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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 8653 institutions with 65462 registered authors evaluated for all the rankings.

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The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 823 authors affiliated with 1560 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.4481.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.61522.24
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.7211711.06
4Singapore Management University

Singapore, Singapore

7.95395.93
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.96541.11
6Monash Business School, Monash University

Melbourne, Australia

8.4819011.95
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.51701.79
8Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.41522.03
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.7170.97
---School of Economics, Singapore Management University

Singapore, Singapore

9.74345.92
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.47681.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.22730.89
12Økonomisk Institut, Københavns Universitet

København, Denmark

11.44784.66
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.58478.89
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.67471.6
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.73811.06
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.8522.07
15Department of Economics, University of Washington

Seattle, Washington (USA)

14.46211.96
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

15.92160.48
17European Central Bank

Frankfurt am Main, Germany

17.442518.82
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.99652.35
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.09350.71
20School of Economics, University of Nottingham

Nottingham, United Kingdom

22.861214.53
21Department of Economics, Oxford University

Oxford, United Kingdom

23.711793.29
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.11581.27
23Department of Economics and Related Studies, University of York

York, United Kingdom

25.34863.8
24Economics Division, University of Southampton

Southampton, United Kingdom

28.02322.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.97160.56
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.34790.68
26Essex Business School, University of Essex

Colchester, United Kingdom

34.13344.14
27Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

35.04743.49
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.154600.6
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

36.76962.92
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

37.91200.25
30Business School, University of Auckland

Auckland, New Zealand

37.91240.25
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.622124.9
32Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.68250.93
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.75502.42
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.611194.92
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.22622.19
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

43.44660.89
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.84331.02
37Barcelona School of Economics (BSE)

Barcelona, Spain

44.871652.89
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.1440.43
39Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.57581.36
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.99221.28
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.94511.35
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.52652.94
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.661323.01
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

55.77301.97
44Department of Economics, Cornell University

Ithaca, New York (USA)

58.88451.11
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

59.924886.36
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

60.59130.17
46Brookings Institution

Washington, District of Columbia (USA)

60.59380.17
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.12630.63
48Economics Department, Yale University

New Haven, Connecticut (USA)

61.27600.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.34162.66
49Department of Economics, McGill University

Montréal, Canada

61.49331.37
50Università Commerciale Luigi Bocconi

Milano, Italy

63.361652.81
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.43640.89
52Business School, University of Exeter

Exeter, United Kingdom

66.89491.14
53Tinbergen Instituut

Amsterdam, Netherlands

66.921233.35
54Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.081111.97
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.1202
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

68.2820.12
55Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

68.36640.49
56Business School, King's College London

London, United Kingdom

68.8291.83
57School of Economics and Finance, Queen Mary University of London

London, United Kingdom

68.96692.08
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.491012.46
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

70.731222.87
60Department of Economics, New York University (NYU)

New York City, New York (USA)

72.35590.89
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.12291.72
62Department of Economics, University College London (UCL)

London, United Kingdom

78.35670.96
63Department of Economics, University of Warwick

Coventry, United Kingdom

78.91881.64
64Economics Department, Queen's University

Kingston, Canada

83.42501.25
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.8781.66
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.15600.7
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.95321.26
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

87.15370.77
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

87.37273.18
67Department of Economics, University of Toronto

Toronto, Canada

88.34741.23
68Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.411171.17
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

88.41711.17
69Department of Economics, Emory University

Atlanta, Georgia (USA)

91.09311.98
70Department of Economics, Ohio State University

Columbus, Ohio (USA)

91.35412
---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

93.36511.27
71Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

93.46310.56
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

93.79951.86
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.24231.92
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

95.921441.51
74Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

100.06104.96
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

104.9360.4
75Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.82332.96
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

106.82292.96
76Athens University of Economics and Business (AUEB)

