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

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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 8823 institutions with 68131 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 776 authors affiliated with 1603 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.77491.72
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.111411.84
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.45532.23
4Department of Economics, Boston University

Boston, Massachusetts (USA)

6.9691.78
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.47541.07
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.6770.97
7Monash Business School, Monash University

Melbourne, Australia

8.7419511.65
8Department of Economics, University of Southern California

Los Angeles, California (USA)

8.76731.08
9Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

10.15531.88
10Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

10.18160.52
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.11439.27
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

11.35730.86
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.773910.81
12Singapore Management University

Singapore, Singapore

12.89374.49
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.94501.51
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

14572.02
---School of Economics, Singapore Management University

Singapore, Singapore

14.32324.48
15European Central Bank

Frankfurt am Main, Germany

16.162638.75
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.33804.58
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.25652.28
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

20.24360.7
19Department of Economics, University of Washington

Seattle, Washington (USA)

21.48221.62
20Department of Economics and Related Studies, University of York

York, United Kingdom

21.77874.03
21Department of Economics, Oxford University

Oxford, United Kingdom

22.961803.41
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.841203.44
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.38591.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.57200.3
24Business School, University of Auckland

Auckland, New Zealand

27.57250.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.57190.55
25Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

32.71883.35
26Essex Business School, University of Essex

Colchester, United Kingdom

33.11312.49
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

33.174760.59
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.87820.66
29International Monetary Fund (IMF)

Washington, District of Columbia (USA)

34.425167.47
30Federal Reserve Bank of Dallas

Dallas, Texas (USA)

39.36501.02
31Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

40.27942.86
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.6582.26
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

41.21287.2
33Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.04280.86
34Barcelona School of Economics (BSE)

Barcelona, Spain

43.411683.02
35Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.22621.9
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

44.37340.98
37Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

46.322164.16
38Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

49.54601.22
39Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.24231.25
40School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

50.38672.99
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

50.78531.2
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.39430.39
42Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.221332.82
43Department of Economics, Cornell University

Ithaca, New York (USA)

56.13481.09
44Università Commerciale Luigi Bocconi

Milano, Italy

56.411702.92
45Department of Economics, McGill University

Montréal, Canada

56.95341.48
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

57.52140.15
46Brookings Institution

Washington, District of Columbia (USA)

57.52410.15
47Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

58.96620.44
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.72173.78
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.86640.61
49Economics Department, Yale University

New Haven, Connecticut (USA)

65.08590.45
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.85650.88
51Business School, University of Exeter

Exeter, United Kingdom

67.16531.28
52Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.251183
53Tinbergen Instituut

Amsterdam, Netherlands

68.111243.34
54Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

69.08291.78
55Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.581002.37
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

70.49222.03
56Department of Economics, University College London (UCL)

London, United Kingdom

71.58711.13
57School of Economics and Finance, Queen Mary University of London

London, United Kingdom

72.15682.09
58Department of Economics, New York University (NYU)

New York City, New York (USA)

74.02620.88
59Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

75.721282.58
60Business School, King's College London

London, United Kingdom

76.1331.38
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

76.8820.11
61Department of Economics, Indiana University

Bloomington, Indiana (USA)

79.61311.59
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.9171.56
62Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.03590.68
63Ekonomihögskolan, Lunds Universitet

Lund, Sweden

86.411201.08
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

86.41711.08
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.08321.29
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

87.77400.9
64Department of Economics, University of Warwick

Coventry, United Kingdom

88.32951.49
65Economics Department, Queen's University

Kingston, Canada

88.65531.22
66Department of Economics, University of Toronto

Toronto, Canada

90.83771.22
67DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

91.311380.67
68Deutsche Bundesbank

Frankfurt, Germany

91.421753.41
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

92.09992
69Department of Economics, Ohio State University

Columbus, Ohio (USA)

92.12402
70Department of Economics, Emory University

Atlanta, Georgia (USA)

92.37321.97
71Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

93.77421.41
---Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

95.26491.24
72Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

96.52263.01
73Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

96.69231.91
74Athens University of Economics and Business (AUEB)

