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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of February 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 8678 institutions with 66064 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 790 authors affiliated with 1557 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.22471.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.07522.24
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.5811711.72
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.02551.14
5Singapore Management University

Singapore, Singapore

7.8385.91
6Monash Business School, Monash University

Melbourne, Australia

8.5418811.85
7Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

8.93532.03
8Department of Economics, Boston University

Boston, Massachusetts (USA)

9.18691.79
---School of Economics, Singapore Management University

Singapore, Singapore

9.48345.91
9African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

9.4970.97
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.45681.09
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.4740.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.56459.39
12Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.13532.07
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.72471.56
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.123810.96
14Department of Economics, University of Washington

Seattle, Washington (USA)

13.81221.96
15European Central Bank

Frankfurt am Main, Germany

16.192518.97
16Økonomisk Institut, Københavns Universitet

København, Denmark

17.15804.56
17Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.55160.48
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.98642.32
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.79350.71
20Department of Economics, Oxford University

Oxford, United Kingdom

23.671793.34
21Department of Economics and Related Studies, University of York

York, United Kingdom

23.7863.77
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.821213.53
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.25581.2
24Economics Division, University of Southampton

Southampton, United Kingdom

29.84342.39
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.37170.56
25Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.05780.68
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.68773.52
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

35.144590.6
28Essex Business School, University of Essex

Colchester, United Kingdom

36.79323.64
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

39.52200.25
29Business School, University of Auckland

Auckland, New Zealand

39.52240.25
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

39.94962.92
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.412124.87
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.52532.41
32Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

40.55260.93
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.181215.13
34Federal Reserve Bank of Dallas

Dallas, Texas (USA)

42.32660.99
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

43.83621.91
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.96331.02
37Barcelona School of Economics (BSE)

Barcelona, Spain

45.151652.87
38Department of Economics, Northwestern University

Evanston, Illinois (USA)

48.04430.43
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.61231.26
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.01683.1
41Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.3591.36
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.64521.34
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.321322.99
43Department of Economics, Indiana University

Bloomington, Indiana (USA)

56.31301.97
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

57.03130.16
44Brookings Institution

Washington, District of Columbia (USA)

57.03370.16
45Department of Economics, McGill University

Montréal, Canada

58.04341.38
46International Monetary Fund (IMF)

Washington, District of Columbia (USA)

58.184976.81
47Università Commerciale Luigi Bocconi

Milano, Italy

58.681672.82
48Department of Economics, Cornell University

Ithaca, New York (USA)

58.73461.11
49Business School, University of Exeter

Exeter, United Kingdom

61.36521.1
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.5162.86
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.75620.63
51Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.23630.88
52Economics Department, Yale University

New Haven, Connecticut (USA)

64.28590.45
53Tinbergen Instituut

Amsterdam, Netherlands

65.421233.35
54Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

66.27630.51
55Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.291242.94
56Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

66.461121.94
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.94191.97
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

67.9920.12
57Business School, King's College London

London, United Kingdom

68.63311.83
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.051032.49
59Department of Economics, New York University (NYU)

New York City, New York (USA)

72.02590.89
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

73.83291.73
61Department of Economics, University College London (UCL)

London, United Kingdom

74.59671.19
62School of Economics and Finance, Queen Mary University of London

London, United Kingdom

76.62681.91
63Department of Economics, University of Warwick

Coventry, United Kingdom

79.71891.65
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

81.98390.73
64Economics Department, Queen's University

Kingston, Canada

84.34501.25
65Ekonomihögskolan, Lunds Universitet

Lund, Sweden

85.251181.19
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

85.25721.19
66Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

86273.09
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.75600.69
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

87.2471.56
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.58331.27
68Department of Economics, University of Toronto

Toronto, Canada

89.66731.23
69Department of Economics, Emory University

Atlanta, Georgia (USA)

90.51311.98
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

90.77310.56
71Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

92.51104.94
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

93.56231.91
73DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

95.451411.02
---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

95.75501.27
74Department of Economics, Ohio State University

Columbus, Ohio (USA)

