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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2023

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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 8694 institutions with 65980 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 789 authors affiliated with 1560 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.36481.71
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2611811.77
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.38522.24
4Singapore Management University

Singapore, Singapore

7.44385.93
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.98561.11
6Monash Business School, Monash University

Melbourne, Australia

8.5218811.98
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.57701.79
8Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.37542.03
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.4170.97
---School of Economics, Singapore Management University

Singapore, Singapore

9.56345.92
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.38691.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.92740.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.64469.44
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.46542.07
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.913811.1
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.98471.56
14Department of Economics, University of Washington

Seattle, Washington (USA)

13.83221.96
15European Central Bank

Frankfurt am Main, Germany

16.422508.97
16Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

16.67160.48
17Økonomisk Institut, Københavns Universitet

København, Denmark

16.9804.56
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.23642.32
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.32350.71
20Department of Economics, Oxford University

Oxford, United Kingdom

23.871793.35
21Department of Economics and Related Studies, University of York

York, United Kingdom

24.46853.77
22School of Economics, University of Nottingham

Nottingham, United Kingdom

25.021213.53
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.22581.2
24Economics Division, University of Southampton

Southampton, United Kingdom

28.79342.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.55170.56
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.28790.68
26Essex Business School, University of Essex

Colchester, United Kingdom

33.52334.04
27Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.54773.52
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.114600.6
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

38.23200.25
29Business School, University of Auckland

Auckland, New Zealand

38.23240.25
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

39.87962.92
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.342124.87
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.631215.14
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.77260.93
34Federal Reserve Bank of Dallas

Dallas, Texas (USA)

41.27660.99
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.4532.41
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.48621.94
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

42.95331.02
37Barcelona School of Economics (BSE)

Barcelona, Spain

44.941662.87
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

47.61440.43
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.28231.26
40Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.01591.36
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.4521.34
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

51.881322.99
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

57.03140.16
42Brookings Institution

Washington, District of Columbia (USA)

57.03380.16
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

57.47301.97
44International Monetary Fund (IMF)

Washington, District of Columbia (USA)

57.534966.81
45Università Commerciale Luigi Bocconi

Milano, Italy

58.311672.82
46Department of Economics, Cornell University

Ithaca, New York (USA)

58.34451.11
47Department of Economics, McGill University

Montréal, Canada

58.96341.38
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

59.77162.87
48School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

61.48682.82
49Business School, University of Exeter

Exeter, United Kingdom

62.54511.1
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

63.13620.63
51Economics Department, Yale University

New Haven, Connecticut (USA)

63.37590.45
52Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

64.841232.92
53Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.28660.89
54Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

66.531111.94
55Tinbergen Instituut

Amsterdam, Netherlands

67.631233.35
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.91191.97
56Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

68.19630.5
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

69.5420.12
57Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.361032.49
58Business School, King's College London

London, United Kingdom

71.97301.83
59Department of Economics, New York University (NYU)

New York City, New York (USA)

73.22590.89
60Department of Economics, University College London (UCL)

London, United Kingdom

73.52671.19
61Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.2291.71
62School of Economics and Finance, Queen Mary University of London

London, United Kingdom

76.34692.01
63Economics Department, Queen's University

Kingston, Canada

83.06501.25
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

83.36390.73
64Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.221181.19
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.22721.19
65Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

84.84273.18
66Department of Economics, University of Warwick

Coventry, United Kingdom

85.77891.47
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.86600.69
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

87.1371.56
68Department of Economics, University of Toronto

Toronto, Canada

87.68731.23
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

90.14331.27
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

91.34501.27
69Department of Economics, Emory University

Atlanta, Georgia (USA)

91.36311.98
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

92.91320.56
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.46402
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.84231.91
73Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

95.34104.94
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

95.49971.84
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

97.711411.02
75Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

103.76632.88
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

105.2370.4
76Business School, University of Technology Sydney

Sydney, Australia

105.79912.26
77Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

107.66332.47
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

107.66292.47
78Athens University of Economics and Business (AUEB)