Athens, Greece

96.87913.16
75Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

97.38300.38
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

97.7194.79
77Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

98.711143.6
78Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

100.46352.47
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

100.46312.47
79School of Business and Economics, Maastricht University

Maastricht, Netherlands

101.74995.07
80Business School, University of Technology Sydney

Sydney, Australia

102912.24
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

105.7970.38
81Faculty of Business Administration, University of Macau

Macau, Macao

106.6270.63
82Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

110.57360.48
83Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

112.03491.72
84Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

112.13632.54
85Institute of Labor Economics (IZA)

Bonn, Germany

113.759660.57
86Department of Economics, Korea University

Seoul, South Korea

114.04281.28
87Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

116.31931.85
88Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

117.97461.48
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

118.38211.53
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118.76121.24
90Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

120.07320.58
91Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

122.79120.4
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

123.75123.74
92Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

124.85410.46
93Department of Economics, University of California-Riverside

Riverside, California (USA)

125.55281.11
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

126.69450.68
95Département de Sciences Économiques, Université de Montréal

Montréal, Canada

126.82301.24
96Crawford School of Public Policy, Australian National University

Canberra, Australia

126.981760.88
97École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

129.181262.59
98Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

129.49310.56
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

130.11210.44
99Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

130.11450.44
100Sveriges Riksbank

Stockholm, Sweden

130.93362.58
101Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

131.92221.48
102Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

132.1270.5
103Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

132.41362.42
104Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

132.971731.93
105Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

134.24590.6
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

134.86391.18
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

136.08190.19
106Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

136.08540.19
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.46961.68
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

137.2682.13
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.42470.4
108Economics Department, University of Essex

Colchester, United Kingdom

138.1471.39
109College of Economics, Sogang University

Seoul, South Korea

139.31230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

140.72662.84
110Department of Economics, University of Houston

Houston, Texas (USA)

141.11231.21
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

141.34790.85
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

142.34411.3
111W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

142.34511.3
112School of Economics and Management, Tsinghua University

Beijing, China

144.29261.45
113Banca d'Italia

Roma, Italy

144.923103.65
114Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

145.461772.04
115Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

145.61711.17
116Department of Economics, University of Maryland

College Park, Maryland (USA)

150.75501.66
117Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.54510.83
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

152.9430.55
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

153.35993.32
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

154.661
119Sauder School of Business, University of British Columbia

Vancouver, Canada

154.6251
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

156.31320.26
120Centre for Economic Policy Research (CEPR)

London, United Kingdom

156.973710.29
121Toulouse School of Economics (TSE)

Toulouse, France

159.051551.23
122Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

159.81540.58
123Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

159.91191.78
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

160.58682.01
124Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

160.91721.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

160.91551.95
125Management School, University of Liverpool

Liverpool, United Kingdom

162.32372.38
126Banco de España

Madrid, Spain

165.461242.85
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

165.6781
127Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

165.91271.15
128School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

168.19570.7
129Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

168.43330.58
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

170.14490.29
130Bank of England

London, United Kingdom

1722102.47
131Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

172.12100.9
132BI Handelshøyskolen

Oslo, Norway

175.37550.76
133Business School, Macquarie University

Sydney, Australia

177.53441.68
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.3270.48
135Warwick Business School, University of Warwick

Coventry, United Kingdom

180.67291.92
136Graduate School of Business, Columbia University

New York City, New York (USA)

181.32560.15
137Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

181.62471.63
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

181.62401.63
138Institute for Fiscal Studies (IFS)

London, United Kingdom

181.88780.2
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

182.06290.55
139Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

183171.45
140London School of Economics (LSE)

London, United Kingdom

187.623441.1
141Department of Economics, University of Birmingham

Birmingham, United Kingdom

190.67521.22
142ESSEC Business School

Cergy-Pontoise, France

190.81362.13
143Federal Reserve Bank of New York

New York City, New York (USA)

191.8961.29
144Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

194.77500.89
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

194.99462.85
145School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

195.411451.38
146Bank of Canada

Ottawa, Canada

195.651823.59
147Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.25270.49
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

