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

What this page is about

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 8763 institutions with 67128 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 800 authors affiliated with 1580 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.03471.72
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.58532.23
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

5.3511611.59
4Singapore Management University

Singapore, Singapore

5.4385.96
---School of Economics, Singapore Management University

Singapore, Singapore

7.34345.96
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.45551.07
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.6770.97
7Department of Economics, Boston University

Boston, Massachusetts (USA)

7.86691.79
8Monash Business School, Monash University

Melbourne, Australia

9.1819011.72
9Department of Economics, University of Southern California

Los Angeles, California (USA)

9.28701.08
10Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.63740.85
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.76449.27
11Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

12.43160.52
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.863910.88
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.94481.51
13Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.91531.35
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.92532.02
15Department of Economics, University of Washington

Seattle, Washington (USA)

15.7211.83
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.85804.58
17European Central Bank

Frankfurt am Main, Germany

17.872598.68
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.45642.28
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

21.03370.68
20Department of Economics and Related Studies, University of York

York, United Kingdom

22.62844.05
21Department of Economics, Oxford University

Oxford, United Kingdom

22.761823.33
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.821233.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

24.79200.3
23Business School, University of Auckland

Auckland, New Zealand

24.79240.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.73571.2
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

33.53170.55
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.67803.21
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.844720.59
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.77780.66
28Essex Business School, University of Essex

Colchester, United Kingdom

36.16312.49
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

39.04501.03
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

40.48942.9
31Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

40.592134.61
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.69552.32
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.081235.24
33Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

42.41621.9
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.53330.95
35Barcelona School of Economics (BSE)

Barcelona, Spain

43.671652.83
36Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.72270.86
37Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

47.98601.32
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

48.9221.26
39School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

49.64693.04
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.74531.3
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.43420.39
41Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.631312.84
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

54.07130.15
42Brookings Institution

Washington, District of Columbia (USA)

54.07380.15
43Università Commerciale Luigi Bocconi

Milano, Italy

54.271652.96
44Department of Economics, Indiana University

Bloomington, Indiana (USA)

54.97311.95
45International Monetary Fund (IMF)

Washington, District of Columbia (USA)

55.965077.33
46Department of Economics, Cornell University

Ithaca, New York (USA)

57.89491.09
47Department of Economics, McGill University

Montréal, Canada

59.6341.35
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.16162.82
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.78610.61
49Economics Department, Yale University

New Haven, Connecticut (USA)

62.5590.45
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

62.86620.87
51Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

64.53630.48
52Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

64.841153
53Tinbergen Instituut

Amsterdam, Netherlands

66.651243.33
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

69.25192.03
54School of Economics and Finance, Queen Mary University of London

London, United Kingdom

70.18662.1
55Department of Economics, University College London (UCL)

London, United Kingdom

71.17701.13
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

71.871032.35
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.92301.73
58Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

72.371242.59
59Business School, University of Exeter

Exeter, United Kingdom

73.76511.06
60Department of Economics, New York University (NYU)

New York City, New York (USA)

74.25570.88
61Business School, King's College London

London, United Kingdom

74.99331.38
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

77.8220.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

81.1171.56
62Economics Department, Queen's University

Kingston, Canada

83.7471.25
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

83.921191.09
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

83.92721.09
64Department of Economics, University of Warwick

Coventry, United Kingdom

85.39941.49
65Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.72600.67
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.85341.27
66Department of Economics, University of Toronto

Toronto, Canada

91.28761.22
67Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

92.22104.92
68DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.991390.68
69Department of Economics, Emory University

Atlanta, Georgia (USA)

93.34311.97
---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

93.39501.25
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

94.1951.81
70Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.65231.91
71Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

94.72310.55
72Department of Economics, Ohio State University

Columbus, Ohio (USA)

95.03402
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.16263.01
74Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

98.311153.62
75Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

99.56342.46
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

99.56302.46
76Athens University of Economics and Business (AUEB)

