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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 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 8785 institutions with 67523 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 802 authors affiliated with 1586 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.93471.72
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.55522.17
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.5811611.84
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.16541.07
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.6770.97
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.17681.78
7Monash Business School, Monash University

Melbourne, Australia

8.5719211.67
8Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.82160.52
9Department of Economics, University of Southern California

Los Angeles, California (USA)

9.08701.08
10Singapore Management University

Singapore, Singapore

9.85385.33
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.17521.88
---School of Economics, Singapore Management University

Singapore, Singapore

11.4335.32
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.69449.27
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.28491.5
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.83740.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.843910.83
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.57552.02
15Department of Economics, University of Washington

Seattle, Washington (USA)

15.85211.85
16European Central Bank

Frankfurt am Main, Germany

16.22618.79
17Økonomisk Institut, Københavns Universitet

København, Denmark

16.92804.58
18Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.99662.28
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.5360.68
20Department of Economics and Related Studies, University of York

York, United Kingdom

22.32864.04
21Department of Economics, Oxford University

Oxford, United Kingdom

22.411833.44
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.021203.44
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.89581.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.02200.3
24Business School, University of Auckland

Auckland, New Zealand

27.02240.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

32.23180.55
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

32.48873.38
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

33.964730.58
27Essex Business School, University of Essex

Colchester, United Kingdom

34.57302.49
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.73790.66
29Federal Reserve Bank of Dallas

Dallas, Texas (USA)

36.85501.09
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40582.29
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

40.31932.86
31School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.251245.2
32Barcelona School of Economics (BSE)

Barcelona, Spain

42.21643.02
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

42.9280.88
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.68330.98
35Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

44.592144.12
36School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.01682.64
37Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.03601.22
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.34231.25
39Department of Economics, Northwestern University

Evanston, Illinois (USA)

51.26420.39
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.29531.2
40Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.581332.84
41Department of Economics, Cornell University

Ithaca, New York (USA)

54.78481.09
42International Monetary Fund (IMF)

Washington, District of Columbia (USA)

55.555137.24
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

56.05130.15
43Brookings Institution

Washington, District of Columbia (USA)

56.05370.15
44Department of Economics, McGill University

Montréal, Canada

57.56341.48
45Università Commerciale Luigi Bocconi

Milano, Italy

58.611682.88
46Economics Department, Yale University

New Haven, Connecticut (USA)

59.84590.45
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

60.13162.78
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.72620.61
48Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

61.37620.44
49Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

62.36621.32
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

62.86620.89
51Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.911183
52Department of Economics, Indiana University

Bloomington, Indiana (USA)

67.24301.71
53Tinbergen Instituut

Amsterdam, Netherlands

68.111243.34
54Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

69.061262.69
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

69.26222.03
55Business School, University of Exeter

Exeter, United Kingdom

70.61511.04
56Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.781012.35
57School of Economics and Finance, Queen Mary University of London

London, United Kingdom

71.32662.1
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.37291.71
59Department of Economics, University College London (UCL)

London, United Kingdom

71.69701.13
60Department of Economics, New York University (NYU)

New York City, New York (USA)

72.15590.88
61Business School, King's College London

London, United Kingdom

75.6321.38
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

76.5720.11
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.051191.08
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

84.05721.08
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

85.3671.56
63Economics Department, Queen's University

Kingston, Canada

86.36531.22
64Department of Economics, University of Warwick

Coventry, United Kingdom

87.05941.49
65Deutsche Bundesbank

Frankfurt, Germany

89.161753.42
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

89.17952
66Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

89.31290.56
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

89.39331.27
67Department of Economics, Emory University

Atlanta, Georgia (USA)

89.58321.97
68DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.531390.67
69Department of Economics, Ohio State University

Columbus, Ohio (USA)

91.99402
---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

93.4501.24
70Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

93.56421.41
71Department of Economics, University of Toronto

Toronto, Canada

94.15771.22
72Athens University of Economics and Business (AUEB)

Athens, Greece

94.3903.16
73Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

95.341133.62
74Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.46263.01
75Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

