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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of January 2024

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 8816 institutions with 67996 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 775 authors affiliated with 1595 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

3.05491.72
2Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.33532.23
3Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.5511511.85
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.47541.07
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.7270.97
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.24691.78
7Singapore Management University

Singapore, Singapore

8.69385.33
8Monash Business School, Monash University

Melbourne, Australia

8.7719511.65
9Department of Economics, University of Southern California

Los Angeles, California (USA)

8.95731.08
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

9.33160.52
---School of Economics, Singapore Management University

Singapore, Singapore

10.43335.32
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.84531.88
12Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.48740.86
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.61449.28
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.783910.81
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.35501.51
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

14.05572.02
15Økonomisk Institut, Københavns Universitet

København, Denmark

16.07804.58
16European Central Bank

Frankfurt am Main, Germany

16.522638.78
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.82642.28
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.48360.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

22.02874.03
20Department of Economics, University of Washington

Seattle, Washington (USA)

22.03211.62
21Department of Economics, Oxford University

Oxford, United Kingdom

22.831813.45
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.191203.44
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

25.85200.3
23Business School, University of Auckland

Auckland, New Zealand

25.85250.3
24Economics Department, Michigan State University

East Lansing, Michigan (USA)

26.21581.2
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

32.22190.55
25National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

32.814740.59
26Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

33.27883.36
27Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.65820.66
28International Monetary Fund (IMF)

Washington, District of Columbia (USA)

34.495167.47
29Essex Business School, University of Essex

Colchester, United Kingdom

36.05302.49
30Federal Reserve Bank of Dallas

Dallas, Texas (USA)

38.25511.09
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

39.99582.27
31Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

41.73932.86
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.761277.2
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

42.6280.88
34Barcelona School of Economics (BSE)

Barcelona, Spain

43.571673.02
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.71330.98
36Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.77621.89
37Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

46.992154.07
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.91601.21
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.07231.25
40Department of Economics, Northwestern University

Evanston, Illinois (USA)

50.33430.39
41School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.42683
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.38531.19
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

53.271332.84
43Università Commerciale Luigi Bocconi

Milano, Italy

54.611692.92
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

55.68140.15
44Brookings Institution

Washington, District of Columbia (USA)

55.68400.15
45Department of Economics, Cornell University

Ithaca, New York (USA)

56.15491.09
46Department of Economics, McGill University

Montréal, Canada

59.62341.48
47Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.19620.44
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.34173.78
48Economics Department, Yale University

New Haven, Connecticut (USA)

61.38590.45
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.43640.61
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

66.07650.89
51Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.271183
52Business School, University of Exeter

Exeter, United Kingdom

68.58521.04
53Department of Economics, Indiana University

Bloomington, Indiana (USA)

69.96311.71
54Tinbergen Instituut

Amsterdam, Netherlands

69.981243.34
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

70.35222.03
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70.721012.37
56School of Economics and Finance, Queen Mary University of London

London, United Kingdom

71.15682.09
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

71.53291.71
58Department of Economics, New York University (NYU)

New York City, New York (USA)

71.95610.88
59Department of Economics, University College London (UCL)

London, United Kingdom

72.77711.13
60Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

75.11272.62
61Business School, King's College London

London, United Kingdom

77.12331.38
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

78.2620.11
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

84.0771.56
62Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

84.14590.68
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

85.121201.08
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

85.12711.08
64Economics Department, Queen's University

Kingston, Canada

86.96531.22
65Department of Economics, University of Warwick

Coventry, United Kingdom

87.83951.49
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

88.83331.29
66Deutsche Bundesbank

Frankfurt, Germany

89.981753.42
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

90.49982
67Department of Economics, Emory University

Atlanta, Georgia (USA)

91.39321.97
68Department of Economics, University of Toronto

Toronto, Canada

91.79771.22
69DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.031380.67
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

92.98390.66
70Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

93.19421.41
71Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

93.3310.38
---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

93.53491.24
72Department of Economics, Ohio State University

Columbus, Ohio (USA)

94.79402
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.79263.01
74Athens University of Economics and Business (AUEB)

