions with 64332 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 800 authors affiliated with 1540 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.412011.6
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.79501.71
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.54542.25
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.69489.47
4Department of Economics, Boston University

Boston, Massachusetts (USA)

8.12681.79
5Singapore Management University

Singapore, Singapore

8.36406.43
6Monash Business School, Monash University

Melbourne, Australia

8.718311.77
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.44531.05
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.5570.97
---School of Economics, Singapore Management University

Singapore, Singapore

10356.42
9Department of Economics, University of Southern California

Los Angeles, California (USA)

10.8631.09
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.78532.07
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.87521.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.753610.93
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.97740.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.05774.62
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

15.23481.68
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.46221.84
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.8170.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.82642.79
18European Central Bank

Frankfurt am Main, Germany

19.522468.45
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.641324.47
20Department of Economics, Oxford University

Oxford, United Kingdom

21.711793.59
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.79380.68
22Department of Economics and Related Studies, University of York

York, United Kingdom

23.05903.68
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.33621.27
24Economics Division, University of Southampton

Southampton, United Kingdom

28301.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.85160.56
25Essex Business School, University of Essex

Colchester, United Kingdom

32.51322.79
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.18713.33
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.424590.61
28Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

37.01962.88
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.15200.26
29Business School, University of Auckland

Auckland, New Zealand

37.15240.26
30School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.411195.33
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

39.54760.67
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.382084.6
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.71662.2
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.72492.3
34Barcelona School of Economics (BSE)

Barcelona, Spain

43.651652.93
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.36310.91
36Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

45.64240.89
37Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.39620.85
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.11221.28
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.09571.35
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

49.69672.96
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.55501.33
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

51.271382.89
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.15420.41
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

54.01301.97
44International Monetary Fund (IMF)

Washington, District of Columbia (USA)

56.14806.23
45Department of Economics, Cornell University

Ithaca, New York (USA)

56.92461.09
46Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.621112.47
47Università Commerciale Luigi Bocconi

Milano, Italy

59.081651.81
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.01173.1
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.84610.64
49Department of Economics, McGill University

Montréal, Canada

63.98331.33
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.56600.88
51Economics Department, Yale University

New Haven, Connecticut (USA)

65.69590.45
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.76192
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

66.55612.06
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

66.6520.12
53Tinbergen Instituut

Amsterdam, Netherlands

66.761253.17
54Business School, King's College London

London, United Kingdom

67.9271.4
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

68.12972.67
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

68.36140.16
56Brookings Institution

Washington, District of Columbia (USA)

68.36410.16
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.36281.72
58Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

73.92620.17
59Department of Economics, New York University (NYU)

New York City, New York (USA)

74.97580.88
60Economics Department, Queen's University

Kingston, Canada

76.84491.27
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

78.2181.66
61Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

81.651222.52
62Department of Economics, University College London (UCL)

London, United Kingdom

82.14650.92
63Business School, University of Exeter

Exeter, United Kingdom

85.27491.06
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.56291.25
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

86.8760.44
64Department of Economics, University of Toronto

Toronto, Canada

88.59691.22
65Department of Economics, Ohio State University

Columbus, Ohio (USA)

88.63412
66Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

89.23590.69
67Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.641141.31
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.64671.31
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

90.55531.25
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

91.03961.92
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

91.28251.92
69Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

94.67300.55
70Department of Economics, Emory University

Atlanta, Georgia (USA)

94.92311.93
71Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

97.24262.27
72Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.95104.94
73Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

98.34323.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

98.34283.36
74Department of Economics, University of Warwick

Coventry, United Kingdom

101.87891.6
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.911461.25
76Athens University of Economics and Business (AUEB)

Athens, Greece

104.93913.03
77Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

106.131133.51
78Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

107.18491.63
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

108.37673.51
79Bank of England

London, United Kingdom

108.572033.4
80Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.51310.44
81Business School, University of Technology Sydney

Sydney, Australia

109.56892.09
82Department of Economics, Korea University

Seoul, South Korea

110.8281.29
83Institute of Labor Economics (IZA)

Bonn, Germany

111.059490.57
84School of Business and Economics, Maastricht University

Maastricht, Netherlands

113.87975.05
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

114.53350.58
86Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

115.22390.7
87Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

116.42280.59
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.73221.47
88Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.88931.88
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

117.45370.68
89Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

119.15491.71
90Department of Economics, University of California-Riverside

Riverside, California (USA)

120.54271.09
91Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

120.88591.99
92Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

121.03110.88
93Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

121.18130.4
94Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.03400.45
95Sveriges Riksbank

Stockholm, Sweden

126.81392.55
96Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

132.281692.05
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.78190.2
97Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

132.78530.2
98Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

133.3270.5
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

133.64451.45
99W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

133.64541.45
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

133.99123.74
100Economics Department, University of Essex

Colchester, United Kingdom

135.06461.61
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

135.23322.4
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

135.51460.64
103College of Economics, Sogang University

Seoul, South Korea

137.34220.78
104Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

139.57201.79
105Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

142.26560.62
106Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

142.561581.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

142.56901.69
107Department of Economics, University of Birmingham

Birmingham, United Kingdom

143.09501.64
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

143.330.62
108Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

144.34520.59
109École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

144.571092.48
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

145.49401.19
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.76632.02
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

146.7271.61
110Banca d'Italia

Roma, Italy

147.592723.56
111Toulouse School of Economics (TSE)

Toulouse, France

148.451541.25
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.46722.55
113Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

150.67400.7
114Management School, Lancaster University

Lancaster, United Kingdom

153.2663.56
115Economics Department, Georgetown University

Washington, District of Columbia (USA)

