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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of May 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 8873 institutions with 68785 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 781 authors affiliated with 1608 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.59491.72
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2511412.06
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.86512.23
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.22531.07
5Department of Economics, Boston University

Boston, Massachusetts (USA)

7.46701.77
6African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.9970.97
7Monash Business School, Monash University

Melbourne, Australia

8.7719211.21
8Department of Economics, University of Southern California

Los Angeles, California (USA)

9.07701.08
9Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

9.29160.52
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.86541.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

10.92429.41
11Singapore Management University

Singapore, Singapore

11.68394.4
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

12.71511.49
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.78720.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.093810.36
---School of Economics, Singapore Management University

Singapore, Singapore

13.55324.37
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.66562.01
15European Central Bank

Frankfurt am Main, Germany

16.362648.5
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.38814.57
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.71682.18
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.7350.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

20.58884.02
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.52221.62
21Department of Economics, Oxford University

Oxford, United Kingdom

22.681793.39
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.321183.44
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

25.31591.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.49200.3
24Business School, University of Auckland

Auckland, New Zealand

26.49250.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.31190.54
25National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

33.744780.56
26International Monetary Fund (IMF)

Washington, District of Columbia (USA)

34.075207.47
27Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

34.32873.17
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

34.79820.66
29Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

36.091003.02
30Essex Business School, University of Essex

Colchester, United Kingdom

36.33312.41
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

39.57511.02
32Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

40.65601.26
33School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.691307.02
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.68572.25
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.93531.24
34Economics Department, University of Strathclyde

Glasgow, United Kingdom

41.99340.98
35Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

43.11291.85
36Barcelona School of Economics (BSE)

Barcelona, Spain

44.651672.97
37Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.85611.88
38Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

47.632164.02
39School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

48.69672.99
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

51.11231.27
41Department of Economics, Cornell University

Ithaca, New York (USA)

53.63511.09
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.47430.39
43Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

54.491342.82
44Università Commerciale Luigi Bocconi

Milano, Italy

54.971742.92
45Department of Economics, McGill University

Montréal, Canada

57.04351.5
46Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.49620.44
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

61.03140.14
47Brookings Institution

Washington, District of Columbia (USA)

61.03420.14
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.62173.77
48Department of Economics, University of California-Berkeley

Berkeley, California (USA)

62.45650.61
49Economics Department, Yale University

New Haven, Connecticut (USA)

65.07590.45
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.97650.9
51Tinbergen Instituut

Amsterdam, Netherlands

66.351233.33
52Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

67.61192.99
53Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

70992.36
54Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

70.971292.63
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

71.44222.02
55Department of Economics, University College London (UCL)

London, United Kingdom

72.25701.13
56School of Economics and Finance, Queen Mary University of London

London, United Kingdom

73.52692.09
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.97291.75
58Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

76.99431.69
59Department of Economics, New York University (NYU)

New York City, New York (USA)

77.1610.88
60Business School, King's College London

London, United Kingdom

77.11341.38
61Department of Economics, Indiana University

Bloomington, Indiana (USA)

78.76311.58
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

80.0520.1
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

81.51211.88
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

81.5721.88
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.3371.56
63Economics Department, Queen's University

Kingston, Canada

86.37531.22
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.51311.27
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

89.05590.68
65Department of Economics, University of Warwick

Coventry, United Kingdom

89.06961.47
66Deutsche Bundesbank

Frankfurt, Germany

90.071773.39
67Department of Economics, Ohio State University

Columbus, Ohio (USA)

90.66402
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

92.74971.97
68Department of Economics, University of Toronto

Toronto, Canada

93.58781.22
69DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

93.911350.66
---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

94.14481.24
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

94.81290.38
71Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

95.56252.71
72Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

95.97372.49
73Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

96.57231.91
74Athens University of Economics and Business (AUEB)