Athens, Greece

95.9903.16
75Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

97.05231.91
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.8494.79
77Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

98.731143.62
78Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

100.64352.47
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

100.64312.47
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

101.7570.38
79School of Business and Economics, Maastricht University

Maastricht, Netherlands

103.19995.07
80Business School, University of Technology Sydney

Sydney, Australia

103.36922.24
81Faculty of Business Administration, University of Macau

Macau, Macao

105.0670.63
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

111.21360.48
83Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

112.42491.72
84Department of Economics, Korea University

Seoul, South Korea

113.45281.28
85Institute of Labor Economics (IZA)

Bonn, Germany

115.089670.57
86Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

116.13632.54
87Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

116.42121.24
88Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.71941.85
89Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

118.56471.48
90Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

119.83330.58
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

122.39211.46
91Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

124.15120.4
92Department of Economics, University of California-Riverside

Riverside, California (USA)

125.04281.11
93École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

125.341252.61
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

125.37123.74
94Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

126.08410.46
95Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

127.02440.68
96Crawford School of Public Policy, Australian National University

Canberra, Australia

128.111770.87
97Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

130.18480.65
98Département de Sciences Économiques, Université de Montréal

Montréal, Canada

130.19311.24
99Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

130.42310.56
100Sveriges Riksbank

Stockholm, Sweden

130.64362.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

131.19210.44
101Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

131.19450.44
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.77190.19
102Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

131.771721.93
101Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

131.77530.19
104Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

132.88221.48
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

133.23600.6
106Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

133.58270.5
107Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.92352.42
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

135.11961.68
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

138.12401.18
108College of Economics, Sogang University

Seoul, South Korea

139.81230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

140.04662.85
109Department of Economics, University of Houston

Houston, Texas (USA)

140.15231.21
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

140.6682.13
110Economics Department, University of Essex

Colchester, United Kingdom

140.76471.39
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

143.04800.84
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.52411.3
111W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.52511.3
112Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

144.81772.04
113Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

146.97711.17
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.76510.83
115Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.221003.32
116Department of Economics, University of Maryland

College Park, Maryland (USA)

152.44511.66
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

153.01320.26
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

153.0830.55
117Management School, Lancaster University

Lancaster, United Kingdom

154.84673.57
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

156.0961
118Sauder School of Business, University of British Columbia

Vancouver, Canada

156.09251
119Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

158.15721.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

158.15551.95
120Banca d'Italia

Roma, Italy

158.613083.57
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

159.53682.01
121Toulouse School of Economics (TSE)

Toulouse, France

159.781541.23
122Centre for Economic Policy Research (CEPR)

London, United Kingdom

160.353710.29
123Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

161.61540.58
124Banco de España

Madrid, Spain

163.261242.85
125Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

164.59191.78
126Management School, University of Liverpool

Liverpool, United Kingdom

165.19372.38
127Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

165.69100.9
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

167.51490.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.3781
128Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

168.97271.15
129BI Handelshøyskolen

Oslo, Norway

169.82560.92
130Bank of England

London, United Kingdom

170.382092.47
131Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

170.99330.58
132School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

173.04570.7
133Faculty of Business and Economics, Macquarie University

Sydney, Australia

176.12431.68
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

177.18270.48
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

177.64290.56
135Institute for Fiscal Studies (IFS)

London, United Kingdom

178.75780.2
136Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.25471.63
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

180.25401.63
137Graduate School of Business, Columbia University

New York City, New York (USA)

181.93560.15
138Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

182.34171.45
139Warwick Business School, University of Warwick

Coventry, United Kingdom

183.32281.92
140London School of Economics (LSE)

London, United Kingdom

187.163431.1
141Department of Economics, University of Birmingham

Birmingham, United Kingdom

189.88531.22
142ESSEC Business School

Cergy-Pontoise, France

191.32352.13
143Federal Reserve Bank of New York

New York City, New York (USA)

192.2961.29
144Bank of Canada

Ottawa, Canada

192.841783.5
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

193.15462.85
145Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

195.04500.89
146Economics Department, Williams College

Williamstown, Massachusetts (USA)