97.99231.91
76Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

98.18352.47
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

98.18312.47
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

99.76380.66
77School of Business and Economics, Maastricht University

Maastricht, Netherlands

103.84985.04
78Business School, University of Technology Sydney

Sydney, Australia

105.03922.24
79Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

105.5594.29
80Faculty of Business Administration, University of Macau

Macau, Macao

109.4770.63
81Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

111.39491.72
82Institute of Labor Economics (IZA)

Bonn, Germany

112.439710.57
83Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

113.22320.43
84Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

113.27622.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

114.4170.32
85Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

114.43941.85
86Department of Economics, Korea University

Seoul, South Korea

115.55281.28
87Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

116.11111.19
88Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

117.46471.48
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

122.47211.46
89Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

122.62120.4
90Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

123.39400.46
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

124.04330.58
92École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

125.081242.61
93Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

125.51420.68
94Department of Economics, University of California-Riverside

Riverside, California (USA)

126.12281.11
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

127.97123.72
95Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

128.27480.65
96Crawford School of Public Policy, Australian National University

Canberra, Australia

128.311770.86
97Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

129.5300.56
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.13180.19
98Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.13520.19
99Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

130.3260.5
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

130.92200.44
100Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

130.92430.44
101Département de Sciences Économiques, Université de Montréal

Montréal, Canada

131.1311.24
102Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

131.81590.6
103Sveriges Riksbank

Stockholm, Sweden

131.9362.58
104Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

132.771711.93
105Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.86362.42
106Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

135.7590.57
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.03951.68
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.8982.13
107Economics Department, University of Essex

Colchester, United Kingdom

137.56471.39
108College of Economics, Sogang University

Seoul, South Korea

138.05230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.92662.85
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

142.33401.18
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

143.06790.83
109Department of Economics, University of Houston

Houston, Texas (USA)

143.19231.21
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.74401.3
110W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.74501.3
111Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

144.12721.17
112Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

144.941762.05
113Department of Economics, University of Maryland

College Park, Maryland (USA)

148.07501.66
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

150.3161
114Sauder School of Business, University of British Columbia

Vancouver, Canada

150.31251
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

151.0330.55
115Department of Economics, University of Birmingham

Birmingham, United Kingdom

151.56531.6
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

151.66320.26
116Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

154.79993.32
117Management School, Lancaster University

Lancaster, United Kingdom

155.66673.57
118Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

156.02540.58
119Banca d'Italia

Roma, Italy

156.743083.57
120Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

157.85721.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

157.85551.95
121Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

157.9211.1
122Toulouse School of Economics (TSE)

Toulouse, France

158.421551.23
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

158.87692.01
123Centre for Economic Policy Research (CEPR)

London, United Kingdom

161.123700.28
124Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

161.59181.78
125School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

161.61570.7
126Management School, University of Liverpool

Liverpool, United Kingdom

162.67372.38
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

165.481
127Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

166.83330.58
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

167.59490.28
128BI Handelshøyskolen

Oslo, Norway

167.97550.92
129Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

170.01100.9
130Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

170.17271.15
131Faculty of Business and Economics, Macquarie University

Sydney, Australia

170.99431.68
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

173.15280.56
132Banco de España

Madrid, Spain

174.131242.77
133Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

177.57260.48
134Institute for Fiscal Studies (IFS)

London, United Kingdom

179.86780.19
135Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

180.15161.45
136Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.77471.63
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.77401.63
137Warwick Business School, University of Warwick

Coventry, United Kingdom

181.67281.92
138London School of Economics (LSE)

London, United Kingdom

182.433441.12
139Graduate School of Business, Columbia University

New York City, New York (USA)

183.44560.15
140Federal Reserve Bank of New York

New York City, New York (USA)

184.13921.3
141Bank of England

London, United Kingdom

187.222091.75
142Bank of Canada

Ottawa, Canada

191.661783.61
143ESSEC Business School

Cergy-Pontoise, France

192.34342.13
144Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

195.47480.89
145School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

195.911391.38
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

196.85462.85
146Economics Department, Williams College

Williamstown, Massachusetts (USA)

197.61320.28
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

198.3951.35
147School of Economics and Management, Tsinghua University

Beijing, China

198.43241.04
148Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.72383.03
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