Athens, Greece

107.12893.02
77Department of Economics, Korea University

Seoul, South Korea

107.61281.33
78Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

109.25320.44
79Business School, University of Technology Sydney

Sydney, Australia

109.47912.09
80Institute of Labor Economics (IZA)

Bonn, Germany

109.919530.57
81Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

110.361083.49
82Department of Economics, University of California-Riverside

Riverside, California (USA)

110.38271.14
83Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

112.98602.34
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

114.88491.75
85Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

115.95491.53
86Bank of England

London, United Kingdom

117.532062.95
87Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.72390.71
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.21431.5
88W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.21511.5
89Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

119.55921.85
90Département de Sciences Économiques, Université de Montréal

Montréal, Canada

119.72301.29
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.27330.58
92Deutsche Bundesbank

Frankfurt, Germany

122.971692.74
93Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

123.12300.62
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

124.24221.47
94Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

124.31101.01
95School of Business and Economics, Maastricht University

Maastricht, Netherlands

125.03954.92
96Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

125.21130.4
97Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

129.81270.5
98Sveriges Riksbank

Stockholm, Sweden

130.49372.63
99Department of Economics, University of Houston

Houston, Texas (USA)

134.07251.24
100Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

134.32420.45
101Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

135.85460.66
102Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

137.58322.4
103Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

137.6430.96
104Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

138.98212.01
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

139.25180.2
105Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

139.25520.2
106Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.8712.47
107Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

141.1500.6
108Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.29540.62
109Banca d'Italia

Roma, Italy

141.632823.7
110College of Economics, Sogang University

Seoul, South Korea

141.65230.77
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

142.98190.46
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

142.99401.19
111Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

143.181712.05
112Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

143.611641.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

143.61911.69
113École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

143.941132.5
114Management School, University of Liverpool

Liverpool, United Kingdom

144.28372.47
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

144.7771.63
115Economics Department, University of Essex

Colchester, United Kingdom

145.71441.61
116Centre for Economic Policy Research (CEPR)

London, United Kingdom

146.33590.32
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

147.2532.19
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

148.91123.61
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

149.4930.57
117Banco de España

Madrid, Spain

152.111173.57
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

152.31612.75
118Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

152.69681.14
119Management School, Lancaster University

Lancaster, United Kingdom

152.88663.6
120Economics Department, Georgetown University

Washington, District of Columbia (USA)

152.96490.58
121Toulouse School of Economics (TSE)

Toulouse, France

153.811571.26
122BI Handelshøyskolen

Oslo, Norway

154.55571.06
123Department of Economics, University of Birmingham

Birmingham, United Kingdom

154.9521.57
124Federal Reserve Bank of New York

New York City, New York (USA)

156.5881.78
125Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

157.1852.27
126Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

157.541013.21
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

157.64662.02
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

159.87330.59
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

161.74310.28
128School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.32560.72
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

167.7391
129Department of Economics, University of Maryland

College Park, Maryland (USA)

168.8461.6
130Warwick Business School, University of Warwick

Coventry, United Kingdom

169.47271.99
131Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.16100.9
132Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

172.72390.9
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

173.24240.65
133School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

173.991431.47
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

176.02171.8
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

176.621011.43
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.33250.54
135Crawford School of Public Policy, Australian National University

Canberra, Australia

180.871760.7
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

180.9480.3
136Institute for Fiscal Studies (IFS)

London, United Kingdom

182.14740.2
137Graduate School of Business, Columbia University

New York City, New York (USA)

183.31510.16
138Bank of Canada

Ottawa, Canada

183.451774.24
139Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.46461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

184.46391.6
140Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

186.59151.46
141Handelshögskolan, Örebro Universitet

Örebro, Sweden

188.29231.96
142Faculty of Business and Economics, Macquarie University

Sydney, Australia

188.62431.8
143Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

189.37480.95
---Department of Economics, London Business School (LBS)

London, United Kingdom

191.04150.45
144London Business School (LBS)

