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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 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 8574 institutions with 64491 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 807 authors affiliated with 1546 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.4412111.67
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.88501.71
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.86542.23
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.35489.47
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.92681.79
5Singapore Management University

Singapore, Singapore

8.69406.42
6Monash Business School, Monash University

Melbourne, Australia

8.7618411.69
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.42541.05
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.8670.97
---School of Economics, Singapore Management University

Singapore, Singapore

10.25356.42
9Department of Economics, University of Southern California

Los Angeles, California (USA)

10.88651.09
10Stern School of Business, New York University (NYU)

New York City, New York (USA)

11.64522.07
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

11.9531.83
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.633610.84
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.6750.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.86774.55
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.92471.68
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.46221.84
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.94160.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.68632.29
18European Central Bank

Frankfurt am Main, Germany

19.342458.45
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.37390.68
20Department of Economics, Oxford University

Oxford, United Kingdom

21.651803.59
21School of Economics, University of Nottingham

Nottingham, United Kingdom

22.431314.47
22Department of Economics and Related Studies, University of York

York, United Kingdom

22.75893.68
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.73611.27
24Economics Division, University of Southampton

Southampton, United Kingdom

28.09311.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

28.76150.56
25Essex Business School, University of Essex

Colchester, United Kingdom

31.47322.76
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.19723.34
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.684590.59
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.21200.26
28Business School, University of Auckland

Auckland, New Zealand

37.21240.26
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

37.61962.87
30School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.331175.33
31Department of Economics, University of Chicago

Chicago, Illinois (USA)

39.5760.67
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.01502.32
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.292084.59
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.06662.2
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.7310.95
35Barcelona School of Economics (BSE)

Barcelona, Spain

44.141662.93
36Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

44.92250.89
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

46.2221.28
38Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.9620.85
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.86571.35
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.3662.9
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

50.951372.89
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.16501.33
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.97430.41
43International Monetary Fund (IMF)

Washington, District of Columbia (USA)

55.344806.25
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

55.79301.97
45Department of Economics, Cornell University

Ithaca, New York (USA)

57.19461.09
46Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.41092.47
47Università Commerciale Luigi Bocconi

Milano, Italy

58.21651.82
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

59.47173.1
48Department of Economics, McGill University

Montréal, Canada

62.25331.33
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.46620.64
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

65.8420.12
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.9182
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.81600.88
51Tinbergen Instituut

Amsterdam, Netherlands

67.241233.17
52Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.27972.67
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.27612.05
54Economics Department, Yale University

New Haven, Connecticut (USA)

67.52580.45
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

68.96130.16
55Brookings Institution

Washington, District of Columbia (USA)

68.96390.16
56Business School, King's College London

London, United Kingdom

72.01281.38
57Department of Economics, New York University (NYU)

New York City, New York (USA)

74.12590.88
58Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

75.56630.16
59Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

78.61291.67
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

79.381.66
60Economics Department, Queen's University

Kingston, Canada

79.8491.26
61Department of Economics, University College London (UCL)

London, United Kingdom

81.28650.92
62Business School, University of Exeter

Exeter, United Kingdom

81.53491.06
63Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

81.651232.51
64Department of Economics, University of Toronto

Toronto, Canada

85.72691.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.31291.25
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.41600.69
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.551141.14
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.55671.14
67Department of Economics, Ohio State University

Columbus, Ohio (USA)

89.98402
68Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

90.27251.92
---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

90.37531.25
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

91.62971.92
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

93.9360.42
69Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

94.54323.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

94.54283.36
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

95.69300.55
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.48104.94
72Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

97.88262.02
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.811471.24
74Department of Economics, University of Warwick

Coventry, United Kingdom

103.9891.6
75Athens University of Economics and Business (AUEB)

Athens, Greece

104.08903.03
76Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

105.011073.51
77Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.54481.63
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

107.7613.51
78Institute of Labor Economics (IZA)

Bonn, Germany

108.619510.57
79Department of Economics, Korea University

Seoul, South Korea

108.86281.27
80Business School, University of Technology Sydney

Sydney, Australia

109.26882.09
81Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

110320.44
82Bank of England

London, United Kingdom

110.22033.34
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.16932.13
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.36451.5
84W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

112.36541.5
85Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

113.5350.58
86School of Business and Economics, Maastricht University

Maastricht, Netherlands

114.29975.05
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

114.84370.68
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

116.83231.47
87Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

117.52491.72
88Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

118.43280.59
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118.73110.88
90Department of Economics, University of California-Riverside

Riverside, California (USA)

118.99271.09
91Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

119.34390.7
92Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

121.12591.99
93Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

122.65130.4
94Deutsche Bundesbank

Frankfurt, Germany

125.031692.69
95Sveriges Riksbank

Stockholm, Sweden

126.87382.54
96Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

127.77400.45
97Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

129.8270.5
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.53190.2
98Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.53530.2
99Economics Department, University of Essex

Colchester, United Kingdom

131.26471.61
100Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

132.271702.05
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.2322.4
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

134.5470.64
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

134.65123.74
103College of Economics, Sogang University

Seoul, South Korea

136.72230.78
104Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

140.53540.62
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

141.2130.62
105Department of Economics, University of Birmingham

Birmingham, United Kingdom

141.35501.64
106Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

141.69201.79
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.08520.59
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

143.1391.18
108École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

143.551102.48
109Department of Economics, University of Houston

Houston, Texas (USA)

144.46250.89
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.43642.02
110Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.541581.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

145.54901.69
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.5571.61
111Banca d'Italia

Roma, Italy

147.422723.56
112Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

148.34410.7
113Toulouse School of Economics (TSE)

Toulouse, France

148.881551.25
114Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.47722.44
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