198.331021.35
148Economics Department, Williams College

Williamstown, Massachusetts (USA)

199320.28
149Management School, Lancaster University

Lancaster, United Kingdom

201.18663.56
---Department of Economics, London Business School (LBS)

London, United Kingdom

203.63140.4
150London Business School (LBS)

London, United Kingdom

203.63320.4
151Faculty of Economics, University of Tokyo

Tokyo, Japan

206.03421.03
152School of Economics, University of Manchester

Manchester, United Kingdom

208.33570.79
153Business School, Queensland University of Technology

Brisbane, Australia

208.72361.48
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

208.83270.12
154Economics Division, University of Southampton

Southampton, United Kingdom

209.6322.23
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

209.91120.26
155Henley Business School, University of Reading

Reading, United Kingdom

209.91310.26
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

209.91270.27
156Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

211.9311.46
157Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

212.05382.95
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

212.05272.95
158Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

214.39502.06
159College of Business and Economics, Yonsei University

Seoul, South Korea

215.01291.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

215.01271.37
160DeGroote School of Business, McMaster University

Hamilton, Canada

215.782.16

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 776 authors affiliated with 1603 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 †

3.67
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)

4.21
4Pierre Perron

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

4.89
5Tim Bollerslev

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

5.35
6Mohammad Hashem Pesaran

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

7.85
7Mark W. Watson

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

10.88
8Robert Taylor

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

12.26
9Jushan Bai

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

13.08
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.47
11Francis X. Diebold

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

14.52
12Charles R. Nelson

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

15.89
13Donald W. K. Andrews

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

17.28
14Helmut Luetkepohl

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

17.71
15Serena Ng

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

19.38
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

19.51
17Andrew C. Harvey

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

19.69
18Yongcheol Shin

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

19.98
19Lars Peter Hansen

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

22.47
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.56
21Kenneth D. West

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

22.79
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.45
23Neil Shephard

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

24.61
24Pentti Juhani Saikkonen

24.71
25James H. Stock

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

24.73
26Stephen Leybourne

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

24.81
27George Tauchen

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

26.02
28James Hamilton

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

26.12
29George Kapetanios

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

27.44
30Torben G. Andersen

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

28.27
31Todd Clark

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

30.3
32Thomas J. Sargent

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

30.96
33Adrian Rodney Pagan

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

31.49
34Halbert White †

32.17
35Graham Elliott

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

33.83
36Allan Timmermann

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

34.01
37Andrew Patton

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

36.62
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

39.19
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

39.99
40Lutz Kilian

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

40.53
41Manuel Arellano

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

41.59
42Massimiliano Marcellino

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

42.5
43David I. Harvey

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

43.65
44Peter Reinhard Hansen

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

45.54
45Siem Jan Koopman

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

45.84
46Jun Yu

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

50.17
47Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

50.52
48Joon Y. Park

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

51.18
49Ole E. Barndorff-Nielsen †

52.38
50Chang-Jin Kim

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

52.91
51Michael McCracken

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

53.34
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

53.4
53Lajos Horvath

57.54
54Lawrence J. Christiano

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

58.38
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

58.41
56Michael McAleer †

58.59
57Jean-Michel Zakoian

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

62.33
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

64.04
59Asger Lunde

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

64.63
60Cheng Hsiao

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

65.28
61Oliver Bruce Linton

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

67.57
62Frank Schorfheide

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

68.06
63Timothy Vogelsang

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

68.57
64Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

69.71
65James MacKinnon

Economics Department, Queen's University, Kingston, Canada

70.3
66Atsushi Inoue

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

70.84
67Jonathan H. Wright

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

71.44
68Yacine Ait-Sahalia

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

72.38
69Donggyu Sul

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

73.51
70Chihwa Kao

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

75.3
71Lucrezia Reichlin

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

75.61
72Joerg Breitung

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

75.62
73Marco Lippi

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

75.78
74Christian Francq

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

77.16
75Zhijie Xiao

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

77.7
76Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.5
77Rob J Hyndman

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

79.69

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