London, United Kingdom

191.04330.45
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

193.13400.49
145ESSEC Business School

Cergy-Pontoise, France

195.16352.14
146School of Economics, University of Manchester

Manchester, United Kingdom

195.38530.86
147Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

196.25230.86
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

196.25220.86
148Business School, Queensland University of Technology

Brisbane, Australia

196.5371.51
149Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.76260.51
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

200.07120.28
150Henley Business School, University of Reading

Reading, United Kingdom

200.07290.28
151Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

201.04330.35
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

201.5472.76
152London School of Economics (LSE)

London, United Kingdom

203.713280.98
153Faculty of Economics, University of Tokyo

Tokyo, Japan

205.16401.03
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

206.07760.67
154Division of Economics, Seoul National University

Seoul, South Korea

210.22260.86
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

210.78260.13
155Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.2343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.2233.01
156Economics Department, Williams College

Williamstown, Massachusetts (USA)

212.93310.29

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 823 authors affiliated with 1560 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

1.74
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)

3.21
3Clive W. J. Granger †

4.02
4Pierre Perron

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

5.38
5Tim Bollerslev

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

7.3
6M Hashem Pesaran

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

8.82
7Mark W. Watson

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

9.85
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

9.88
9Jushan Bai

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

14.73
10Francis X. Diebold

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

15.07
11Robert Taylor

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

15.27
12Charles R. Nelson

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

15.65
13Donald W. K. Andrews

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

15.89
14Serena Ng

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

18.5
15Timo 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

19.04
16Andrew C. Harvey

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

20.72
17Helmut Luetkepohl

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

21.24
18Kenneth D. West

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

21.67
19James H. Stock

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

22.06
20Lars Peter Hansen

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

22.44
21Joon Y. Park

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

22.55
22Yongcheol Shin

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

23.59
23David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.85
24George Kapetanios

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

24.04
25Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.15
26James Hamilton

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

24.96
27George Tauchen

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

25.8
28Neil Shephard

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

26.36
29Stephen Leybourne

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

27.4
30Pentti Saikkonen

28.71
31Torben G. Andersen

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

31.19
32Todd Clark

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

32.49
33Allan Timmermann

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

33.58
34Graham Elliott

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

33.79
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

35.17
37Halbert White †

37.3
38Manuel Arellano

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

38.08
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

40.49
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

42.72
41Andrew Patton

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

43.12
42Peter Reinhard Hansen

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

43.77
43David I. Harvey

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

44.76
44Siem Jan Koopman

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

46.58
45Chang-Jin Kim

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

46.91
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

47.71
47Lutz Kilian

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

47.95
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

48.88
49Sebastian Kripfganz

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

49.86
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

50.58
51Lawrence J. Christiano

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

51.75
52Michael McAleer †

52.75
53Ole E. Barndorff-Nielsen †

52.75
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

54.9
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

55.6
56Michael McCracken

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

55.66
57Jean-Michel Zakoian

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

59.67
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

61.01
59Frank Schorfheide

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

62.29
60Lajos Horvath

64.76
61Cheng Hsiao

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

67.22
62Oliver Bruce Linton

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

67.84
63Timothy Vogelsang

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

68.36
64Asger Lunde

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

68.91
65Yacine Ait-Sahalia

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

70.65
66James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71
67Lucrezia Reichlin

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

71.51
68Marco Lippi

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

72.47
69Zhijie Xiao

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

73.08
70Jonathan H. Wright

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

73.86
71Christian Francq

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

74.72
72Norman Rasmus Swanson

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

74.87
73Donggyu Sul

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

75.17
74Joerg Breitung

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

75.34
75Atsushi Inoue

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

75.47
76Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

76.88
77Chihwa Kao

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

77.09
78Domenico Giannone

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

77.77
79Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.94
80Christopher F Baum

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

85.72
81Mario Forni

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

85.75
82In Choi

College of Economics, Sogang University, Seoul, South Korea

86.33

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