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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of September 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 ("shares") 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 ("shares") 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 8645 institutions with 65316 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 819 authors affiliated with 1562 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.03491.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.24532.27
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.3411811.05
4Department of Economics, Boston University

Boston, Massachusetts (USA)

7.84691.79
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

8.05531.11
6Monash Business School, Monash University

Melbourne, Australia

8.4319011.75
7Singapore Management University

Singapore, Singapore

8.54395.93
8Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.36532.03
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.7470.97
---School of Economics, Singapore Management University

Singapore, Singapore

10.3345.92
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.45671.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.6710.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.46478.88
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.45522.07
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.51471.6
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.653810.86
14Department of Economics, University of Washington

Seattle, Washington (USA)

14.36211.96
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.18784.56
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.21160.48
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.03642.35
18European Central Bank

Frankfurt am Main, Germany

18.792508.34
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.8350.71
20School of Economics, University of Nottingham

Nottingham, United Kingdom

21.481294.53
21Department of Economics, Oxford University

Oxford, United Kingdom

23.041773.31
22Department of Economics and Related Studies, University of York

York, United Kingdom

24.4863.8
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.07581.27
24Economics Division, University of Southampton

Southampton, United Kingdom

29.74322.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.69160.56
25Essex Business School, University of Essex

Colchester, United Kingdom

33.01343.14
26Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.39790.68
27Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.54743.49
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.444580.6
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

36.97962.92
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

39.37200.25
30Business School, University of Auckland

Auckland, New Zealand

39.37240.25
31Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.44250.93
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.02502.42
32Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

41.12114.92
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.121194.92
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.26622.18
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

44.19660.89
36Barcelona School of Economics (BSE)

Barcelona, Spain

44.691662.91
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.96331.02
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

47.88450.43
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.39221.28
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.72581.39
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.98511.37
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.69652.96
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.361333.01
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

57.85301.97
44Department of Economics, Cornell University

Ithaca, New York (USA)

58.8461.11
45Università Commerciale Luigi Bocconi

Milano, Italy

59.141661.85
46Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

59.181122.47
47International Monetary Fund (IMF)

Washington, District of Columbia (USA)

59.644876.37
48Department of Economics, McGill University

Montréal, Canada

60.21331.36
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

61.93130.17
49Brookings Institution

Washington, District of Columbia (USA)

61.93380.17
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62162.66
50Economics Department, Yale University

New Haven, Connecticut (USA)

63.68600.45
51Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.81640.63
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.53630.89
53Business School, University of Exeter

Exeter, United Kingdom

65.75491.15
54Tinbergen Instituut

Amsterdam, Netherlands

66.241243.35
55Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

67.01640.5
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

67.1620.12
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.431012.65
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.04192
57Business School, King's College London

London, United Kingdom

68.54291.83
58School of Economics and Finance, Queen Mary University of London

London, United Kingdom

69.94612.07
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

71.571212.88
60Department of Economics, New York University (NYU)

New York City, New York (USA)

72.76580.89
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.22291.72
62Department of Economics, University College London (UCL)

London, United Kingdom

79670.96
63Department of Economics, University of Warwick

Coventry, United Kingdom

81.34891.64
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

83.3181.66
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

85.04321.26
64Economics Department, Queen's University

Kingston, Canada

85.5501.25
65Department of Economics, University of Toronto

Toronto, Canada

86.23721.23
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

86.39370.78
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

87.35262.18
67Ekonomihögskolan, Lunds Universitet

Lund, Sweden

87.691131.17
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

87.69671.17
68Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

88.02600.7
69Department of Economics, Emory University

Atlanta, Georgia (USA)

91.28311.98
70Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

91.39241.92
---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

91.62521.27
71DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

921441.53
72Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

92.59310.56
73Department of Economics, Ohio State University

Columbus, Ohio (USA)

94.49412
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

94.73961.88
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

100.1960.41
74Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

101.2104.96
75Business School, University of Technology Sydney

Sydney, Australia

106.31912.09
76Athens University of Economics and Business (AUEB)