198.75320.28
147Department of Economics, University of Oregon

Eugene, Oregon (USA)

199.15270.49
148School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

200.661461.38
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

203.241021.35
149Business School, Queensland University of Technology

Brisbane, Australia

203.91361.48
150School of Economics and Management, Tsinghua University

Beijing, China

207.13241.04
151Faculty of Economics, University of Tokyo

Tokyo, Japan

208.29401.03
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

208.59270.12
152School of Economics, University of Manchester

Manchester, United Kingdom

209.24570.79
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

209.55120.26
153Henley Business School, University of Reading

Reading, United Kingdom

209.55310.26
---Department of Economics, London Business School (LBS)

London, United Kingdom

209.83140.4
154London Business School (LBS)

London, United Kingdom

209.83320.4
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

210.89270.27
155Economics Division, University of Southampton

Southampton, United Kingdom

210.98322.23
156Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.9382.95
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

211.9272.95
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

213.47230.47
157Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

214.24311.46
158College of Business and Economics, Yonsei University

Seoul, South Korea

215.47291.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

215.47271.37
159Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

215.65502.06

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 775 authors affiliated with 1595 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 †

3.55
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)

4.41
4Pierre Perron

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

5.1
5Tim Bollerslev

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

5.9
6Mohammad Hashem Pesaran

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

7.61
7Mark W. Watson

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

9.86
8Jushan Bai

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

12.55
9Robert Taylor

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

13.46
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.53
11Francis X. Diebold

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

14.71
12Donald W. K. Andrews

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

14.81
13Charles R. Nelson

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

16.53
14Helmut Luetkepohl

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

18.42
15Timo 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

19.13
16Serena Ng

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

19.86
17Yongcheol Shin

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

19.87
18Andrew C. Harvey

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

20.27
19Kenneth D. West

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

21.88
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.98
21Lars Peter Hansen

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

23.4
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.9
23James H. Stock

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

24.73
24James Hamilton

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

25.32
25Stephen Leybourne

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

25.4
26Pentti Juhani Saikkonen

26.15
27George Tauchen

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

26.23
28Neil Shephard

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

26.45
29George Kapetanios

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

27.01
30Torben G. Andersen

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

27.03
31Thomas J. Sargent

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

29.14
32Todd Clark

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

30.19
33Adrian Rodney Pagan

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

31.61
34Halbert White †

32.61
35Allan Timmermann

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

33.84
36Graham Elliott

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

34.48
37Andrew Patton

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

37.06
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.27
39Massimiliano 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

40.08
40Manuel Arellano

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

40.37
41Joon Y. Park

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

40.59
42Lutz Kilian

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

40.8
43Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

41.81
44Peter Reinhard Hansen

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

43.26
45David I. Harvey

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

44.18
46Siem Jan Koopman

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

45.53
47Jun Yu

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

49.22
48Ole E. Barndorff-Nielsen †

51.17
49Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

51.28
50Luc 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

52.86
51Chang-Jin Kim

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

52.93
52Michael McCracken

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

53.18
53Lawrence J. Christiano

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

56.26
54Lajos Horvath

57.43
55Michael McAleer †

58.85
56Luis Alberiko Gil-Alana

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

60.15
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

61.93
58Jean-Michel Zakoian

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

62.5
59Cheng Hsiao

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

65.63
60Asger Lunde

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

66.08
61Frank Schorfheide

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

66.59
62Yacine Ait-Sahalia

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

68.3
63Timothy Vogelsang

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

69.09
64James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.31
65Jonathan H. Wright

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

69.35
66Oliver Bruce Linton

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

70.83
67Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

70.88
68Atsushi Inoue

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

71.17
69Donggyu Sul

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

71.6
70Chihwa Kao

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

75.52
71Joerg Breitung

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

75.86
72Marco Lippi

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

76.31
73Domenico Giannone

International Monetary Fund (IMF), Washington, District of Columbia (USA)

78.79
74Zhijie Xiao

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

79.01
75Lucrezia Reichlin

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

79.04
76Norman Rasmus Swanson

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

79.49
77Christian Francq

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

80.53

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