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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of July 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 8902 institutions with 69079 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 1607 institutions.
All authors classified in this field.

RankInstitutionScoreAuthorsAuthor shares
1Department of Economics, Duke University

Durham, North Carolina (USA)

2.81491.72
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.2611412.03
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

4.38522.22
4Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.08531.06
5African Governance and Development Institute (AGDI)

Yaoundé, Cameroun

7.9570.97
6Department of Economics, Boston University

Boston, Massachusetts (USA)

8.04691.77
7Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

8.38170.52
8Monash Business School, Monash University

Melbourne, Australia

8.7219211.21
9Department of Economics, University of Southern California

Los Angeles, California (USA)

8.98682.08
10Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

9.94531.89
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

11.19429.41
11Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

12.13710.85
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.893810.36
12Singapore Management University

Singapore, Singapore

13.41394.28
13Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

13.48501.36
14Stern School of Business, New York University (NYU)

New York City, New York (USA)

13.61572.01
---School of Economics, Singapore Management University

Singapore, Singapore

14.99324.25
15Økonomisk Institut, Københavns Universitet

København, Denmark

15.74794.69
16European Central Bank

Frankfurt am Main, Germany

16.512648.49
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

17.77682.15
18Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

19.89350.7
19Department of Economics and Related Studies, University of York

York, United Kingdom

20.74874.02
20Department of Economics, University of Washington

Seattle, Washington (USA)

21.39221.62
21Department of Economics, Oxford University

Oxford, United Kingdom

21.581793.43
22School of Economics, University of Nottingham

Nottingham, United Kingdom

23.281203.44
23Economics Department, Michigan State University

East Lansing, Michigan (USA)

24.34581.2
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

26.22200.3
24Business School, University of Auckland

Auckland, New Zealand

26.22250.3
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

30.71190.54
25Essex Business School, University of Essex

Colchester, United Kingdom

32.61312.43
26International Monetary Fund (IMF)

Washington, District of Columbia (USA)

33.155217.55
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

34.184770.56
28Department of Economics, University of Chicago

Chicago, Illinois (USA)

34.46780.36
29Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

35.05863.09
30Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France

35.311013.03
31Federal Reserve Bank of Dallas

Dallas, Texas (USA)

38.8501
32School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

40.441317.02
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

40.67572.25
33Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

41.13611.26
34Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

42291.85
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

42.43531.24
35Barcelona School of Economics (BSE)

Barcelona, Spain

43.631682.97
36Economics Department, University of Strathclyde

Glasgow, United Kingdom

43.73340.98
37Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

44.41611.9
38Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

49.95231.27
39Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain

Louvain-la-Neuve, Belgium

52.041342.82
40Department of Economics, Cornell University

Ithaca, New York (USA)

52.68511.09
41Department of Economics, Northwestern University

Evanston, Illinois (USA)

52.89430.39
42Department of Economics, McGill University

Montréal, Canada

55.88341.5
43Università Commerciale Luigi Bocconi

Milano, Italy

55.951712.92
44Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

58630.45
45Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

60.832143.68
46Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.86640.61
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

61.31173.77
47Economics Department, Yale University

New Haven, Connecticut (USA)

63.39620.45
48Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

65.32690.9
49Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

65.521192.99
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

66.23140.13
50Brookings Institution

Washington, District of Columbia (USA)

66.23420.13
51Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

66.861292.64
52Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

67.29992.37
53Tinbergen Instituut

Amsterdam, Netherlands

67.731233.32
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

68.58222.02
54Department of Economics, University College London (UCL)

London, United Kingdom

71.23701.13
55School of Economics and Finance, Queen Mary University of London

London, United Kingdom

71.49682.07
56Faculty of Business Administration, University of Macau

Macau, Macao

73.67151.25
57Department of Economics, University of Illinois at Urbana-Champaign

Urbana-Champaign, Illinois (USA)

74.51441.69
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.87291.75
59Department of Economics, New York University (NYU)

New York City, New York (USA)

74.94610.88
60Business School, King's College London

London, United Kingdom

76.48361.38
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

77.6520.1
61Department of Economics, Indiana University

Bloomington, Indiana (USA)

78.02311.58
---Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham

Nottingham, United Kingdom

79.2171.56
62Ekonomihögskolan, Lunds Universitet

Lund, Sweden

80.791211.87
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

80.79721.87
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

83.77301.29
63Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

85.02590.68
64Department of Economics, University of Warwick

Coventry, United Kingdom

85.96961.47
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona School of Economics (BSE)

Barcelona, Spain

88.83971.97
---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

89.46491.24
65Deutsche Bundesbank

Frankfurt, Germany

89.71773.31
66Economics Department, Queen's University

Kingston, Canada

90.66521.21
67Department of Economics, University of Toronto

Toronto, Canada

91.18781.22
68DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

92.141370.65
69Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

92.86372.49
70Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

92.89290.38
71Department of Economics, Ohio State University

Columbus, Ohio (USA)

