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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of May 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 8581 institutions with 64618 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 808 authors affiliated with 1552 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.3712111.66
2Department of Economics, Duke University

Durham, North Carolina (USA)

2.96501.71
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

5.69532.22
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

6.45489.47
4Department of Economics, Boston University

Boston, Massachusetts (USA)

8.3671.79
5Singapore Management University

Singapore, Singapore

8.34395.92
6Monash Business School, Monash University

Melbourne, Australia

8.818611.68
7Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

9.29541.05
8African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.7770.97
---School of Economics, Singapore Management University

Singapore, Singapore

9.97345.92
9Department of Economics, University of Southern California

Los Angeles, California (USA)

10.72651.09
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.88531.83
11Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.61522.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.113610.84
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

13.99740.86
13Økonomisk Institut, Københavns Universitet

København, Denmark

14.62784.55
14Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

14.77471.55
15Department of Economics, University of Washington

Seattle, Washington (USA)

16.33221.84
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.88160.47
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.1642.3
18European Central Bank

Frankfurt am Main, Germany

18.922458.45
19School of Economics, University of Nottingham

Nottingham, United Kingdom

21.141314.47
20Department of Economics, Oxford University

Oxford, United Kingdom

21.841813.32
21Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.06390.68
22Department of Economics and Related Studies, University of York

York, United Kingdom

23.08893.68
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.55611.27
24Economics Division, University of Southampton

Southampton, United Kingdom

28.61311.72
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

29.49150.56
25Essex Business School, University of Essex

Colchester, United Kingdom

33.79332.59
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.19733.34
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.384590.59
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

37.12760.67
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

37.25962.88
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.71200.26
30Business School, University of Auckland

Auckland, New Zealand

37.71240.26
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

39.231185.33
32Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

40.52652.2
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.85502.31
33Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.942094.59
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.64320.95
35Barcelona School of Economics (BSE)

Barcelona, Spain

45.551652.83
36Federal Reserve Bank of Dallas

Dallas, Texas (USA)

46.24620.85
37Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

47.16250.88
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

47.73221.28
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.49581.35
40Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

50.821362.88
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.92511.33
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.43652.9
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.68430.41
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

55.3301.97
44International Monetary Fund (IMF)

Washington, District of Columbia (USA)

57.124816.19
45Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

57.241092.47
46Department of Economics, Cornell University

Ithaca, New York (USA)

57.43461.09
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

58.97173.1
47Università Commerciale Luigi Bocconi

Milano, Italy

59.621661.81
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.67640.64
49Department of Economics, McGill University

Montréal, Canada

60.38331.34
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

60.62130.16
50Brookings Institution

Washington, District of Columbia (USA)

60.62380.16
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.68620.88
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

66.05192
52Economics Department, Yale University

New Haven, Connecticut (USA)

67.16580.45
53School of Economics and Finance, Queen Mary University of London

London, United Kingdom

67.36612.05
54Tinbergen Instituut

Amsterdam, Netherlands

67.711243.17
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.86972.67
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

68.1520.12
56Business School, King's College London

London, United Kingdom

71.35281.38
57Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

72.15640.41
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

72.56271.72
59Department of Economics, New York University (NYU)

New York City, New York (USA)

74.67590.88
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

77.281.66
60Business School, University of Exeter

Exeter, United Kingdom

80.02491.06
61Economics Department, Queen's University

Kingston, Canada

80.14491.26
62Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

81.591212.51
63Department of Economics, University College London (UCL)

London, United Kingdom

81.81660.92
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.62291.25
64Department of Economics, University of Toronto

Toronto, Canada

87.72711.22
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

89.27610.69
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.581141.12
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

89.58671.12
67Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

91.05251.92
---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

91.13531.25
68Department of Economics, Ohio State University

Columbus, Ohio (USA)

91.65402
69Department of Economics, Emory University

Atlanta, Georgia (USA)

93.55311.93
70Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

94.58262.11
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

96.2660.41
71Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

96.38333.36
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

96.38293.36
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

97.47951.82
72Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

98.04300.55
73Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.33104.94
74Department of Economics, University of Warwick