203.72273.03
149Faculty of Economics, University of Tokyo

Tokyo, Japan

204.44401.03
150Business School, Queensland University of Technology

Brisbane, Australia

205.46361.48
151Economics Division, University of Southampton

Southampton, United Kingdom

206.92332.23
152Department of Economics, University of Oregon

Eugene, Oregon (USA)

209.6270.48
---Department of Economics, London Business School (LBS)

London, United Kingdom

209.92130.4
153London Business School (LBS)

London, United Kingdom

209.92310.4
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

211.12270.12
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

211.73220.47
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

212.05120.26
154Henley Business School, University of Reading

Reading, United Kingdom

212.05310.26
155Division of Economics, Seoul National University

Seoul, South Korea

213.26240.83
156College of Business and Economics, Yonsei University

Seoul, South Korea

213.73291.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

213.73281.37
157Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

214.15311.46
158Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

214.61502.06

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 802 authors affiliated with 1586 institutions.
All authors classified in this field.

RankAuthorScore
1Peter C. B. Phillips

School of Economics, Singapore Management University, Singapore, Singapore

1.71
2Clive W. J. Granger †

3.93
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)

4.52
4Pierre Perron

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

5.09
5Tim Bollerslev

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

5.43
6Mohammad Hashem Pesaran

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

8.09
7Mark W. Watson

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

10.94
8Jushan Bai

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

12.53
9Robert Taylor

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

12.91
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.92
11Donald W. K. Andrews

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

14.46
12Francis X. Diebold

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

14.59
13Charles R. Nelson

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

16.51
14Helmut Luetkepohl

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

18.92
15Serena Ng

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

19.47
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

20.24
17Yongcheol Shin

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

20.63
18Andrew C. Harvey

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

20.84
19Kenneth D. West

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

22.85
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

23.08
21David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.51
22Lars Peter Hansen

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

24.56
23James H. Stock

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

25.05
24Neil Shephard

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

25.11
25Stephen Leybourne

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

25.28
26George Tauchen

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

25.62
27James Hamilton

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

25.97
28Pentti Juhani Saikkonen

26.06
29George Kapetanios

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

27.03
30Torben G. Andersen

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

27.72
31Todd Clark

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

30.36
32Thomas J. Sargent

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

30.81
33Halbert White †

31.94
34Adrian Rodney Pagan

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

32.53
35Graham Elliott

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

33.12
36Allan Timmermann

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

34.41
37Andrew Patton

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

36.5
38Joon Y. Park

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

38.09
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.39
40Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

40.31
41Massimiliano 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

40.71
42Lutz Kilian

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

41.04
43Manuel Arellano

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

41.36
44Peter Reinhard Hansen

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

44.45
45David I. Harvey

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

45.38
46Siem Jan Koopman

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

46.31
47Ole E. Barndorff-Nielsen †

50.76
48Jun Yu

Faculty of Business Administration, University of Macau, Macau, Macao

52.67
49Luc Bauwens

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

53.59
50Michael McCracken

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

53.64
51Chang-Jin Kim

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

53.8
52Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

54.42
53Lawrence J. Christiano

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

58.48
54Lajos Horvath

58.67
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

60.12
56Michael McAleer †

61.16
57Giuseppe Cavaliere

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

61.34
58Jean-Michel Zakoian

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

61.96
59Asger Lunde

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

64.27
60Frank Schorfheide

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

68.01
61Timothy Vogelsang

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

68.06
62Cheng Hsiao

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

68.53
63Jonathan H. Wright

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

68.59
64Oliver Bruce Linton

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

68.67
65Yacine Ait-Sahalia

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

69.4
66James MacKinnon

Economics Department, Queen's University, Kingston, Canada

71.18
67Atsushi Inoue

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

71.34
68Donggyu Sul

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

72.38
69Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.4
70Zhijie Xiao

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

75.14
71Chihwa Kao

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

75.18
72Joerg Breitung

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

76.66
73Marco Lippi

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

77.1
74Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.64
75Christian Francq

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

79.14
76Rob J Hyndman

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

79.35
77Lucrezia Reichlin

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

80.01
78Norman Rasmus Swanson

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

80.12
79Domenico Giannone

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

80.15
80Mario Forni

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

81.01

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