96.42402
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

97.04961.84
75Business School, University of Technology Sydney

Sydney, Australia

103.6912.26
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

106.470.4
76Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

106.68632.88
77Athens University of Economics and Business (AUEB)

Athens, Greece

107.16903.05
78Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

107.24342.47
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

107.24302.47
79Department of Economics, Korea University

Seoul, South Korea

108.43281.33
80Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.01330.44
81Institute of Labor Economics (IZA)

Bonn, Germany

112.979510.57
82School of Business and Economics, Maastricht University

Maastricht, Netherlands

113.21954.99
83Department of Economics, University of California-Riverside

Riverside, California (USA)

113.86281.14
84Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

114.09921.9
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

115.75491.75
86Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

117.44300.62
87Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

118.22380.71
88Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

118.69481.48
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.34401.5
89W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

120.34481.5
90Bank of England

London, United Kingdom

120.672052.84
91École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

121.581202.6
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

121.92221.48
92Deutsche Bundesbank

Frankfurt, Germany

122.131712.72
93Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

122.48330.58
94Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

122.8101.01
95Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

126.39130.4
96Département de Sciences Économiques, Université de Montréal

Montréal, Canada

126.5301.29
97Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

127.21420.45
98Sveriges Riksbank

Stockholm, Sweden

127.7382.67
99Crawford School of Public Policy, Australian National University

Canberra, Australia

129.681770.89
100Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

132.19270.5
101Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

132.92312.44
102Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

133.431143.12
103Department of Economics, University of Houston

Houston, Texas (USA)

135.87251.24
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

138.36180.2
104Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

138.36520.2
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

138.45200.46
105Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

138.45420.46
106Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.46460.66
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

138.49123.66
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

138.9401.19
107Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.48722.3
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

139.6482.13
108Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

139.85550.62
109Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

141.931752.06
110Management School, University of Liverpool

Liverpool, United Kingdom

141.99362.47
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

142.95770.86
111Centre for Economic Policy Research (CEPR)

London, United Kingdom

144.013610.32
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.06532.01
112College of Economics, Sogang University

Seoul, South Korea

145.87230.77
113Economics Department, University of Essex

Colchester, United Kingdom

146.31461.61
114Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

147.561631.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich

Zürich, Switzerland

147.56921.67
115Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

148.37711.18
116Banca d'Italia

Roma, Italy

148.563013.45
117Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

151.881033.31
118Management School, Lancaster University

Lancaster, United Kingdom

151.99673.6
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

153.5330.55
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

154.47662.75
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

154.74320.29
119Economics Department, Georgetown University

Washington, District of Columbia (USA)

155.09490.58
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

155.21672.02
120BI Handelshøyskolen

Oslo, Norway

156.58571.06
121Toulouse School of Economics (TSE)

Toulouse, France

160.21561.26
122Department of Economics, University of Birmingham

Birmingham, United Kingdom

160.3531.51
123Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

160.33882.27
124Banco de España

Madrid, Spain

164.591153.41
125School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

166.24560.71
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.7791
126Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

169.08320.58
127Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

169.21390.9
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

169.82100.9
129Warwick Business School, University of Warwick

Coventry, United Kingdom

171.19271.98
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

171.91490.31
130Department of Economics, University of Maryland

College Park, Maryland (USA)

172.15481.59
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

173.99240.65
131Faculty of Business and Economics, Macquarie University

Sydney, Australia

176.18411.81
132Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

176.91530.32
133School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

179.251421.47
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

179.44181.8
134Bank of Canada

Ottawa, Canada

179.531803.98
135Graduate School of Business, Columbia University

New York City, New York (USA)

180.25520.16
136Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

181.25211.2
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

1821001.44
137Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

182.2461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

182.2391.6
138Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

184.1260.53
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

185.99480.95
140Institute for Fiscal Studies (IFS)

London, United Kingdom

186.12730.19
141Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

187.57161.46
142Business School, Queensland University of Technology

Brisbane, Australia

188.71371.61
---Department of Economics, London Business School (LBS)

