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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of November 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 8663 institutions with 65674 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 824 authors affiliated with 1559 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.35491.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.39512.24
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.5911711.04
4Singapore Management University

Singapore, Singapore

7.46395.93
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.8571.11
6Monash Business School, Monash University

Melbourne, Australia

8.5618911.93
7Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

8.99532.03
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.11691.79
---School of Economics, Singapore Management University

Singapore, Singapore

9.32345.92
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.6870.97
10Department of Economics, University of Southern California

Los Angeles, California (USA)

9.87681.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.12730.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.57478.87
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.04522.07
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.28481.6
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.783811.04
14Department of Economics, University of Washington

Seattle, Washington (USA)

14.25211.96
15Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.3160.48
16European Central Bank

Frankfurt am Main, Germany

16.912508.97
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.81642.35
18Økonomisk Institut, Københavns Universitet

København, Denmark

18.01804.56
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.37350.71
20Department of Economics, Oxford University

Oxford, United Kingdom

23.891803.29
21Department of Economics and Related Studies, University of York

York, United Kingdom

24.35863.8
22Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.11581.27
23School of Economics, University of Nottingham

Nottingham, United Kingdom

25.141213.53
24Economics Division, University of Southampton

Southampton, United Kingdom

28.53322.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.14160.56
25Essex Business School, University of Essex

Colchester, United Kingdom

32.61334.14
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.48753.51
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.8800.68
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.144580.6
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

38.11972.92
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

38.81200.25
30Business School, University of Auckland

Auckland, New Zealand

38.81240.25
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.1512.44
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.492124.89
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.861195.11
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

41.47250.93
34Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

41.9622.19
35Federal Reserve Bank of Dallas

Dallas, Texas (USA)

43.44660.89
36Barcelona School of Economics (BSE)

Barcelona, Spain

44.391662.87
37Economics Department, University of Strathclyde

Glasgow, United Kingdom

45.09331.02
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.48440.43
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.59231.28
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.39591.36
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52521.34
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

52.59662.94
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.941333.01
43Department of Economics, Cornell University

Ithaca, New York (USA)

57.61451.11
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

58.19301.97
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

58.754956.69
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

58.82140.17
46Brookings Institution

Washington, District of Columbia (USA)

58.82390.17
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.85162.86
47Università Commerciale Luigi Bocconi

Milano, Italy

61.171672.81
48Department of Economics, McGill University

Montréal, Canada

61.67341.37
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.14610.63
50Economics Department, Yale University

New Haven, Connecticut (USA)

64.59590.45
51Business School, University of Exeter

Exeter, United Kingdom

64.93511.09
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.46660.89
53Tinbergen Instituut

Amsterdam, Netherlands

66.721233.33
54Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.411111.96
55Business School, King's College London

London, United Kingdom

68.35291.83
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.36201.99
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

68.7320.12
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

68.821012.5
57Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

69.33640.49
58School of Economics and Finance, Queen Mary University of London

London, United Kingdom

69.53702.08
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

70.741232.83
60Department of Economics, New York University (NYU)

New York City, New York (USA)

72.83590.89
61Department of Economics, University College London (UCL)

London, United Kingdom

72.88671.19
62Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.49291.71
63Department of Economics, University of Warwick

Coventry, United Kingdom

78.85881.64
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.711171.18
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.71711.18
65Economics Department, Queen's University

Kingston, Canada

84.97501.25
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

86.57273.18
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

86.6390.72
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.62600.69
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

86.91321.27
68Department of Economics, University of Toronto

Toronto, Canada

87751.23
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

88.1771.56
69Department of Economics, Emory University

Atlanta, Georgia (USA)

90.83311.98
70Department of Economics, Ohio State University

Columbus, Ohio (USA)

92.31402
71Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

92.53320.56
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

93.53971.84
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.69231.92
---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

94.45511.27
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

94.871451.51
74Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

101.07104.96
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

104.7760.4
75Athens University of Economics and Business (AUEB)

