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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 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 8679 institutions with 65798 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 1561 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.01471.71
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.6111911.75
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.85522.24
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.59571.11
5Singapore Management University

Singapore, Singapore

7.97385.92
6Department of Economics, Boston University

Boston, Massachusetts (USA)

7.99691.79
7Monash Business School, Monash University

Melbourne, Australia

8.3818811.99
8Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.39532.03
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.5470.97
---School of Economics, Singapore Management University

Singapore, Singapore

9.7345.91
10Department of Economics, University of Southern California

Los Angeles, California (USA)

9.82681.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.25730.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.26479.51
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.45532.07
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.46481.6
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.923811.11
14Department of Economics, University of Washington

Seattle, Washington (USA)

14.14211.96
15European Central Bank

Frankfurt am Main, Germany

16.772498.98
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.27160.48
17Økonomisk Institut, Københavns Universitet

København, Denmark

17.72804.56
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.94642.35
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.23350.71
20Department of Economics, Oxford University

Oxford, United Kingdom

23.191793.31
21Department of Economics and Related Studies, University of York

York, United Kingdom

24.31863.77
22School of Economics, University of Nottingham

Nottingham, United Kingdom

25.231213.53
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.25581.2
24Economics Division, University of Southampton

Southampton, United Kingdom

29.93332.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.44170.56
25Essex Business School, University of Essex

Colchester, United Kingdom

31.96334.14
26Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.62800.68
27Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.08753.5
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.044570.6
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

39.59962.92
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

40.14200.25
30Business School, University of Auckland

Auckland, New Zealand

40.14240.25
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.26512.43
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.82124.89
32Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

41.15260.93
33Federal Reserve Bank of Dallas

Dallas, Texas (USA)

41.18660.99
34School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.81195.07
35Barcelona School of Economics (BSE)

Barcelona, Spain

44.161672.87
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.22341.02
37Department of Economics, Northwestern University

Evanston, Illinois (USA)

46.81440.43
38Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

49.1621.85
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.71231.29
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.68591.36
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.75672.95
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

51.721332.99
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52.02521.34
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

56.85301.97
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

57.9140.17
44Brookings Institution

Washington, District of Columbia (USA)

57.9390.17
45Department of Economics, Cornell University

Ithaca, New York (USA)

58.19461.11
46International Monetary Fund (IMF)

Washington, District of Columbia (USA)

58.544986.81
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.76162.86
47Department of Economics, McGill University

Montréal, Canada

61.22341.37
48Università Commerciale Luigi Bocconi

Milano, Italy

61.271672.81
49Business School, University of Exeter

Exeter, United Kingdom

62.74511.1
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.85610.63
51Economics Department, Yale University

New Haven, Connecticut (USA)

63.16590.45
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.21660.89
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.971232.91
54Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.071101.96
55Tinbergen Instituut

Amsterdam, Netherlands

67.931233.32
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.01191.99
56Business School, King's College London

London, United Kingdom

68.67291.83
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

68.9620.12
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.411022.49
58Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

70.08640.49
59Department of Economics, University College London (UCL)

London, United Kingdom

74.14671.19
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.04291.71
61Department of Economics, New York University (NYU)

New York City, New York (USA)

75.53580.89
62School of Economics and Finance, Queen Mary University of London

London, United Kingdom

75.78702.01
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

77.03600.72
64Department of Economics, University of Warwick

Coventry, United Kingdom

80.94881.64
65Economics Department, Queen's University

Kingston, Canada

84.05501.25
66Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.51171.18
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.5711.18
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

85.25390.73
67Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

85.75273.18
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.67331.26
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

88.6671.56
68Department of Economics, Emory University

Atlanta, Georgia (USA)

90.02311.98
69Department of Economics, University of Toronto

Toronto, Canada

90.68751.23
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

93.99320.56
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

94.07981.84
---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

94.29511.27
71Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.81231.92
72Department of Economics, Ohio State University

Columbus, Ohio (USA)