Athens, Greece

96.67913.13
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

97.721153.53
76Faculty of Business Administration, University of Macau

Macau, Macao

99.01130.63
77Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

99.4794.77
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

101.35322.47
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

104.2470.38
78Business School, University of Exeter

Exeter, United Kingdom

104.91541.53
79Business School, University of Technology Sydney

Sydney, Australia

105.58922.22
80School of Business and Economics, Maastricht University

Maastricht, Netherlands

106.92974.07
81Department of Economics, Emory University

Atlanta, Georgia (USA)

107.64321.89
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

109.94461.6
83Department of Economics, Korea University

Seoul, South Korea

109.95281.28
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

110.28491.72
85Institute of Labor Economics (IZA)

Bonn, Germany

111.159760.57
86Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.19931.83
87Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

114.22320.43
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

117.07221.54
88Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

118.47642.42
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

121.9121.21
90Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

123.13410.46
91École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

123.241252.59
92Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

124.17330.58
93Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

125.9211.53
94Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

126.32450.67
95Crawford School of Public Policy, Australian National University

Canberra, Australia

127.161780.86
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

130.58210.44
96Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

130.58450.44
97Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

130.72270.5
98Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

131.42310.56
99Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

132.27342.42
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

133.98112.72
100Sveriges Riksbank

Stockholm, Sweden

134362.57
101Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

134.551741.93
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.67190.19
102Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

134.67540.19
103Department of Economics, University of California-Riverside

Riverside, California (USA)

134.98291
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

135.7682.12
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

137.05981.68
104Département de Sciences Économiques, Université de Montréal

Montréal, Canada

137.28301.28
105Economics Department, University of Essex

Colchester, United Kingdom

139.53491.44
106College of Economics, Sogang University

Seoul, South Korea

139.58230.75
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.67672.78
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

140.22401.18
107Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

140.7480.4
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

141.08790.83
108Department of Economics, University of Houston

Houston, Texas (USA)

142.24241.21
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.48391.3
109W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

143.48491.3
110School of Economics and Management, Tsinghua University

Beijing, China

144.3261.45
111Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

144.98731.17
112Banca d'Italia

Roma, Italy

145.763143.5
113Department of Economics, University of Maryland

College Park, Maryland (USA)

147.84511.65
114Economics Department, Georgetown University

Washington, District of Columbia (USA)

148.64500.75
115Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

148.65120.28
116Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

148.711742.04
117Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

148.91741.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

148.91551.95
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

150.0230.55
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

151.35320.26
118Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.85993.32
119Toulouse School of Economics (TSE)

Toulouse, France

153.761541.24
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

154.33411.15
120Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

158.55471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

158.55401.79
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

159.043720.29
122Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

160.98191.77
123Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

161.77540.58
124Management School, University of Liverpool

Liverpool, United Kingdom

162.17382.38
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

163.03672.01
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

164.72480.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

164.8181
125Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

165.16271.15
126Federal Reserve Bank of New York

New York City, New York (USA)

166.141001.46
127Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

166.17580.32
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

166.47100.9
129Banco de España

Madrid, Spain

166.671252.83
130Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

168.42330.58
131Bank of England

London, United Kingdom

172.052112.47
132Business School, Macquarie University

Sydney, Australia

172.8451.67
133Institute for Fiscal Studies (IFS)

London, United Kingdom

177.17780.2
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

179.18270.39
135Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

180.72161.45
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

183.23310.55
136Warwick Business School, University of Warwick

Coventry, United Kingdom

183.79291.92
137BI Handelshøyskolen

Oslo, Norway

184.48540.74
138London School of Economics (LSE)

London, United Kingdom

186.623471.1
139Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

186.92382.87
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

186.92272.87
140Bank of Canada

Ottawa, Canada

189.621843.44
141Business School, Queensland University of Technology

Brisbane, Australia

190.75351.49
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

191.79462.85
142Graduate School of Business, Columbia University

New York City, New York (USA)

192.97560.14
143ESSEC Business School

Cergy-Pontoise, France

194.51362.11
144Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

194.71530.89
145Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.61270.49
146Management School, Lancaster University