153.21470.58
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

154.22532.15
116Deutsche Bundesbank

Frankfurt, Germany

154.611692.53
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

155.02170.45
117Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

155.38320.56
118Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

155.45862.17
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

156.29310.28
119Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

156.38691.29
120BI Handelshøyskolen

Oslo, Norway

157551.05
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

157.213500.29
122Federal Reserve Bank of New York

New York City, New York (USA)

157.6891.7
123Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

158.781023.2
124School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

160.77560.73
125Handelshögskolan, Örebro Universitet

Örebro, Sweden

160.8232.03
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

160.86100.9
127Department of Economics, University of Maryland

College Park, Maryland (USA)

161.63451.62
128Department of Economics, University of Houston

Houston, Texas (USA)

166.82250.84
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

169.2491
129Banco de España

Madrid, Spain

171.261183.19
130Institute for Fiscal Studies (IFS)

London, United Kingdom

171.84730.2
131Warwick Business School, University of Warwick

Coventry, United Kingdom

172.03281.94
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

172.4171.76
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

174.15240.64
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

174.87490.28
132Graduate School of Business, Columbia University

New York City, New York (USA)

175.73500.16
133Management School, University of Liverpool

Liverpool, United Kingdom

176.29342.17
134Crawford School of Public Policy, Australian National University

Canberra, Australia

181.831750.67
135School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

182.791401.4
136Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

182.94480.95
137Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

183.33390.94
138Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

184.38240.53
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

186.09991.36
139Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

187.76230.85
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

187.76220.85
140Département de Sciences Économiques, Université de Montréal

Montréal, Canada

188.54270.83
141Poly Center for Risk Engineering, New York University (NYU)

New York City, New York (USA)

188.7430.34
142Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

191.15451.5
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

191.15381.5
143ESSEC Business School

Cergy-Pontoise, France

191.35342.14
144Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

191.86151.4
145EPGE Escola Brasileira de Economia e Finanças, Fundação Getúlio Vargas (FGV)

Rio de Janeiro, Brazil

193.34500.88
146Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

195.13321.86
147Faculty of Business and Economics, Macquarie University

Sydney, Australia

196.52431.72
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

196.7361
148Sauder School of Business, University of British Columbia

Vancouver, Canada

196.73251
149Bank of Canada

Ottawa, Canada

196.741744.2
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

198.24482.75
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

198.83270.12
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

203.1250.27
150Business School, Queensland University of Technology

Brisbane, Australia

204.22351.5
151Faculty of Economics, University of Tokyo

Tokyo, Japan

204.37411.03
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

205.31120.28
152Henley Business School, University of Reading

Reading, United Kingdom

205.31300.28
153Department of Economics, University of Oregon

Eugene, Oregon (USA)

205.87260.49
154Economics Department, Williams College

Williamstown, Massachusetts (USA)

206.57310.29

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 800 authors affiliated with 1540 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

1.68
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)

3.02
3Clive W. J. Granger †

4.15
4Pierre Perron

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

5.05
5Tim Bollerslev

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

5.77
6M Hashem Pesaran

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

8.92
7Mark W. Watson

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

12.06
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.64
9Robert Taylor

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

13.35
10Jushan Bai

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

13.82
11Francis X. Diebold

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

15.02
12Donald W. K. Andrews

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

16.04
13Charles R. Nelson

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

17.58
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

18.12
15Andrew C. Harvey

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

19.65
16Serena Ng

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

19.7
17Yongcheol Shin

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

21.36
18Kenneth D. West

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

22.12
19Helmut Luetkepohl

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

22.32
20Joon Y. Park

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

22.39
21George Kapetanios

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

22.48
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.15
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.52
24George Tauchen

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

24.18
25Neil Shephard

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

24.37
26James H. Stock

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

24.9
27Stephen Leybourne

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

25.6
28Pentti Saikkonen

26.28
29James Hamilton

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

26.74
30Lars Peter Hansen

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

28.18
31Torben G. Andersen

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

28.48
32Todd Clark

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

30.93
33Graham Elliott

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

31.1
34Thomas J. Sargent

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

32.1
35Adrian Rodney Pagan

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

32.87
36Allan Timmermann

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

32.91
37Halbert White †

33.02
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

35.89
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.55
40David I. Harvey

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

42.03
41Andrew Patton

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

42.96
42Peter Reinhard Hansen

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

43.08
43Manuel Arellano

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

44.33
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

45.79
45Siem Jan Koopman

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

46.69
46Michael McAleer †

47.43
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.63
48Chang-Jin Kim

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

51.05
49Lutz Kilian

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

51.15
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.03
51Luc 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

53.44
52Michael McCracken

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

55.16
53Ole E. Barndorff-Nielsen

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

55.64
54Lawrence J. Christiano

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

57.76
55Jean-Michel Zakoian

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

60.68
56Yacine Ait-Sahalia

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

60.69
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

61.99
58Giuseppe Cavaliere

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

62.3
59James MacKinnon

Economics Department, Queen's University, Kingston, Canada

64.77
60Lajos Horvath

65.57
61Asger Lunde

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

66.77
62Cheng Hsiao

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

67.77
63Timothy Vogelsang

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

68.2
64Marco Lippi

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

68.37
65Frank Schorfheide

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

70.93
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.08
67Joerg Breitung

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

71.66
68Donggyu Sul

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

71.66
69Atsushi Inoue

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

72.78
70Zhijie Xiao

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

74.06
71Oliver Bruce Linton

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

74.37
72Norman Rasmus Swanson

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

74.69
73Jonathan H. Wright

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

76.3
74Christian Francq

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

77.23
75Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

77.41
76Lucrezia Reichlin

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

80.07
77Yixiao Sun

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

80.09
78Christopher F Baum

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

81.4
79Chihwa Kao

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

81.78
80In Choi

College of Economics, Sogang University, Seoul, South Korea

83.21

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