93.27402
72Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

94.32231.91
73Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

94.94252.71
74Athens University of Economics and Business (AUEB)

Athens, Greece

95.8933.05
75Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

97.361153.56
---Department of Economics, Mitchell E. Daniels, Jr. School of Business, Purdue University

West Lafayette, Indiana (USA)

98.05322.47
76Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

98.1794.77
77School of Business and Economics, Maastricht University

Maastricht, Netherlands

99.32994.09
78Business School, University of Exeter

Exeter, United Kingdom

101.36531.54
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

102.1870.37
79Business School, University of Technology Sydney

Sydney, Australia

104.14912.22
80Department of Economics, Emory University

Atlanta, Georgia (USA)

106.12331.89
81Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

107.18491.72
82Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

108.26461.6
83Department of Economics, Korea University

Seoul, South Korea

112.16281.28
84Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

112.22921.83
85Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

112.43330.43
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

114.75221.54
86Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

118121.21
87Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

119.84330.58
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.22210.44
88Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

122.22450.44
89Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

122.28450.67
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

122.68112.74
90Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

123.16410.46
91Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

124.19641.91
92École d'Économie d'Aix-Marseille, Aix-Marseille Université

Aix-en-Provence/Marseille, France

124.371252.61
93Department of Economics and Finance, Brunel University London

Uxbridge, United Kingdom

124.8221.52
94Economics Department, University of Essex

Colchester, United Kingdom

130.27491.44
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.63190.19
95Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

130.63550.19
96Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

130.78342.4
97Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

131.19320.56
98Sveriges Riksbank

Stockholm, Sweden

131.52362.57
99Department of Economics, University of California-Riverside

Riverside, California (USA)

131.67301
100Département de Sciences Économiques, Université de Montréal

Montréal, Canada

132.78301.28
101Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

133.531761.93
102School of Economics and Management, Tsinghua University

Beijing, China

133.88261.47
---Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutält, Universität Zürich

Zürich, Switzerland

135.861001.68
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

137.53401.18
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

139.18672.78
---Department of Economics, W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

140.1391.3
103W.P. Carey School of Business, Arizona State University

Tempe, Arizona (USA)

140.1481.3
104Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

140.55480.4
105Department of Economics, University of Houston

Houston, Texas (USA)

140.88251.21
106College of Economics, Sogang University

Seoul, South Korea

141.05230.75
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

142.6971.61
107Banca d'Italia

Roma, Italy

143.13163.49
108Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.18731.97
---Department of Economics, Adam Smith Business School, University of Glasgow

Glasgow, United Kingdom

144.18551.97
---Department of Economics, Business School, University of Exeter

Exeter, United Kingdom

144.47401.16
109Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

146.471742.04
---Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln

Köln, Germany

147.5330.55
110Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

148.22120.28
111Economics Department, Georgetown University

Washington, District of Columbia (USA)

148.54510.75
112Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

148.71731.17
113Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

149.96993.27
114Toulouse School of Economics (TSE)

Toulouse, France

150.391541.29
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

151.45310.26
115Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

154.88191.77
116Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

155.1540.58
117Crawford School of Public Policy, Australian National University

Canberra, Australia

156.421790.83
118Department of Economics, University of Maryland

College Park, Maryland (USA)

157.05511.61
119Centre for Economic Policy Research (CEPR)

London, United Kingdom

157.973730.29
120Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.42471.79
---Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph

Guelph, Canada

159.42401.79
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

159.99672.01
121Management School, University of Liverpool

Liverpool, United Kingdom

161.77392.38
122Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

163.29100.9
123Culverhouse College of Business, University of Alabama-Tuscaloosa

Tuscaloosa, Alabama (USA)

163.6281.15
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

165.3490.29
124Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

166.43330.58
125Department of Economics, University of Notre Dame

South Bend, Indiana (USA)

167.62580.32
---Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main

Frankfurt am Main, Germany

168.5181
126Bank of England

London, United Kingdom

168.772122.46
127Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech)

Blacksburg, Virginia (USA)

169161.45
128Business School, Macquarie University

Sydney, Australia

169.05461.67
129Banco de España

Madrid, Spain

173.291252.52
130Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

173.32260.39
131Institute for Fiscal Studies (IFS)

London, United Kingdom

174.71780.2
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

174.91790.8
---Economic Research Department, Federal Reserve Bank of Dallas

Dallas, Texas (USA)

179.3300.55
---Department of Economics, Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

180.06472.84
132London School of Economics (LSE)

London, United Kingdom

183.463461.1
133BI Handelshøyskolen

Oslo, Norway

184.26540.74
134Warwick Business School, University of Warwick

Coventry, United Kingdom

185.35301.92
135Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

185.59382.88
---Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials, Universitat de les Illes Balears

Palma de Mallorca, Spain

185.59272.88
136Bangko Sentral Ng Pilipinas

Manilla, Philippines

186.97200.33
137Federal Reserve Bank of New York

New York City, New York (USA)