Athens, Greece

106.55893.02
77Department of Economics, Korea University

Seoul, South Korea

106.91281.33
78Institute of Labor Economics (IZA)

Bonn, Germany

108.419530.58
79Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

109.051073.5
80Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

109.35332.96
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

109.35292.96
81Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.76320.44
82Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

114.87612.34
83Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

116.07491.53
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

117.95491.75
85Bank of England

London, United Kingdom

118.262062.95
86Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.47390.72
87Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

118.82931.85
88Department of Economics, University of California-Riverside

Riverside, California (USA)

119.46271.12
89Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.08330.58
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.23431.5
90W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.23511.5
91Département de Sciences Économiques, Université de Montréal

Montréal, Canada

120.72301.29
92Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

122.32300.61
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

122.93111.01
94Deutsche Bundesbank

Frankfurt, Germany

123.281692.74
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

124.38221.47
95School of Business and Economics, Maastricht University

Maastricht, Netherlands

125.15964.92
96Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

126.58130.4
97Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

128.43270.5
98Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

129.87420.45
99Sveriges Riksbank

Stockholm, Sweden

130.15372.63
100Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

135.14430.96
101Department of Economics, University of Houston

Houston, Texas (USA)

135.72251.24
102Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

136.75212.01
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

137.33401.19
103Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.51470.66
104Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

137.91540.62
105Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

138.07322.4
106Economics Department, University of Essex

Colchester, United Kingdom

138.46451.61
107Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.56712.47
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

139.61180.2
108Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

139.61520.2
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.09190.46
109College of Economics, Sogang University

Seoul, South Korea

140.99230.78
110Banca d'Italia

Roma, Italy

141.092793.7
111Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

141.26500.6
112Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

144.861702.05
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.27532.19
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

145.8471.63
113Centre for Economic Policy Research (CEPR)

London, United Kingdom

146.133580.32
114Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

147.61641.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

147.6911.69
115École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

147.811112.51
116Department of Economics, University of Birmingham

Birmingham, United Kingdom

148.89521.6
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

149.73123.61
117Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

150.11681.14
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

150.15602.76
118Banco de España

Madrid, Spain

150.861183.57
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

151.130.57
119Management School, Lancaster University

Lancaster, United Kingdom

152.52663.6
120Economics Department, Georgetown University

Washington, District of Columbia (USA)

154.41490.58
121Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

155.32852.27
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

155.481013.21
123Toulouse School of Economics (TSE)

Toulouse, France

156.151581.26
124Management School, University of Liverpool

Liverpool, United Kingdom

156.48362.43
125BI Handelshøyskolen

Oslo, Norway

157.64571.06
126Federal Reserve Bank of New York

New York City, New York (USA)

158.21861.79
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

158.4320.28
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

158.96652.01
127Department of Economics, University of Maryland

College Park, Maryland (USA)

163.22451.63
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

164.2191
128School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

168.89560.72
129Warwick Business School, University of Warwick

Coventry, United Kingdom

169.05271.99
130Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

169.59390.9
131Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

171.49330.56
132Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

174.04100.9
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

174.64171.8
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

175.37240.65
133School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

175.731421.48
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

177.29480.3
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

177.88250.54
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

178.341001.44
135Crawford School of Public Policy, Australian National University

Canberra, Australia

181.681760.71
136Institute for Fiscal Studies (IFS)

London, United Kingdom

182.34740.2
137Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.09461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.09391.6
138Bank of Canada

Ottawa, Canada

184.491784.01
139Graduate School of Business, Columbia University

New York City, New York (USA)

186.05510.16
140Faculty of Business and Economics, Macquarie University

Sydney, Australia

188.85431.8
141Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

189.74480.95
142Handelshögskolan, Örebro Universitet

Örebro, Sweden

189.84231.93
---Department of Economics, London Business School (LBS)

London, United Kingdom

193.27150.45
143London Business School (LBS)