Athens, Greece

107.97903.02
79Department of Economics, Korea University

Seoul, South Korea

108.2281.33
80Department of Economics, University of California-Riverside

Riverside, California (USA)

111.01271.14
81Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

112.061143.49
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.08310.44
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

114.63911.9
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.4491.75
85Institute of Labor Economics (IZA)

Bonn, Germany

116.369540.57
86Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

118.8481.48
87École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

119.521192.6
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.05401.5
88W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.05481.5
89School of Business and Economics, Maastricht University

Maastricht, Netherlands

120.18954.97
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

120.28300.62
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.9330.58
92Bank of England

London, United Kingdom

121.22062.85
93Deutsche Bundesbank

Frankfurt, Germany

121.651712.72
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

121.83380.71
95Département de Sciences Économiques, Université de Montréal

Montréal, Canada

123.63301.29
96Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

124.25101.01
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

126.13221.47
97Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

126.46130.4
98Sveriges Riksbank

Stockholm, Sweden

127.1372.67
99Crawford School of Public Policy, Australian National University

Canberra, Australia

130.321770.89
100Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

131.28420.45
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.17322.44
102Department of Economics, University of Houston

Houston, Texas (USA)

134.43251.24
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

137.11190.2
103Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

137.11530.2
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

13882.13
104Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

138.16270.5
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.17460.66
106Economics Department, University of Essex

Colchester, United Kingdom

138.57451.61
107Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.13722.3
108Banca d'Italia

Roma, Italy

140.893003.68
109Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

140.92520.6
110Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

141.621752.06
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

141.9401.19
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

143.02123.65
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

143.2200.46
111Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

143.2420.46
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

144.13770.85
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.34532.02
112Management School, University of Liverpool

Liverpool, United Kingdom

144.56362.47
113College of Economics, Sogang University

Seoul, South Korea

145.3230.77
114Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

145.9550.62
115Centre for Economic Policy Research (CEPR)

London, United Kingdom

146.963600.31
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

148.28701.18
117Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

149.511631.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

149.51911.67
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

150.921023.31
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

152.6330.55
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

153.22662.75
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.32320.29
119Management School, Lancaster University

Lancaster, United Kingdom

154.22673.6
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

154.34682.02
120Economics Department, Georgetown University

Washington, District of Columbia (USA)

154.45490.58
121BI Handelshøyskolen

Oslo, Norway

155.74571.06
122Toulouse School of Economics (TSE)

Toulouse, France

158.321571.26
123Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

158.86872.27
124Department of Economics, University of Birmingham

Birmingham, United Kingdom

159.15531.51
125Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

163.63320.59
126Banco de España

Madrid, Spain

164.991153.41
127School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

165.29570.71
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

167.34100.9
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

167.3691
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

171.55490.31
129Department of Economics, University of Maryland

College Park, Maryland (USA)

171.84481.59
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

173.28240.65
130Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

173.99390.9
131Bank of Canada

Ottawa, Canada

176.861804.23
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

177.72181.8
132Faculty of Business and Economics, Macquarie University

Sydney, Australia

178.79421.81
133School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

178.831431.47
134Graduate School of Business, Columbia University

New York City, New York (USA)

178.89520.16
135Federal Reserve Bank of New York

New York City, New York (USA)

181.05881.51
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

181.511011.44
136Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

182.24260.53
137Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

185.01461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

185.01391.6
138Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

185.7480.96
139Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

187.34201.13
140Handelshögskolan, Örebro Universitet

Örebro, Sweden

187.36231.92
141Institute for Fiscal Studies (IFS)

London, United Kingdom

188.26730.19
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

188.51400.54
142Warwick Business School, University of Warwick

Coventry, United Kingdom

191.24271.89
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

191.28472.86
143ESSEC Business School

Cergy-Pontoise, France

191.97342.16
---Department of Economics, London Business School (LBS)

London, United Kingdom

192.76150.45
144London Business School (LBS)