95.56402
73Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

95.95104.94
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

97.911441
75Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

104.72332.47
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

104.72292.47
76Business School, University of Technology Sydney

Sydney, Australia

104.8912.26
77Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

105.34622.88
78Athens University of Economics and Business (AUEB)

Athens, Greece

106.75893.02
79Department of Economics, Korea University

Seoul, South Korea

107.17281.33
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

108.1570.4
80Department of Economics, University of California-Riverside

Riverside, California (USA)

111.73271.14
81Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

111.86931.9
82Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.621133.49
83Institute of Labor Economics (IZA)

Bonn, Germany

113.269530.57
84Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

114.04310.44
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

114.85491.75
86Bank of England

London, United Kingdom

116.552062.94
87Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

116.83481.51
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.82411.5
88W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

119.82491.5
89Deutsche Bundesbank

Frankfurt, Germany

121.31712.74
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

121.87300.62
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.99330.58
92Département de Sciences Économiques, Université de Montréal

Montréal, Canada

123.4301.3
93Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

123.43101.01
94School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.78954.96
95Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

124.05390.71
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

124.34221.47
96Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

125.68130.4
97Sveriges Riksbank

Stockholm, Sweden

128.54372.67
98Crawford School of Public Policy, Australian National University

Canberra, Australia

129.261770.9
99Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

132.33420.45
100Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

134.91270.5
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

136.82322.4
102Department of Economics, University of Houston

Houston, Texas (USA)

137.21251.24
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

137.7582.13
103Economics Department, University of Essex

Colchester, United Kingdom

138.14451.61
104Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

138.59712.3
105École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

138.761132.5
106Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

139.28460.66
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

139.69190.2
107Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

139.69530.2
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.54190.46
108Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.54420.46
109Management School, University of Liverpool

Liverpool, United Kingdom

141.1372.47
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.19401.19
110Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

141.37540.62
111Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

142.25520.6
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

142.91770.86
112Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

143.181732.06
113College of Economics, Sogang University

Seoul, South Korea

145.4230.77
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

145.6532.02
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

145.99123.65
114Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.131631.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

146.13911.67
115Centre for Economic Policy Research (CEPR)

London, United Kingdom

146.243590.32
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

151.68691.14
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.861023.31
118BI Handelshøyskolen

Oslo, Norway

153.22571.06
119Management School, Lancaster University

Lancaster, United Kingdom

153.35663.6
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

153.6730.55
120Banca d'Italia

Roma, Italy

154.23013.31
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

155.64662.75
121Economics Department, Georgetown University

Washington, District of Columbia (USA)

156.41490.58
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

157.23672.02
122Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

158.11862.27
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

159.3320.28
123Toulouse School of Economics (TSE)

Toulouse, France

159.811571.26
124Department of Economics, University of Birmingham

Birmingham, United Kingdom

160.13531.54
125School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.14570.71
126Banco de España

Madrid, Spain

165.391153.4
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.2591
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

169.57320.59
128Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

169.9390.9
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

171.76100.9
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

171.85240.65
130Department of Economics, University of Maryland

College Park, Maryland (USA)

172.3461.59
131Warwick Business School, University of Warwick

Coventry, United Kingdom

172.31271.99
132Faculty of Business and Economics, Macquarie University

Sydney, Australia

172.67421.83
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

177.99490.3
133School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

178.261421.48
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

178.43181.8
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.67260.54
135Federal Reserve Bank of New York

New York City, New York (USA)

180881.52
136Graduate School of Business, Columbia University

New York City, New York (USA)

180.34520.16
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

181.231001.44
137Bank of Canada

Ottawa, Canada

181.971804.23
138Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

183.32461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

183.32391.6
139Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

185.26201.14
140Institute for Fiscal Studies (IFS)

London, United Kingdom

185.66740.19
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

187.76400.55
141Handelshögskolan, Örebro Universitet

Örebro, Sweden

190.33231.92
142Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

192.41480.95
---Department of Economics, London Business School (LBS)

London, United Kingdom

192.56150.45
143London Business School (LBS)

