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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of June 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 8887 institutions with 68902 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 1611 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.71491.72
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.0611412.06
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.43512.22
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.23531.07
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

8.0270.97
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.45691.77
7Monash Business School, Monash University

Melbourne, Australia

8.819211.21
8Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.83170.52
9Department of Economics, University of Southern California

Los Angeles, California (USA)

8.94681.08
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.78531.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

10.92429.41
11Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

11.99501.49
12Singapore Management University

Singapore, Singapore

12.31394.4
13Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.57720.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

13.013810.36
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.82562.01
---School of Economics, Singapore Management University

Singapore, Singapore

13.92324.38
15European Central Bank

Frankfurt am Main, Germany

16.432648.5
16Økonomisk Institut, Københavns Universitet

København, Denmark

16.49794.57
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

18.22682.15
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.77350.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

20.93874.02
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.26221.62
21Department of Economics, Oxford University

Oxford, United Kingdom

22.651793.39
22School of Economics, University of Nottingham

Nottingham, United Kingdom

24.171203.44
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.82591.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

27.29200.3
24Business School, University of Auckland

Auckland, New Zealand

27.29250.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

31.65190.54
25Essex Business School, University of Essex

Colchester, United Kingdom

32.69312.43
26National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.374780.56
27Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

34.841013.02
28International Monetary Fund (IMF)

Washington, District of Columbia (USA)

35.085207.47
29Department of Economics, University of Chicago

Chicago, Illinois (USA)

35.43790.36
30Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

36.11863.1
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

40.09501.01
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.891317.02
33Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.47601.26
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

41.66572.25
34Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

42.79291.85
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.89531.24
35Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.49340.98
36Barcelona School of Economics (BSE)

Barcelona, Spain

44.131672.97
37Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.35611.88
38Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

48.212164.02
39School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

48.58672.98
40Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

50.39231.27
41Department of Economics, Cornell University

Ithaca, New York (USA)

52.97511.09
42Department of Economics, Northwestern University

Evanston, Illinois (USA)

54.17430.39
43Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

55.391342.82
44Università Commerciale Luigi Bocconi

Milano, Italy

56.571722.92
45Department of Economics, McGill University

Montréal, Canada

56.62351.5
46Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

60.47620.44
47Department of Economics, University of California-Berkeley

Berkeley, California (USA)

61.87650.61
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

62.5173.77
48Economics Department, Yale University

New Haven, Connecticut (USA)

63.44610.45
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

64.22140.14
49Brookings Institution

Washington, District of Columbia (USA)

64.22420.14
50Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

64.81660.9
51Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.951192.99
52Tinbergen Instituut

Amsterdam, Netherlands

67.291233.32
53Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

69.751292.64
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

69.87222.03
54Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

69.91002.36
55Faculty of Business Administration, University of Macau

Macau, Macao

70.75151.26
56Department of Economics, University College London (UCL)

London, United Kingdom

72.05701.13
57School of Economics and Finance, Queen Mary University of London

London, United Kingdom

73.3682.07
58Business School, King's College London

London, United Kingdom

75.45341.38
59Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

76.08431.69
60Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

76.49291.75
61Department of Economics, New York University (NYU)

New York City, New York (USA)

77.79610.88
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

79.761211.87
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

79.7620.1
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

79.76721.87
63Department of Economics, Indiana University

Bloomington, Indiana (USA)

80.13311.58
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

82.9371.56
64Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

87.52590.68
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

87.56311.27
65Economics Department, Queen's University

Kingston, Canada

87.56531.22
66DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

89.841370.66
67Department of Economics, University of Warwick

Coventry, United Kingdom

90.26961.47
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

91.65961.97
68Deutsche Bundesbank

Frankfurt, Germany

92.131773.29
69Department of Economics, University of Toronto

Toronto, Canada

92.95781.22
70Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.21402
---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

95.84491.24
71Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

95.87372.49
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

96.63231.91
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

97.07252.71
74Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

97.12280.38
75Athens University of Economics and Business (AUEB)

Athens, Greece

97.77923.05
76School of Business and Economics, Maastricht University

Maastricht, Netherlands

98.05984.11
77Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

98.131153.56
78Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.694.77
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