Athens, Greece

105.69893.02
76Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

106.24622.84
77Business School, University of Technology Sydney

Sydney, Australia

108.47912.09
78Department of Economics, Korea University

Seoul, South Korea

108.58281.33
79Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

110.04332.46
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

110.04292.46
80Department of Economics, University of California-Riverside

Riverside, California (USA)

111.2271.14
81Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.18310.44
82Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.311113.49
83Institute of Labor Economics (IZA)

Bonn, Germany

113.489530.58
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.33491.75
85Bank of England

London, United Kingdom

115.892052.95
86Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

117.42481.51
87Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

118.52921.85
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.97411.5
88W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.97491.5
89Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.76330.58
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

122.01300.62
91Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

122.31390.71
92Deutsche Bundesbank

Frankfurt, Germany

122.411712.73
93Département de Sciences Économiques, Université de Montréal

Montréal, Canada

122.67301.29
94School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.49954.96
95Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

124.24130.4
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

124.26221.47
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

124.29101.01
97Sveriges Riksbank

Stockholm, Sweden

131.15372.63
98Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

131.96420.45
99Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

134.66270.5
100Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

135.16322.4
101École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

136.191132.5
102Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

136.24430.96
103Department of Economics, University of Houston

Houston, Texas (USA)

136.38251.24
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

137.3282.13
104Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

138.221732.06
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

138.35190.2
105Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

138.35530.2
106Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.69712.47
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

139.64460.66
108Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.01510.6
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

141.15190.46
109Banca d'Italia

Roma, Italy

141.462993.68
110Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.88540.62
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.91401.19
111College of Economics, Sogang University

Seoul, South Korea

142.89230.77
112Economics Department, University of Essex

Colchester, United Kingdom

142.94451.61
113Management School, University of Liverpool

Liverpool, United Kingdom

143.32372.47
114Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

144.271641.69
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

144.27911.69
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

145.22123.65
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.37532.19
115Centre for Economic Policy Research (CEPR)

London, United Kingdom

146.243610.32
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

151.39672.03
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

152.43500.58
117Management School, Lancaster University

Lancaster, United Kingdom

152.86663.6
118BI Handelshøyskolen

Oslo, Norway

153.41571.06
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

154.130.55
119Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

154.31681.14
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

155.34642.75
120Department of Economics, University of Birmingham

Birmingham, United Kingdom

155.43521.57
121Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

156.461023.21
122Toulouse School of Economics (TSE)

Toulouse, France

157.071581.26
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

157.09320.28
123Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

160.34852.27
124School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

161.34570.72
125Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

163.63320.59
126Banco de España

Madrid, Spain

165.121153.4
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.4891
127Warwick Business School, University of Warwick

Coventry, United Kingdom

169.17271.99
128Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

169.42390.9
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

169.97100.9
130Department of Economics, University of Maryland

College Park, Maryland (USA)

170.58461.6
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

171.68240.65
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

175.39490.3
131School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

178.741431.48
132Federal Reserve Bank of New York

New York City, New York (USA)

179.63871.53
133Graduate School of Business, Columbia University

New York City, New York (USA)

179.64520.16
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

180.15260.54
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

180.34171.8
135Crawford School of Public Policy, Australian National University

Canberra, Australia

181.131760.71
136Bank of Canada

Ottawa, Canada

181.391804.23
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

181.391011.44
137Institute for Fiscal Studies (IFS)

London, United Kingdom

181.47740.2
138Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

181.69461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

181.69391.6
139Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

182.78201.14
140Faculty of Business and Economics, Macquarie University

Sydney, Australia

183.23431.8
---Department of Economics, London Business School (LBS)

London, United Kingdom

191.68150.45
141London Business School (LBS)

London, United Kingdom

191.68330.45
142Handelshögskolan, Örebro Universitet

Örebro, Sweden

191.72231.96
143ESSEC Business School

Cergy-Pontoise, France

192.39352.16
144Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

192.47480.95
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

192.94400.49
145Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

194.39230.86
---Department of Economics, Poole College of Management, North Carolina State University