London, United Kingdom

193.27330.45
144Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

193.3230.86
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

193.3220.86
145ESSEC Business School

Cergy-Pontoise, France

195.28352.14
146School of Economics, University of Manchester

Manchester, United Kingdom

195.76530.86
147Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

197.1151.4
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

197.18472.76
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

197.4400.49
148Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.37260.51
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

199.1120.28
149Henley Business School, University of Reading

Reading, United Kingdom

199.1300.28
150Business School, Queensland University of Technology

Brisbane, Australia

200.36371.51
151Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

203.56320.35
152London School of Economics (LSE)

London, United Kingdom

204.723260.98
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

207.41760.67
153Division of Economics, Seoul National University

Seoul, South Korea

208.52260.86
154Faculty of Economics, University of Tokyo

Tokyo, Japan

208.93401.03
155School of Economics and Management, Tsinghua University

Beijing, China

210.45231.04
156Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.12343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.12233.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 819 authors affiliated with 1562 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

1.79
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 †

4.03
4Pierre Perron

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

5.15
5Tim Bollerslev

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

6.45
6M Hashem Pesaran

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

9.03
7Mark W. Watson

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

10.34
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.28
9Robert Taylor

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

13.54
10Francis X. Diebold

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

14.33
11Charles R. Nelson

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

15
12Jushan Bai

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

15.39
13Serena Ng

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

17.79
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

18.14
15Donald W. K. Andrews

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

18.71
16Helmut Luetkepohl

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

20.43
17Andrew C. Harvey

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

20.52
18James H. Stock

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

21.35
19Kenneth D. West

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

21.89
20Lars Peter Hansen

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

22.48
21Yongcheol Shin

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

23.09
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.73
23George Kapetanios

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

24.11
24Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.26
25Joon Y. Park

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

24.88
26James Hamilton

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

25.71
27Neil Shephard

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

25.74
28George Tauchen

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

26.26
29Pentti Saikkonen

26.8
30Stephen Leybourne

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

26.86
31Torben G. Andersen

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

31.24
32Todd Clark

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

32.19
33Graham Elliott

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

33.92
34Allan Timmermann

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

33.99
35Thomas J. Sargent

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

33.99
36Adrian Rodney Pagan

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

35.32
37Manuel Arellano

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

37.78
38Halbert White †

38.16
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.79
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.91
41Peter Reinhard Hansen

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

43.07
42David I. Harvey

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

43.54
43Andrew Patton

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

43.93
44Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

46.38
45Siem Jan Koopman

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

46.72
46Massimiliano 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

46.82
47Chang-Jin Kim

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

47.02
48Lutz Kilian

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

48.29
49Sebastian Kripfganz

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

49.86
50Michael McAleer †

50.44
51Lawrence J. Christiano

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

51.38
52Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.38
53Ole E. Barndorff-Nielsen †

52.94
54Luc 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

54.05
55Luis Alberiko Gil-Alana

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

55.58
56Michael McCracken

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

57.2
57Jean-Michel Zakoian

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

58.55
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

59.78
59Frank Schorfheide

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

63.13
60Lajos Horvath

63.45
61Cheng Hsiao

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

65.33
62Yacine Ait-Sahalia

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

66.87
63Asger Lunde

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

67.28
64Timothy Vogelsang

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

68.97
65Oliver Bruce Linton

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

70.93
66Marco Lippi

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

71.33
67Lucrezia Reichlin

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

71.79
68James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.88
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.06
70Jonathan H. Wright

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

73.55
71Atsushi Inoue

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

73.91
72Donggyu Sul

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

74.06
73Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

74.38
74Norman Rasmus Swanson

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

75.35
75Zhijie Xiao

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

75.79
76Joerg Breitung

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

76.1
77Christian Francq

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

76.18
78Domenico Giannone

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

77.89
79Chihwa Kao

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

80.3
80In Choi

College of Economics, Sogang University, Seoul, South Korea

86.41
81Hyungsik Roger Moon

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

87.13

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