London, United Kingdom

192.56330.45
144ESSEC Business School

Cergy-Pontoise, France

192.82352.16
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

192.97472.86
145Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

195.14151.46
146Business School, Queensland University of Technology

Brisbane, Australia

196.63361.51
147School of Economics, University of Manchester

Manchester, United Kingdom

199.6530.84
148Department of Economics, University of Oregon

Eugene, Oregon (USA)

200.47260.51
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

201.65120.28
149Henley Business School, University of Reading

Reading, United Kingdom

201.65290.28
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

203.52260.28
150Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

204.6330.35
151Economics Department, Williams College

Williamstown, Massachusetts (USA)

205.49310.28
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

209.07260.13
152Faculty of Economics, University of Tokyo

Tokyo, Japan

209.21421.03
153Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

210.82343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

210.82233.01
154Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

212.43301.48
155Division of Economics, Seoul National University

Seoul, South Korea

212.52260.86
156School of Economics and Management, Tsinghua University

Beijing, China

212.95231.04

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 824 authors affiliated with 1561 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

1.87
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)

3.05
3Clive W. J. Granger †

3.89
4Pierre Perron

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

5.14
5Tim Bollerslev

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

6.11
6M Hashem Pesaran

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

8.38
7Mark W. Watson

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

10.21
8Francis X. Diebold

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

14.67
9Robert Taylor

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

14.85
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.86
11Charles R. Nelson

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

14.94
12Jushan Bai

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

15.23
13Serena Ng

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

17.12
14Donald W. K. Andrews

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

17.68
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

18.91
16Andrew C. Harvey

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

19.6
17Helmut Luetkepohl

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

20.56
18James H. Stock

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

21.56
19Lars Peter Hansen

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

22.16
20Kenneth D. West

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

22.33
21Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.76
22Yongcheol Shin

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

22.94
23George Kapetanios

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

23.36
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.02
25Joon Y. Park

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

24.74
26James Hamilton

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

24.76
27Pentti Saikkonen

26.98
28George Tauchen

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

27.26
29Stephen Leybourne

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

27.49
30Neil Shephard

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

27.87
31Torben G. Andersen

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

30.95
32Todd Clark

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

31.74
33Allan Timmermann

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

33.71
34Adrian Rodney Pagan

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

33.99
35Graham Elliott

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

34.94
36Thomas J. Sargent

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

35.02
37Halbert White †

37.57
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

37.59
39Manuel Arellano

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

37.81
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

40.69
41Andrew Patton

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

43.25
42Peter Reinhard Hansen

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

44.04
43Lutz Kilian

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

45.06
44David I. Harvey

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

45.3
45Siem Jan Koopman

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

45.72
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

45.81
47Chang-Jin Kim

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

46.31
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

49.03
49Sebastian Kripfganz

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

49.96
50Lawrence J. Christiano

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

50.35
51Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

51.31
52Luc 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

54.74
53Luis Alberiko Gil-Alana

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

54.95
54Michael McAleer †

55.34
55Ole E. Barndorff-Nielsen †

55.54
56Michael McCracken

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

56.16
57Jean-Michel Zakoian

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

60.17
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

60.53
59Frank Schorfheide

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

61.86
60Lajos Horvath

64.16
61Cheng Hsiao

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

66.17
62Asger Lunde

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

68.17
63Timothy Vogelsang

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

69.3
64Lucrezia Reichlin

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

71.19
65James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.24
66Yacine Ait-Sahalia

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

71.57
67Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.91
68Marco Lippi

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

71.93
69Jonathan H. Wright

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

72.45
70Oliver Bruce Linton

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

73
71Atsushi Inoue

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

74.29
72Donggyu Sul

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

74.29
73Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

74.65
74Zhijie Xiao

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

76.27
75Domenico Giannone

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

76.3
76Christopher F Baum

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

76.58
77Joerg Breitung

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

76.69
78Chihwa Kao

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

77.1
79Norman Rasmus Swanson

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

77.3
80Christian Francq

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

81.32
81Yixiao Sun

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

84.67
82Mario Forni

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

87.38

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