London, United Kingdom

192.76320.45
145Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

194.24151.46
146Department of Economics, University of Oregon

Eugene, Oregon (USA)

196.89270.51
147School of Economics, University of Manchester

Manchester, United Kingdom

197.98550.84
148Business School, Queensland University of Technology

Brisbane, Australia

200.95361.48
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

202.15120.28
149Henley Business School, University of Reading

Reading, United Kingdom

202.15300.28
150Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

205.45350.35
151Economics Department, Williams College

Williamstown, Massachusetts (USA)

205.6310.28
152Faculty of Economics, University of Tokyo

Tokyo, Japan

205.85421.03
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

206.65260.13
153Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

210.07343.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

210.07233.01
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

211.64260.27
154Division of Economics, Seoul National University

Seoul, South Korea

212.55250.86
155Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

213.1301.48
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

213.5461
156Sauder School of Business, University of British Columbia

Vancouver, Canada

213.54251

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 789 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

1.73
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)

3.02
3Clive W. J. Granger †

3.65
4Pierre Perron

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

5.23
5Tim Bollerslev

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

6.6
6M Hashem Pesaran

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

8.97
7Mark W. Watson

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

9.58
8Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.65
9Robert Taylor

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

14.02
10Charles R. Nelson

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

14.31
11Francis X. Diebold

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

14.76
12Jushan Bai

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

15.3
13Serena Ng

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

17.49
14Donald W. K. Andrews

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

17.65
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

18.55
16Andrew C. Harvey

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

19.42
17James H. Stock

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

21.04
18Helmut Luetkepohl

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

21.19
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

21.42
20Kenneth D. West

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

21.97
21Lars Peter Hansen

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

22.08
22Yongcheol Shin

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

22.55
23George Kapetanios

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

24.52
24James Hamilton

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

24.53
25Joon Y. Park

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

24.59
26David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.48
27George Tauchen

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

26.78
28Neil Shephard

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

27.16
29Stephen Leybourne

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

27.35
30Pentti Saikkonen

27.75
31Torben G. Andersen

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

30.35
32Todd Clark

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

33.35
33Thomas J. Sargent

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

34.37
34Graham Elliott

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

34.46
35Adrian Rodney Pagan

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

34.51
36Allan Timmermann

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

34.74
37Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

36.36
38Halbert White †

36.5
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

37.86
40Manuel Arellano

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

38.49
41Andrew Patton

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

41.13
42Massimiliano 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

42.91
43Peter Reinhard Hansen

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

43.17
44Siem Jan Koopman

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

44.88
45Lutz Kilian

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

45.2
46David I. Harvey

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

45.41
47Chang-Jin Kim

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

46.56
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

47.1
49Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

50.18
50Lawrence J. Christiano

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

50.77
51Luc Bauwens

Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium

53.44
52Ole E. Barndorff-Nielsen †

54.07
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

54.99
54Michael McCracken

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

55.44
55Michael McAleer †

57.31
56Giuseppe Cavaliere

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

60.44
57Jean-Michel Zakoian

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

61.09
58Frank Schorfheide

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

62.43
59Lajos Horvath

64.36
60Cheng Hsiao

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

66.74
61Asger Lunde

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

67.88
62Timothy Vogelsang

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

68.3
63James MacKinnon

Economics Department, Queen's University, Kingston, Canada

68.36
64Lucrezia Reichlin

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

70.8
65Yacine Ait-Sahalia

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

70.91
66Oliver Bruce Linton

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

71.15
67Marco Lippi

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

71.36
68Jonathan H. Wright

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

72.35
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

73.21
70Atsushi Inoue

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

74.25
71Donggyu Sul

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

74.47
72Christopher F Baum

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

75.83
73Norman Rasmus Swanson

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

75.93
74Joerg Breitung

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

76.09
75Chihwa Kao

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

76.4
76Domenico Giannone

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

76.81
77Zhijie Xiao

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

77.2
78Christian Francq

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

79.32

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