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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of July 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 8740 institutions with 66787 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 799 authors affiliated with 1572 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.13471.71
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.36522.23
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.3111611.6
4Singapore Management University

Singapore, Singapore

5.38385.96
---School of Economics, Singapore Management University

Singapore, Singapore

7.31345.96
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.74551.07
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.8270.97
7Department of Economics, Boston University

Boston, Massachusetts (USA)

8.53691.79
8Monash Business School, Monash University

Melbourne, Australia

9.0818911.68
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.71542.01
10Department of Economics, University of Southern California

Los Angeles, California (USA)

10.06701.08
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.81449.28
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.52750.85
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.57481.51
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

12.62170.52
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.973910.83
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

12.98532.03
15Department of Economics, University of Washington

Seattle, Washington (USA)

15.41221.83
16European Central Bank

Frankfurt am Main, Germany

16.572548.73
17Økonomisk Institut, Københavns Universitet

København, Denmark

16.63804.58
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

19.02642.28
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.66360.68
20Department of Economics, Oxford University

Oxford, United Kingdom

23.081763.33
21Department of Economics and Related Studies, University of York

York, United Kingdom

23.72844.05
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.111263.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.63200.3
23Business School, University of Auckland

Auckland, New Zealand

26.63240.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

27.23581.2
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

32.27170.55
25National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

33.874700.59
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.38793.36
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.42790.66
28Essex Business School, University of Essex

Colchester, United Kingdom

37.03312.66
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

39.56501.02
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.342124.51
31Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

41.38952.9
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.46542.29
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

42.211215.07
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.27621.9
34Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.21260.86
35Barcelona School of Economics (BSE)

Barcelona, Spain

43.511672.83
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.38330.95
37Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.88221.26
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.21591.32
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.63521.3
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

50.87130.16
39Brookings Institution

Washington, District of Columbia (USA)

50.87380.16
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.38430.39
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

51.67683.06
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.021312.88
43International Monetary Fund (IMF)

Washington, District of Columbia (USA)

55.535067.33
44Università Commerciale Luigi Bocconi

Milano, Italy

57.821652.78
45Department of Economics, Indiana University

Bloomington, Indiana (USA)

58.02311.95
46Department of Economics, Cornell University

Ithaca, New York (USA)

58.62471.09
47Department of Economics, McGill University

Montréal, Canada

59.26351.35
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.49162.82
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.62610.61
49Economics Department, Yale University

New Haven, Connecticut (USA)

61.94590.45
50Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

64.5630.48
51Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.031152.99
52Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

67.18620.87
53Tinbergen Instituut

Amsterdam, Netherlands

68.311243.33
54Business School, University of Exeter

Exeter, United Kingdom

70.03511.09
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

70.71191.97
55School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.72672.1
56Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.12301.73
57Department of Economics, New York University (NYU)

New York City, New York (USA)

71.5580.88
58Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.71032.35
59Department of Economics, University College London (UCL)

London, United Kingdom

72.86691.13
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

74.7720.11
60Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

75.051242.57
61Business School, King's College London

London, United Kingdom

76.41321.4
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

80.4671.56
62Economics Department, Queen's University

Kingston, Canada

84.67481.25
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

85.351191.09
63Department of Economics, University of Warwick

Coventry, United Kingdom

85.35931.49
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

85.35731.09
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.84600.67
66Department of Economics, University of Toronto

Toronto, Canada

89.05761.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.92331.27
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

91.98104.92
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

92.47971.81
68Department of Economics, Emory University

Atlanta, Georgia (USA)

92.51311.97
69Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

92.7310.55
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

93.96501.25
70Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

94.63263.01
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

95.12402
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

96.76231.91
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

99.2380.72
73Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

101.491143.61
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.961400.98
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

102.0370.38
75Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

102.07342.46
---Department of Economics, Krannert School of Management, Purdue University

West Lafayette, Indiana (USA)

102.07302.46
76Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

102.94642.84
77Business School, University of Technology Sydney

Sydney, Australia

103.63912.24
78Athens University of Economics and Business (AUEB)