Athens, Greece

99.67903.09
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

101.07380.69
77School of Business and Economics, Maastricht University

Maastricht, Netherlands

101.89985.04
78Business School, University of Technology Sydney

Sydney, Australia

101.9912.24
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

102.670.38
79Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

110.89491.72
80Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

112.47632.54
81Department of Economics, Korea University

Seoul, South Korea

113.03281.28
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

114.28340.43
83Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

114.34921.85
84Institute of Labor Economics (IZA)

Bonn, Germany

114.519720.57
85Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

115.61471.48
86Deutsche Bundesbank

Frankfurt, Germany

117.831732.68
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.69221.49
87Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

120.66100.88
88Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

121.09130.4
89Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

121.14330.58
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

123.381252.61
91Bank of England

London, United Kingdom

123.432102.79
92Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

123.93400.46
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

124.81123.71
93Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

125.11310.6
94Crawford School of Public Policy, Australian National University

Canberra, Australia

126.721790.86
95Department of Economics, University of California-Riverside

Riverside, California (USA)

127.09271.1
96Département de Sciences Économiques, Université de Montréal

Montréal, Canada

129.04311.24
97Sveriges Riksbank

Stockholm, Sweden

129.1362.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

132.58200.44
98Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

132.58430.44
99Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

132.71590.6
100Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

133.44352.42
101Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

133.45260.5
102Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

133.7470.65
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.69180.2
103Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.69530.2
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

135.9282.13
104Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.581701.67
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.58961.67
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

136.79401.18
105Economics Department, University of Essex

Colchester, United Kingdom

138.97471.39
106College of Economics, Sogang University

Seoul, South Korea

140.47230.75
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

141.05790.83
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

142.27682.85
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

142.61391.3
107W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

142.61471.3
108Department of Economics, University of Houston

Houston, Texas (USA)

142.97231.21
109Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

143.811752.04
110BI Handelshøyskolen

Oslo, Norway

143.84561.09
111Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.34711.18
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

148.08320.29
112Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.06732.14
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

149.06562.14
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

149.1330.55
113Economics Department, Georgetown University

Washington, District of Columbia (USA)

149.71490.58
114Department of Economics, University of Birmingham

Birmingham, United Kingdom

150.19541.6
115Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

151.011003.28
116Department of Economics, University of Maryland

College Park, Maryland (USA)

152.19501.66
117Banca d'Italia

Roma, Italy

153.693063.62
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

154.0761
118Sauder School of Business, University of British Columbia

Vancouver, Canada

154.07251
119Management School, Lancaster University

Lancaster, United Kingdom

154.43673.57
120Toulouse School of Economics (TSE)

Toulouse, France

156.241541.23
121Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

156.97550.58
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

157.58672.01
122Management School, University of Liverpool

Liverpool, United Kingdom

158.75362.42
123School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

163.31590.7
124Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

166.15100.9
125Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

166.17380.84
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

166.85490.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

166.9481
126Centre for Economic Policy Research (CEPR)

London, United Kingdom

166.953640.28
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

167.18320.58
128Banco de España

Madrid, Spain

167.751202.82
129Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

170.38181.78
130Faculty of Business and Economics, Macquarie University

Sydney, Australia

172.27441.69
131Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

174.12471.63
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

174.12401.63
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

174.71230.64
132Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

176.94161.46
133Warwick Business School, University of Warwick

Coventry, United Kingdom

178.3271.92
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.31260.53
135Institute for Fiscal Studies (IFS)

London, United Kingdom

179.77760.19
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

182.37280.52
136Graduate School of Business, Columbia University

New York City, New York (USA)

184.57550.15
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

188.48462.85
137Bank of Canada

Ottawa, Canada

189.911793.7
138ESSEC Business School

Cergy-Pontoise, France

190.08342.16
139Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

192.11480.89
140School of Economics and Management, Tsinghua University

Beijing, China

192.27231.04
141School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

192.81421.39
142Federal Reserve Bank of New York

New York City, New York (USA)

193.07901.21
143Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

195.49210.95
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

195.79971.36
144Economics Department, Williams College

Williamstown, Massachusetts (USA)

197.96320.28
145Business School, Queensland University of Technology

Brisbane, Australia

200.7351.48
146Faculty of Economics, University of Tokyo

Tokyo, Japan

201.25401.03
147Department of Economics, University of Oregon

Eugene, Oregon (USA)