Lancaster, United Kingdom

199.66663.56
147Department of Economics, University of Birmingham

Birmingham, United Kingdom

199.91531.05
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

200.16130.43
148Henley Business School, University of Reading

Reading, United Kingdom

200.16320.43
149School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

200.271431.36
150School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

200.31560.6
151Economics Department, Williams College

Williamstown, Massachusetts (USA)

202.11310.28
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

203.08991.32
---Department of Economics, London Business School (LBS)

London, United Kingdom

205.43120.4
152London Business School (LBS)

London, United Kingdom

205.43300.4
153Faculty of Economics, University of Tokyo

Tokyo, Japan

209.33411.03
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

209.46270.27
154College of Business and Economics, Yonsei University

Seoul, South Korea

210.66291.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

210.66271.37
155DeGroote School of Business, McMaster University

Hamilton, Canada

211.4982.16
156Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

211.85522.06
157Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

212.74291.46
158Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

214.41580.79
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

214.5360.66
159Sauder School of Business, University of British Columbia

Vancouver, Canada

214.53260.66
160Economics Division, University of Southampton

Southampton, United Kingdom

217.36332.19

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 781 authors affiliated with 1608 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 †

3.91
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
4Tim Bollerslev

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

5
5Pierre Perron

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

5.28
6Mohammad Hashem Pesaran

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

8.12
7Mark W. Watson

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

11.29
8Jushan Bai

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

12.55
9Yongmiao Hong

Department of Economics, Cornell University, Ithaca, New York (USA)

12.84
10Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.72
11Francis X. Diebold

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

14.08
12Robert Taylor

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

14.22
13Charles R. Nelson

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

16.2
14Donald W. K. Andrews

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

17.15
15Helmut Luetkepohl

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

18.02
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

19.16
17Andrew C. Harvey

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

19.74
18Yongcheol Shin

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

19.92
19Serena Ng

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

20.06
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

20.26
21Kenneth D. West

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

22.57
22James Hamilton

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

23.89
23Lars Peter Hansen

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

24.57
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

25.27
25Neil Shephard

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

25.57
26Stephen Leybourne

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

25.81
27Pentti Juhani Saikkonen

25.88
28George Tauchen

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

26.62
29James H. Stock

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

27.04
30Torben G. Andersen

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

28.11
31George Kapetanios

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

28.39
32Adrian Rodney Pagan

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

30.38
33Todd Clark

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

31.67
34Halbert White †

32.03
35Thomas J. Sargent

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

32.28
36Graham Elliott

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

34.22
37Andrew Patton

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

37.19
38Allan Timmermann

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

37.69
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

37.85
40Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.32
41Lutz Kilian

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

40.05
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

40.83
43Manuel Arellano

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

41.24
44David I. Harvey

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

44.77
45Peter Reinhard Hansen

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

44.84
46Jun Yu

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

46.14
47Siem Jan Koopman

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

46.33
48Joon Y. Park

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

51.05
49Chang-Jin Kim

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

51.12
50Ole E. Barndorff-Nielsen †

52.15
51Michael McCracken

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

52.83
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

53.81
53Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

54.88
54Lajos Horvath

56.8
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

59.76
56Michael McAleer †

59.97
57Lawrence J. Christiano

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

60.74
58Jean-Michel Zakoian

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

61.19
59Giuseppe Cavaliere

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

63.29
60Asger Lunde

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

65.37
61James MacKinnon

Economics Department, Queen's University, Kingston, Canada

69.14
62Cheng Hsiao

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

69.2
63Timothy Vogelsang

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

69.21
64Jonathan H. Wright

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

70.38
65Frank Schorfheide

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

70.82
66Oliver Bruce Linton

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

70.95
67Atsushi Inoue

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

71.06
68Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

72.6
69Yacine Ait-Sahalia

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

72.77
70Christian Francq

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

73.56
71Chihwa Kao

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

74.89
72Joerg Breitung

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

75.47
73Donggyu Sul

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

76.03
74Zhijie Xiao

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

77.7
75Marco Lippi

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

77.79
76Lucrezia Reichlin

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

78.35
77Rob J Hyndman

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

78.92
78Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

79.18

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