Coventry, United Kingdom

101.14881.6
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

102.141451.24
76Athens University of Economics and Business (AUEB)

Athens, Greece

104.69903.03
77Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

106.68491.63
78Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

107.021073.52
79Business School, University of Technology Sydney

Sydney, Australia

109.75892.09
80Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

110.43330.44
81Institute of Labor Economics (IZA)

Bonn, Germany

110.569520.57
82Bank of England

London, United Kingdom

111.072043.33
83Department of Economics, Korea University

Seoul, South Korea

112.59281.27
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

113.33370.68
84School of Business and Economics, Maastricht University

Maastricht, Netherlands

114.44975.02
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

114.79491.72
86Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

115.03350.58
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

115.94441.5
87W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

115.94531.5
88Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

117.74921.88
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.83211.47
89Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

119.83280.59
90Department of Economics, University of California-Riverside

Riverside, California (USA)

120.18271.09
91Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

120.39592.01
92Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.1390.7
93Département de Sciences Économiques, Université de Montréal

Montréal, Canada

122.57301.26
94Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

123.73130.4
95Deutsche Bundesbank

Frankfurt, Germany

124.11692.68
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

124.22110.88
97Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

128.31270.5
98Sveriges Riksbank

Stockholm, Sweden

129.93382.54
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

130.54400.45
100Economics Department, University of Essex

Colchester, United Kingdom

130.67471.61
101Department of Economics, University of Houston

Houston, Texas (USA)

133.16251.21
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.85322.4
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.53190.2
103Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.53530.2
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

136.29123.71
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

136.521682.05
105College of Economics, Sogang University

Seoul, South Korea

137.4230.78
106Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.5470.64
107École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

141.71102.48
108Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.94540.62
109Department of Economics, University of Birmingham

Birmingham, United Kingdom

142.44511.64
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

142.4530.62
110Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.9520.59
111Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

143.07201.79
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

144.471.63
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

145.08391.18
112Banca d'Italia

Roma, Italy

146.042743.52
113Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.181601.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.18901.69
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

146.21602.79
114Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

148.19410.7
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

148.68642.02
115Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

148.82732.44
116Toulouse School of Economics (TSE)

Toulouse, France

151.021551.25
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.21681.14
118Management School, Lancaster University

Lancaster, United Kingdom

151.43663.56
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

152.1180.45
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

152.12542.15
119Economics Department, Georgetown University

Washington, District of Columbia (USA)

154.19470.58
120Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.831013.18
121Federal Reserve Bank of New York

New York City, New York (USA)

156.25881.63
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

157.45310.28
122BI Handelshøyskolen

Oslo, Norway

157.96551.05
123Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

159.03852.16
124Centre for Economic Policy Research (CEPR)

London, United Kingdom

159.133530.29
125Banco de España

Madrid, Spain

160.311183.32
126Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

160.9320.56
127Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

161.16100.9
128Department of Economics, University of Maryland

College Park, Maryland (USA)

162.57451.62
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

165.1191
129School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

166.68570.72
130Warwick Business School, University of Warwick

Coventry, United Kingdom

172.4281.94
131Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

174.68390.94
132Management School, University of Liverpool

Liverpool, United Kingdom

175.49342.17
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

175.9490.28
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

176.58171.75
---Institutt for samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

177.06240.64
133Institute for Fiscal Studies (IFS)

London, United Kingdom

177.35740.2
134Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

177.83461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

177.83391.6
135Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

178.36250.54
136Handelshögskolan, Örebro Universitet

Örebro, Sweden

180.05231.97
137Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

180.54480.95
138Graduate School of Business, Columbia University

New York City, New York (USA)