Athens, Greece

104.3903.02
79School of Business and Economics, Maastricht University

Maastricht, Netherlands

104.76975.03
80Institute of Labor Economics (IZA)

Bonn, Germany

109.879740.57
81Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

112.4481.72
82Department of Economics, Korea University

Seoul, South Korea

112.66281.28
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.96921.87
84Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

113.04340.43
85Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

113.43481.48
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.18221.49
86École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

120.511222.64
87Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.95330.58
88Deutsche Bundesbank

Frankfurt, Germany

121.131732.66
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

122.26100.88
90Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

122.76310.6
91Department of Economics, University of California-Riverside

Riverside, California (USA)

123.4271.1
92Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

124.98130.4
93Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.54430.46
94Bank of England

London, United Kingdom

127.262082.62
95Crawford School of Public Policy, Australian National University

Canberra, Australia

127.331770.86
96Sveriges Riksbank

Stockholm, Sweden

128.12362.58
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

128.75123.71
97Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

128.94410.68
98Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

128.96260.5
99Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

129.27540.61
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

129.53190.2
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

129.53540.2
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

129.7311.24
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.8470.65
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

134.2682.13
103Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.87342.42
104Economics Department, University of Essex

Colchester, United Kingdom

135.08451.51
105Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

137.051681.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

137.05951.67
106Department of Economics, University of Houston

Houston, Texas (USA)

138.63231.21
107Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

139.76742.28
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.05401.18
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

140.94780.83
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

141.4401.3
108W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

141.4481.3
109College of Economics, Sogang University

Seoul, South Korea

143.11230.75
110Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

144.591792.04
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.92561.99
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

144.96672.85
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

145.51200.45
111Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

145.51430.45
112Banca d'Italia

Roma, Italy

147.093053.73
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

147.2730.55
113Management School, University of Liverpool

Liverpool, United Kingdom

147.93372.42
114Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

148.77711.18
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

148.9961
115Sauder School of Business, University of British Columbia

Vancouver, Canada

148.99251
116Department of Economics, University of Birmingham

Birmingham, United Kingdom

149.49541.62
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

149.65320.29
117Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.11500.58
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.41013.28
119BI Handelshøyskolen

Oslo, Norway

153.23551.05
120Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

155.5540.58
121Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

156.12862.24
122Toulouse School of Economics (TSE)

Toulouse, France

157.81561.24
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

158.36682.01
123Management School, Lancaster University

Lancaster, United Kingdom

158.54673.57
124School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

159.79570.71
125Centre for Economic Policy Research (CEPR)

London, United Kingdom

159.833660.29
126Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

164.63100.9
127Banco de España

Madrid, Spain

166.941152.82
128Faculty of Business and Economics, Macquarie University

Sydney, Australia

168.69441.72
129Department of Economics, University of Maryland

College Park, Maryland (USA)

168.98501.58
130Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

169.05310.58
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

169.89490.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

170.3281
131Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

171.35390.89
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

171.82230.64
---Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze

Firenze, Italy

175.48181.78
132Graduate School of Business, Columbia University

New York City, New York (USA)

177.28550.15
133Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

179.29171.46
134Warwick Business School, University of Warwick

Coventry, United Kingdom

179.56271.92
135Institute for Fiscal Studies (IFS)

London, United Kingdom

179.7750.19
136Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

182.09461.6
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

182.09391.6
137Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

182.71260.53
138Handelshögskolan, Örebro Universitet

Örebro, Sweden

184.56241.82
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

185.02280.52
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

186.57480.94
140ESSEC Business School

Cergy-Pontoise, France

188.09352.16
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

189.58472.85
141Federal Reserve Bank of New York

New York City, New York (USA)

191.39881.21
142School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

193.461441.39
143Bank of Canada

Ottawa, Canada

193.831813.68
144Department of Economics, University of Oregon

Eugene, Oregon (USA)

194.86270.49
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

196.26991.36
145Business School, Queensland University of Technology

Brisbane, Australia

196.39351.48
146Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

197.13200.95
147Economics Department, Williams College

Williamstown, Massachusetts (USA)

199.6310.28
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

204.64270.12
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.84270.27
148Faculty of Economics, University of Tokyo