London, United Kingdom

190.39150.45
143London Business School (LBS)

London, United Kingdom

190.39320.45
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

190.73482.86
144Handelshögskolan, Örebro Universitet

Örebro, Sweden

190.79231.92
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

192.88400.54
145ESSEC Business School

Cergy-Pontoise, France

193.93342.16
146Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.19270.51
147School of Economics, University of Manchester

Manchester, United Kingdom

201.28550.84
148Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

202.35330.35
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

203.31120.28
149Henley Business School, University of Reading

Reading, United Kingdom

203.31300.28
150Federal Reserve Bank of New York

New York City, New York (USA)

205.01881.36
151Economics Department, Williams College

Williamstown, Massachusetts (USA)

206.33310.28
152Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

206.54301.48
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

206.54270.27
153Faculty of Economics, University of Tokyo

Tokyo, Japan

208.02411.03
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

208.98260.13
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

209.6861
154Sauder School of Business, University of British Columbia

Vancouver, Canada

209.68251
155London School of Economics (LSE)

London, United Kingdom

209.83310.98

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 790 authors affiliated with 1557 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

1.84
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)

2.84
3Clive W. J. Granger †

3.66
4Pierre Perron

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

5.32
5Tim Bollerslev

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

6.86
6Mark W. Watson

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

9.12
7M Hashem Pesaran

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

9.16
8Jushan Bai

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

13.14
9Robert Taylor

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

13.43
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.08
11Charles R. Nelson

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

14.32
12Francis X. Diebold

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

14.92
13Serena Ng

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

17.28
14Timo Terasvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany

18.52
15Donald W. K. Andrews

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

18.85
16Andrew C. Harvey

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

19.31
17Helmut Luetkepohl

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

19.95
18James H. Stock

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

21.25
19Lars Peter Hansen

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

21.66
20Kenneth D. West

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

21.92
21Yongcheol Shin

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

22.32
22Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.42
23George Kapetanios

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

23.3
24James Hamilton

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

24.31
25David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.75
26Pentti Saikkonen

25.96
27George Tauchen

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

26.09
28Joon Y. Park

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

26.68
29Neil Shephard

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

27.31
30Stephen Leybourne

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

28.37
31Torben G. Andersen

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

31.21
32Todd Clark

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

32.24
33Thomas J. Sargent

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

32.99
34Adrian Rodney Pagan

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

33.19
35Allan Timmermann

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

34.38
36Graham Elliott

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

35.47
37Halbert White †

36.38
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.13
39Manuel Arellano

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

38.46
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.48
41Andrew Patton

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

42.09
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

43.13
43Peter Reinhard Hansen

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

44.44
44Lutz Kilian

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

46.36
45David I. Harvey

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

46.48
46Siem Jan Koopman

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

46.66
47Chang-Jin Kim

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

47.51
48Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

49.1
49Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

49.85
50Lawrence J. Christiano

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

51.39
51Ole E. Barndorff-Nielsen †

54.83
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

55
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

55.99
54Michael McAleer †

56.2
55Michael McCracken

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

56.26
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

61.64
57Jean-Michel Zakoian

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

61.71
58Frank Schorfheide

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

63.1
59Lajos Horvath

64.62
60Cheng Hsiao

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

68.13
61Timothy Vogelsang

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

68.4
62Asger Lunde

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

68.55
63Lucrezia Reichlin

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

69.27
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.78
65Marco Lippi

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

69.87
66Jonathan H. Wright

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

70.54
67Yacine Ait-Sahalia

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

70.79
68Atsushi Inoue

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

72.67
69Norman Rasmus Swanson

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

73.75
70Zhijie Xiao

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

74.21
71Donggyu Sul

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

74.21
72Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

75.24
73Oliver Bruce Linton

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

75.96
74Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

75.99
75Joerg Breitung

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

76.67
76Chihwa Kao

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

77.48
77Christopher F Baum

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

77.93
78Domenico Giannone

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

78.32
79Christian Francq

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

80.81

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