181.07520.16
139Crawford School of Public Policy, Australian National University

Canberra, Australia

183.651770.67
140Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

186.72230.85
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

186.72220.85
141School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

187.541391.39
142ESSEC Business School

Cergy-Pontoise, France

190.22352.14
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

190.74981.36
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

194.32472.75
143Faculty of Business and Economics, Macquarie University

Sydney, Australia

194.63431.72
144Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

197.12131.4
145Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

199.04331.86
146Bank of Canada

Ottawa, Canada

200.411764
147Business School, Queensland University of Technology

Brisbane, Australia

201.34361.5
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

201.8661
148Sauder School of Business, University of British Columbia

Vancouver, Canada

201.86251
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

203.11120.27
149Henley Business School, University of Reading

Reading, United Kingdom

203.11300.27
150Faculty of Economics, University of Tokyo

Tokyo, Japan

203.43401.03
151Department of Economics, University of Oregon

Eugene, Oregon (USA)

203.72260.49
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

203.82250.27
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

206.4280.12
152School of Economics, University of Manchester

Manchester, United Kingdom

206.65510.78
153Economics Department, Williams College

Williamstown, Massachusetts (USA)

210.04310.29
154London School of Economics (LSE)

London, United Kingdom

210.143250.96
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

210.62760.64
---Department of Economics, London Business School (LBS)

London, United Kingdom

211.85160.4
155London Business School (LBS)

London, United Kingdom

211.85340.4

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 808 authors affiliated with 1552 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

1.69
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
3Clive W. J. Granger †

4.12
4Pierre Perron

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

5.12
5Tim Bollerslev

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

5.94
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)

11.51
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

12.43
9Robert Taylor

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

13.34
10Francis X. Diebold

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

13.99
11Jushan Bai

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

14.02
12Donald W. K. Andrews

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

15.95
13Charles R. Nelson

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

17.45
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

17.75
15Serena Ng

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

20.13
16Andrew C. Harvey

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

20.23
17Yongcheol Shin

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

20.99
18Helmut Luetkepohl

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

21.66
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.77
20David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.11
21Joon Y. Park

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

23.26
22George Kapetanios

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

23.34
23Kenneth D. West

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

23.95
24James H. Stock

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

24.93
25Pentti Saikkonen

25.03
26Lars Peter Hansen

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

25.06
27Neil Shephard

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

25.34
28Stephen Leybourne

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

25.55
29George Tauchen

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

25.59
30James Hamilton

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

26.16
31Graham Elliott

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

27.78
32Torben G. Andersen

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

29.19
33Todd Clark

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

31.32
34Allan Timmermann

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

33.32
35Thomas J. Sargent

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

33.52
36Adrian Rodney Pagan

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

34.2
37Halbert White †

34.3
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.3
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.37
40David I. Harvey

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

41.26
41Peter Reinhard Hansen

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

42.06
42Andrew Patton

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

42.58
43Massimiliano 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

45.39
44Manuel Arellano

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

45.42
45Siem Jan Koopman

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

45.83
46Michael McAleer †

47.71
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.63
48Lutz Kilian

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

49.39
49Chang-Jin Kim

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

50.57
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.34
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

53.51
52Ole E. Barndorff-Nielsen

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

55.61
53Michael McCracken

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

56.2
54Lawrence J. Christiano

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

57.71
55Jean-Michel Zakoian

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

59.05
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

61.92
57Giuseppe Cavaliere

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

63.55
58Lajos Horvath

64.76
59Asger Lunde

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

65.05
60Yacine Ait-Sahalia

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

66.53
61Cheng Hsiao

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

66.91
62James MacKinnon

Economics Department, Queen's University, Kingston, Canada

66.99
63Timothy Vogelsang

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

68.16
64Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

68.34
65Oliver Bruce Linton

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

68.65
66Frank Schorfheide

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

69.04
67Marco Lippi

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

69.57
68Joerg Breitung

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

70.31
69Christian Francq

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

72.8
70Donggyu Sul

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

72.91
71Atsushi Inoue

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

74.54
72Norman Rasmus Swanson

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

76.35
73Zhijie Xiao

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

76.62
74Jonathan H. Wright

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

77.01
75Chihwa Kao

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

78.38
76Yixiao Sun

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

78.41
77Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.75
78Christopher F Baum

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

79.64
79Lucrezia Reichlin

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

81.08
80Domenico Giannone

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

82.83

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