Tokyo, Japan

207401.03
---Department of Economics, London Business School (LBS)

London, United Kingdom

207.36150.4
149London Business School (LBS)

London, United Kingdom

207.36320.4
150Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

208.58363.01
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

208.58253.01
151Economics Division, University of Southampton

Southampton, United Kingdom

208.99332.23
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

209.2120.26
152Henley Business School, University of Reading

Reading, United Kingdom

209.2310.26
153School of Economics, University of Manchester

Manchester, United Kingdom

214.5550.78
154School of Economics and Management, Tsinghua University

Beijing, China

214.87231.03
---Department of Economics, Faculty of Business and Economics, Macquarie University

Sydney, Australia

215.35301.37
155Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

216.37301.47
156Department of Economics, University of California-Santa Barbara (UCSB)

Santa Barbara, California (USA)

217.42340.31
157LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

219.78341.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 799 authors affiliated with 1572 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.82
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)

3.67
3Clive W. J. Granger †

3.88
4Pierre Perron

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

5.16
5Tim Bollerslev

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

5.32
6Mohammad Hashem Pesaran

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

8.47
7Mark W. Watson

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

10.69
8Jushan Bai

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

12.95
9Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.56
10Francis X. Diebold

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

14.48
11Robert Taylor

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

14.58
12Charles R. Nelson

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

16.14
13Donald W. K. Andrews

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

16.39
14Serena Ng

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

19.83
15Andrew C. Harvey

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

20.16
16Timo Terasvirta

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

20.28
17Yongcheol Shin

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

21.31
18Helmut Luetkepohl

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

22.11
19Kenneth D. West

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

22.27
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.59
21Lars Peter Hansen

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

23.09
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.7
23James H. Stock

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

24.94
24James Hamilton

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

25.24
25Neil Shephard

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

25.67
26Joon Y. Park

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

25.9
27George Kapetanios

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

25.95
28Stephen Leybourne

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

26.12
29George Tauchen

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

26.19
30Pentti Saikkonen

26.85
31Torben G. Andersen

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

27.71
32Thomas J. Sargent

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

30
33Todd Clark

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

31.44
34Halbert White †

31.5
35Graham Elliott

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

33.28
36Adrian Rodney Pagan

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

33.85
37Allan Timmermann

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

35.26
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.37
39Andrew Patton

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

39.46
40Manuel Arellano

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

41.3
41Lutz Kilian

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

41.73
42Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

41.8
43Peter Reinhard Hansen

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

42.38
44David I. Harvey

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

42.64
45Massimiliano 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

42.95
46Siem Jan Koopman

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

47.49
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

49.28
48Chang-Jin Kim

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

51.92
49Ole E. Barndorff-Nielsen †

51.99
50Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.52
51Michael McCracken

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

54.29
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

54.34
53Lawrence J. Christiano

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

57.11
54Michael McAleer †

58.25
55Lajos Horvath

59.53
56Giuseppe Cavaliere

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

59.78
57Jean-Michel Zakoian

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

60.7
58Luis Alberiko Gil-Alana

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

61.63
59Asger Lunde

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

63.92
60Frank Schorfheide

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

66.99
61Cheng Hsiao

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

67.37
62Timothy Vogelsang

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

67.85
63Yacine Ait-Sahalia

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

69.13
64Sebastian Kripfganz

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

69.62
65Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

69.83
66James MacKinnon

Economics Department, Queen's University, Kingston, Canada

70.95
67Jonathan H. Wright

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

71.85
68Marco Lippi

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

72.14
69Donggyu Sul

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

72.33
70Atsushi Inoue

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

72.36
71Oliver Bruce Linton

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

72.64
72Joerg Breitung

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

74.47
73Chihwa Kao

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

76.04
74Zhijie Xiao

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

77.22
75Domenico Giannone

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

78.82
76Lucrezia Reichlin

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

79.26
77Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

79.43
78Norman Rasmus Swanson

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

80.8
79Rob J Hyndman

Department of Econometrics and Business Statistics, Monash Business School, Monash University, Melbourne, Australia

82

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