101.35322.47
79Business School, University of Exeter

Exeter, United Kingdom

102.77531.54
80Business School, University of Technology Sydney

Sydney, Australia

105.65912.22
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

107.5770.37
81Department of Economics, Emory University

Atlanta, Georgia (USA)

108.03331.89
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

110.52461.6
83Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

111.38491.72
84Department of Economics, Korea University

Seoul, South Korea

112.43281.28
85Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

113.65921.83
86Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

114.05310.43
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

117.18221.54
87Institute of Labor Economics (IZA)

Bonn, Germany

117.449760.57
88Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

118.72652.42
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

119.98112.76
89Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

121.24121.21
90École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

122.251252.61
91Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

122.89330.58
92Crawford School of Public Policy, Australian National University

Canberra, Australia

123.251780.87
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

124.07210.44
93Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

124.07450.44
94Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

125.45410.46
95Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

125.48450.67
96Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

125.51221.53
97Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

132.74320.56
98Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

134.01342.4
99Département de Sciences Économiques, Université de Montréal

Montréal, Canada

134.9301.28
100Sveriges Riksbank

Stockholm, Sweden

135.47362.57
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.72190.19
101Department of Economics, University of California-Riverside

Riverside, California (USA)

135.72291
100Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

135.72540.19
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

136.03790.84
103Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

136.091761.93
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.2582.12
104Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

136.89270.5
105Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.88480.4
106Economics Department, University of Essex

Colchester, United Kingdom

138.19491.44
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

138.631001.68
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

138.89672.78
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

139.07401.18
107Department of Economics, University of Houston

Houston, Texas (USA)

142.33241.21
108School of Economics and Management, Tsinghua University

Beijing, China

142.48261.45
109College of Economics, Sogang University

Seoul, South Korea

143.4230.75
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

144.82391.3
110W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

144.82491.3
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

146.33401.16
111Banca d'Italia

Roma, Italy

147.713153.49
112Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

148.811003.31
113Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

149.03120.28
114Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

149.561742.04
115Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.15731.95
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

150.15551.95
116Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

150.35731.17
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

151.3130.55
117Economics Department, Georgetown University

Washington, District of Columbia (USA)

151.53500.75
118Toulouse School of Economics (TSE)

Toulouse, France

154.181541.3
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

155.2310.26
119Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.32471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.32401.79
120Department of Economics, University of Maryland

College Park, Maryland (USA)

159.84511.61
121Centre for Economic Policy Research (CEPR)

London, United Kingdom

160.293720.29
122Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

162.75540.58
123Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

162.93191.77
124Management School, University of Liverpool

Liverpool, United Kingdom

163.27392.38
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

163.54672.01
125Business School, Macquarie University

Sydney, Australia

166.03451.67
126Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

166.16271.15
127Federal Reserve Bank of New York

New York City, New York (USA)

167.111001.45
128Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

168100.9
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

168.57490.29
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

170.2681
129Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

170.27570.32
130Bank of England

London, United Kingdom

170.982112.47
131Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

171.52330.58
132Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

173.44161.45
133Banco de España

Madrid, Spain

173.521252.58
134Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

175.91270.39
135Institute for Fiscal Studies (IFS)

London, United Kingdom

180.34780.2
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

182.97300.55
136Warwick Business School, University of Warwick

Coventry, United Kingdom

183.64301.92
137School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

184.08560.6
138BI Handelshøyskolen

Oslo, Norway

184.53540.74
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

184.77472.84
139London School of Economics (LSE)

London, United Kingdom

186.523461.1
140Bank of Canada

Ottawa, Canada

192.181833.44
141Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

192.24382.87
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

192.24272.87
142Graduate School of Business, Columbia University

New York City, New York (USA)

192.76560.14
143Business School, Queensland University of Technology

Brisbane, Australia

193.25351.49
144ESSEC Business School

Cergy-Pontoise, France

193.33362.11
145Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

194.74530.89
146Department of Economics, University of Oregon

Eugene, Oregon (USA)

197.12270.49
147Economics Department, Williams College

Williamstown, Massachusetts (USA)

198.16310.28
148Department of Economics, University of Birmingham

Birmingham, United Kingdom

199.35531.05
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

201.06130.43
149Henley Business School, University of Reading

Reading, United Kingdom

201.06320.43
150School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

205.131421.36
---Department of Economics, London Business School (LBS)

London, United Kingdom

206.71120.4
151London Business School (LBS)