201.56270.49
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.57270.27
148Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

204.99373.03
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

204.99263.03
149Economics Division, University of Southampton

Southampton, United Kingdom

206.8322.23
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

208.12120.26
150Henley Business School, University of Reading

Reading, United Kingdom

208.12310.26
151DeGroote School of Business, McMaster University

Hamilton, Canada

209.7882.15
---Department of Economics, London Business School (LBS)

London, United Kingdom

209.91140.4
152London Business School (LBS)

London, United Kingdom

209.91310.4
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

211.39260.12
153Division of Economics, Seoul National University

Seoul, South Korea

211.85250.83
154College of Business and Economics, Yonsei University

Seoul, South Korea

212.51291.38
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

212.51281.38
155School of Economics, University of Manchester

Manchester, United Kingdom

212.95550.78
156Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

213.26301.47
---Department of Economics, Faculty of Business and Economics, Macquarie University

Sydney, Australia

214.63301.33
157London School of Economics (LSE)

London, United Kingdom

218.513380.95
158Handelshögskolan, Örebro Universitet

Örebro, Sweden

221.4220.95

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 800 authors affiliated with 1580 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.63
2Clive W. J. Granger †

3.72
3Robert 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)

4.35
4Pierre Perron

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

5.13
5Tim Bollerslev

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

5.75
6Mohammad Hashem Pesaran

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

8.31
7Mark W. Watson

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

10.92
8Robert Taylor

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

13.04
9Jushan Bai

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

13.05
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.9
11Francis X. Diebold

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

14.84
12Donald W. K. Andrews

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

15.96
13Charles R. Nelson

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

17.05
14Timo 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

19.53
15Serena Ng

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

19.74
16Helmut Luetkepohl

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

19.77
17Andrew C. Harvey

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

20.18
18Yongcheol Shin

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

20.83
19Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.21
20Kenneth D. West

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

23.47
21Neil Shephard

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

23.76
22Lars Peter Hansen

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

24.15
23Joon Y. Park

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

24.68
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.84
25James H. Stock

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

24.89
26George Tauchen

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

25.19
27Pentti Saikkonen

25.29
28Stephen Leybourne

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

25.76
29George Kapetanios

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

26.61
30James Hamilton

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

26.75
31Torben G. Andersen

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

29.18
32Halbert White †

30.11
33Todd Clark

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

30.81
34Adrian Rodney Pagan

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

32.25
35Thomas J. Sargent

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

32.95
36Allan Timmermann

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

33.39
37Graham Elliott

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

34.48
38Andrew Patton

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

37.07
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.42
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.51
41Lutz Kilian

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

41.53
42Manuel Arellano

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

41.63
43Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

42.46
44David I. Harvey

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

43.7
45Peter Reinhard Hansen

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

43.71
46Siem Jan Koopman

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

45.56
47Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

49.67
48Michael McCracken

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

51.37
49Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.95
50Ole E. Barndorff-Nielsen †

52.06
51Chang-Jin Kim

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

52.81
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

54.44
53Lajos Horvath

57.61
54Michael McAleer †

57.75
55Luis Alberiko Gil-Alana

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

57.91
56Lawrence J. Christiano

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

58.88
57Jean-Michel Zakoian

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

60.9
58Giuseppe Cavaliere

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

61.1
59Asger Lunde

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

63.65
60Timothy Vogelsang

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

65.38
61Cheng Hsiao

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

65.55
62Frank Schorfheide

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

67.95
63Oliver Bruce Linton

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

69.37
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.39
65Yacine Ait-Sahalia

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

70.68
66Atsushi Inoue

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

71.06
67Zhijie Xiao

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

71.82
68Donggyu Sul

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

71.96
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.96
70Marco Lippi

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

73.73
71Jonathan H. Wright

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

74.1
72Chihwa Kao

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

74.66
73Sebastian Kripfganz

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

75.28
74Joerg Breitung

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

75.37
75Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

79.52
76Lucrezia Reichlin

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

80.84
77Christian Francq

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

81.18
78Domenico Giannone

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

81.32
79Rob J Hyndman

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

84.77
80Mario Forni

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

85.48

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