Raleigh, North Carolina (USA)

194.39220.86
146Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

195.28151.46
147Business School, Queensland University of Technology

Brisbane, Australia

196.62361.51
148School of Economics, University of Manchester

Manchester, United Kingdom

197.17530.86
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

199.28472.76
149Department of Economics, University of Oregon

Eugene, Oregon (USA)

199.63260.51
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

203.63120.28
150Henley Business School, University of Reading

Reading, United Kingdom

203.63290.28
151Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

205330.35
152Economics Department, Williams College

Williamstown, Massachusetts (USA)

205.81310.28
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

206.65760.68
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

207.17260.13
153Faculty of Economics, University of Tokyo

Tokyo, Japan

209.09411.03
154Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

209.29343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

209.29233.01
155Division of Economics, Seoul National University

Seoul, South Korea

212.32260.86

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 824 authors affiliated with 1559 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

1.83
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)

2.86
3Clive W. J. Granger †

4.18
4Pierre Perron

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

5.24
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)

8.43
7Mark W. Watson

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

9.24
8Robert Taylor

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

14.31
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.44
10Francis X. Diebold

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

14.47
11Jushan Bai

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

15.15
12Charles R. Nelson

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

15.3
13Serena Ng

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

17.23
14Donald W. K. Andrews

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

18.43
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

18.66
16Andrew C. Harvey

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

20.27
17Helmut Luetkepohl

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

20.74
18Kenneth D. West

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

22.05
19James H. Stock

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

22.14
20Lars Peter Hansen

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

22.94
21Yongcheol Shin

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

23.11
22George Kapetanios

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

23.81
23Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

24.16
24James Hamilton

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

24.49
25Joon Y. Park

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

24.94
26David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.05
27Pentti Saikkonen

26.38
28Neil Shephard

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

26.42
29George Tauchen

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

26.53
30Stephen Leybourne

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

27.48
31Torben G. Andersen

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

31.01
32Todd Clark

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

31.51
33Thomas J. Sargent

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

33.34
34Allan Timmermann

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

34
35Graham Elliott

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

34.16
36Adrian Rodney Pagan

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

35.43
37Halbert White †

36.8
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.16
39Manuel Arellano

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

38.37
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.66
41Andrew Patton

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

42.72
42Peter Reinhard Hansen

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

43.54
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

45.73
44Siem Jan Koopman

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

46.07
45Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

46.31
46David I. Harvey

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

46.46
47Chang-Jin Kim

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

46.92
48Lutz Kilian

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

47.88
49Sebastian Kripfganz

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

49.95
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

51.31
51Lawrence J. Christiano

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

52.42
52Ole E. Barndorff-Nielsen †

53.23
53Michael McAleer †

53.46
54Luis Alberiko Gil-Alana

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

54.57
55Luc 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

54.93
56Michael McCracken

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

56.54
57Jean-Michel Zakoian

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

59.38
58Lajos Horvath

62.23
59Frank Schorfheide

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

62.45
60Giuseppe Cavaliere

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

63.14
61Cheng Hsiao

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

66.21
62Asger Lunde

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

67.88
63Timothy Vogelsang

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

68.44
64Oliver Bruce Linton

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

69.54
65Yacine Ait-Sahalia

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

70.85
66James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.71
67Marco Lippi

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

71.82
68Jonathan H. Wright

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

71.87
69Lucrezia Reichlin

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

71.97
70Atsushi Inoue

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

74.52
71Donggyu Sul

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

74.67
72Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

75.67
73Zhijie Xiao

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

75.93
74Norman Rasmus Swanson

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

76.39
75Chihwa Kao

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

77.09
76Christian Francq

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

77.22
77Joerg Breitung

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

77.84
78Domenico Giannone

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

77.9
79Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.68
80Yixiao Sun

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

81.84
81Christopher F Baum

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

82.12
82In Choi

College of Economics, Sogang University, Seoul, South Korea

86.7

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