152.35180.45
115Management School, Lancaster University

Lancaster, United Kingdom

152.56663.56
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

152.69681.14
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.35310.29
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

153.68532.15
117Federal Reserve Bank of New York

New York City, New York (USA)

153.92891.7
118BI Handelshøyskolen

Oslo, Norway

156.36551.05
119Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

157.52862.17
120Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

157.61023.18
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

157.863520.29
122Department of Economics, University of Maryland

College Park, Maryland (USA)

160.14451.62
123Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

160.49320.56
124Banco de España

Madrid, Spain

160.871193.32
125School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

162.42560.72
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

162.65100.9
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.0391
127Warwick Business School, University of Warwick

Coventry, United Kingdom

171.86291.94
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

172.77490.29
128Institute for Fiscal Studies (IFS)

London, United Kingdom

173.05730.2
129Management School, University of Liverpool

Liverpool, United Kingdom

173.27342.17
130Department of Economics, Emory University

Atlanta, Georgia (USA)

173.36311.73
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

174.47240.64
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

175.04171.76
131Handelshögskolan, Örebro Universitet

Örebro, Sweden

176.78231.97
132Graduate School of Business, Columbia University

New York City, New York (USA)

177.12510.16
133Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

179.96480.95
134Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

182.04390.94
135Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

182.3230.85
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

182.3220.85
136Crawford School of Public Policy, Australian National University

Canberra, Australia

183.21750.67
137Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

183.44451.51
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

183.44381.51
138Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

184.06250.53
139Département de Sciences Économiques, Université de Montréal

Montréal, Canada

186.42270.83
140School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

187.071401.39
141ESSEC Business School

Cergy-Pontoise, France

188.3352.14
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

189.65991.36
142Faculty of Business and Economics, Macquarie University

Sydney, Australia

191.71431.72
143Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

194.51331.86
144Bank of Canada

Ottawa, Canada

195.061754.19
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

195.89482.75
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

196.4461
145Sauder School of Business, University of British Columbia

Vancouver, Canada

196.44251
146Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

197.94141.4
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

200.02280.12
147Business School, Queensland University of Technology

Brisbane, Australia

201.27351.5
148Department of Economics, University of Oregon

Eugene, Oregon (USA)

203.39260.49
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.12250.27
149Economics Department, Williams College

Williamstown, Massachusetts (USA)

205.74310.29
150Faculty of Economics, University of Tokyo

Tokyo, Japan

205.77401.03
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

205.95120.27
151Henley Business School, University of Reading

Reading, United Kingdom

205.95300.27
152School of Economics, University of Manchester

Manchester, United Kingdom

206.68510.78
153London School of Economics (LSE)

London, United Kingdom

210.553220.96
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

211.16750.64
154LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

212.1331.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 807 authors affiliated with 1546 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)

3.01
3Clive W. J. Granger †

4.39
4Pierre Perron

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

5.09
5Tim Bollerslev

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

5.64
6M Hashem Pesaran

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

8.97
7Mark W. Watson

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

11.46
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.14
9Robert Taylor

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

12.24
10Jushan Bai

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

14.53
11Francis X. Diebold

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

14.55
12Charles R. Nelson

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

17.3
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

17.84
14Donald W. K. Andrews

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

18.86
15Serena Ng

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

19.25
16Andrew C. Harvey

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

19.56
17Yongcheol Shin

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

20.96
18Helmut Luetkepohl

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

21.7
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.52
20Kenneth D. West

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

22.93
21David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.02
22George Kapetanios

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

23.91
23Joon Y. Park

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

24.26
24Neil Shephard

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

24.8
25James H. Stock

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

24.83
26George Tauchen

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

24.87
27Stephen Leybourne

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

25.88
28James Hamilton

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

26.37
29Pentti Saikkonen

27.35
30Lars Peter Hansen

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

28.12
31Torben G. Andersen

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

28.23
32Graham Elliott

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

29.01
33Todd Clark

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

30.04
34Thomas J. Sargent

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

30.34
35Adrian Rodney Pagan

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

33.43
36Allan Timmermann

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

33.44
37Halbert White †

34.67
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.18
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.89
40Peter Reinhard Hansen

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

40.97
41David I. Harvey

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

42.33
42Andrew Patton

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

42.42
43Manuel Arellano

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

44.89
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

44.93
45Siem Jan Koopman

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

45.97
46Michael McAleer †

46.85
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

47.69
48Chang-Jin Kim

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

49.85
49Lutz Kilian

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

50.23
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.57
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

53.82
52Ole E. Barndorff-Nielsen

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

54.04
53Michael McCracken

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

55.98
54Lawrence J. Christiano

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

56.3
55Giuseppe Cavaliere

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

60.86
56Jean-Michel Zakoian

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

60.89
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

61.6
58Lajos Horvath

63.48
59Asger Lunde

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

65.32
60Yacine Ait-Sahalia

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

65.71
61Cheng Hsiao

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

66.06
62James MacKinnon

Economics Department, Queen's University, Kingston, Canada

67.38
63Frank Schorfheide

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

67.56
64Marco Lippi

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

68.71
65Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

69.23
66Timothy Vogelsang

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

69.83
67Donggyu Sul

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

70.28
68Joerg Breitung

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

70.67
69Christian Francq

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

73.39
70Atsushi Inoue

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

73.58
71Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

74.83
72Norman Rasmus Swanson

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

75.81
73Zhijie Xiao

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

75.86
74Jonathan H. Wright

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

76.35
75Oliver Bruce Linton

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

76.74
76Christopher F Baum

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

80.88
77Lucrezia Reichlin

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

81.08
78Chihwa Kao

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

81.37
79In Choi

College of Economics, Sogang University, Seoul, South Korea

82.78
80Yixiao Sun

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

83.95

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