London, United Kingdom

206.71300.4
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

208.14270.27
152Faculty of Economics, University of Tokyo

Tokyo, Japan

208.22411.03
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

208.24981.32
153Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

209.13580.79
---Department of Economics, Business School, Macquarie University

Sydney, Australia

210.8311.27
154Management School, Lancaster University

Lancaster, United Kingdom

210.83663.38
155Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

211.43522.06
156Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

212.1291.46
157College of Business and Economics, Yonsei University

Seoul, South Korea

213.05301.37
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

213.05281.37
158DeGroote School of Business, McMaster University

Hamilton, Canada

216.692.16
---Institutt for Samfunnsøkonomi, BI Handelshøyskolen

Oslo, Norway

217.21210.42
159Economics Division, University of Southampton

Southampton, United Kingdom

218.86332.19
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

220.0560.66
160Sauder School of Business, University of British Columbia

Vancouver, Canada

220.05260.66
---Finance and Economics Department, Graduate School of Business, Columbia University

New York City, New York (USA)

220.9270.12
161LeBow College of Business, Drexel University

Philadelphia, Pennsylvania (USA)

221.81321.01

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 781 authors affiliated with 1611 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 †

3.89
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)

4.68
4Pierre Perron

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

5.36
5Tim Bollerslev

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

5.38
6Mohammad Hashem Pesaran

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

7.77
7Mark W. Watson

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

10.68
8Robert Taylor

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

12.19
9Jushan Bai

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

12.58
10Yongmiao Hong

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

13.08
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.16
12Francis X. Diebold

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

14.56
13Charles R. Nelson

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

15.59
14Helmut Luetkepohl

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

16.81
15Donald W. K. Andrews

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

17.4
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

19.04
17Andrew C. Harvey

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

19.79
18Serena Ng

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

20.04
19Yongcheol Shin

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

20.05
20Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

21.92
21Kenneth D. West

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

22.16
22James Hamilton

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

23.77
23Lars Peter Hansen

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

23.92
24David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

24.84
25Pentti Juhani Saikkonen

25.62
26Stephen Leybourne

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

25.91
27Neil Shephard

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

26.52
28James H. Stock

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

26.77
29George Tauchen

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

26.88
30George Kapetanios

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

27.42
31Torben G. Andersen

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

28.43
32Adrian Rodney Pagan

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

30.24
33Todd Clark

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

31.97
34Halbert White †

32.39
35Thomas J. Sargent

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

32.63
36Graham Elliott

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

34.8
37Andrew Patton

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

35.85
38Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

37.24
39Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

37.26
40Allan Timmermann

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

37.38
41Lutz Kilian

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

40.69
42Manuel Arellano

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

41.82
43Massimiliano Marcellino

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

43.18
44Peter Reinhard Hansen

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

44.15
45David I. Harvey

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

45.28
46Siem Jan Koopman

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

46.88
47Jun Yu

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

49.73
48Ole E. Barndorff-Nielsen †

51.15
49Joon Y. Park

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

52.74
50Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

52.97
51Chang-Jin Kim

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

53.01
52Michael McCracken

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

53.97
53Luc Bauwens

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

54.5
54Giuseppe Cavaliere

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

57.96
55Michael McAleer †

59.55
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

59.63
57Lawrence J. Christiano

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

60.63
58Jean-Michel Zakoian

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

60.64
59Asger Lunde

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

66.47
60Cheng Hsiao

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

68.8
61Timothy Vogelsang

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

69.1
62James MacKinnon

Economics Department, Queen's University, Kingston, Canada

70.77
63Oliver Bruce Linton

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

70.96
64Frank Schorfheide

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

71.18
65Atsushi Inoue

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

71.53
66Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

71.62
67Christian Francq

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

71.94
68Jonathan H. Wright

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

72.31
69Lajos Horvath

73.45
70Yacine Ait-Sahalia

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

74.58
71Chihwa Kao

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

75.39
72Yixiao Sun

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

75.4
73Donggyu Sul

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

75.56
74Zhijie Xiao

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

75.93
75Joerg Breitung

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

76.83
76Lucrezia Reichlin

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

78.27
77Marco Lippi

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

78.88
78Rob J Hyndman

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

79.5

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