189.09991.34
138Business School, Queensland University of Technology

Brisbane, Australia

189.36351.49
139Graduate School of Business, Columbia University

New York City, New York (USA)

189.73560.14
140DeGroote School of Business, McMaster University

Hamilton, Canada

190.7682.16
141ESSEC Business School

Cergy-Pontoise, France

192.73362.11
142Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy

193.37540.89
143Economics Department, Williams College

Williamstown, Massachusetts (USA)

193.57310.28
144Bank of Canada

Ottawa, Canada

193.591833.5
145Department of Economics, University of Birmingham

Birmingham, United Kingdom

196.38531.05
146School of Business and Economics, Universidade Nova de Lisboa

Lisboa, Portugal

196.86560.6
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

196.88130.43
147Henley Business School, University of Reading

Reading, United Kingdom

196.88310.43
148Department of Economics, University of Oregon

Eugene, Oregon (USA)

198.59260.49
149School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

202.251441.35
---Department of Economics, London Business School (LBS)

London, United Kingdom

204.3120.4
150London Business School (LBS)

London, United Kingdom

204.3310.4
---Economics Group, Nuffield College, Department of Economics, Oxford University

Oxford, United Kingdom

204.88270.27
---CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg

Tilburg, Netherlands

204.951001.31
151Department of Economics, University of Pittsburgh

Pittsburgh, Pennsylvania (USA)

206.21522.06
152College of Business and Economics, Yonsei University

Seoul, South Korea

207.13301.38
---School of Economics, College of Business and Economics, Yonsei University

Seoul, South Korea

207.13281.38
153Faculty of Economics, University of Tokyo

Tokyo, Japan

208.19411.03
154Department of Economics, York University

Toronto, Canada

208.42421.21
155Management School, Lancaster University

Lancaster, United Kingdom

208.99663.38
156Department of Economics, School of Social Sciences, University of Manchester

Manchester, United Kingdom

209.74580.79
157Economics Division, University of Southampton

Southampton, United Kingdom

211.74332.19
158School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

213.83752.63
---Finance Division, Sauder School of Business, University of British Columbia

Vancouver, Canada

215.7960.66
159Sauder School of Business, University of British Columbia

Vancouver, Canada

215.79260.66
---Department of Economics, Business School, Macquarie University

Sydney, Australia

216.68321.27
160Graduate School of Economics/Faculty of Economics, Hitotsubashi University

Tokyo, Japan

217.47281.46

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 781 authors affiliated with 1607 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 †

3.81
3Robert F. Engle III

Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA)
Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

4.41
4Tim Bollerslev

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

5.25
5Pierre Perron

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

5.3
6Mohammad Hashem Pesaran

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

7.74
7Mark W. Watson

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

10.99
8Robert Taylor

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

12.15
9Yongmiao Hong

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

12.63
10Jushan Bai

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

12.68
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

13.91
12Francis X. Diebold

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

14.44
13Charles R. Nelson

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

16.08
14Helmut Luetkepohl

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

16.96
15Donald W. K. Andrews

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

17.45
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

19.02
17Serena Ng

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

19.49
18Andrew C. Harvey

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

19.71
19Yongcheol Shin

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

20.08
20Kenneth D. West

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

22.2
21Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

22.36
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

23.1
23James Hamilton

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

23.75
24Lars Peter Hansen

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

23.82
25Neil Shephard

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

25.54
26Stephen Leybourne

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

26.01
27George Tauchen

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

26.48
28James H. Stock

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

27.2
29Torben G. Andersen

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

27.42
30Pentti Juhani Saikkonen

27.45
31George Kapetanios

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

28.15
32Todd Clark

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

31.11
33Halbert White †

31.86
34Thomas J. Sargent

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

32.2
35Graham Elliott

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

33.63
36Andrew Patton

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

36.01
37Allan Timmermann

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

37.09
38Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

38.03
39Morten Nielsen

Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

38.65
40Lutz Kilian

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

39.18
41Manuel Arellano

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

40.92
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

41.72
43David I. Harvey

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

43.11
44Peter Reinhard Hansen

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

44.67
45Siem Jan Koopman

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

45.25
46Joon Y. Park

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

50.12
47Jun Yu

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

51.15
48Ole E. Barndorff-Nielsen †

51.34
49Lajos Horvath

51.52
50Luc Bauwens

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

51.8
51Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

52.27
52Chang-Jin Kim

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

52.48
53Michael McCracken

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

52.51
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

55.33
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

58.28
56Lawrence J. Christiano

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

58.81
57Jean-Michel Zakoian

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

61.08
58Asger Lunde

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

64.89
59Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

67.5
60Cheng Hsiao

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

68.36
61Timothy Vogelsang

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

68.4
62Jonathan H. Wright

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

69.15
63Frank Schorfheide

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

69.8
64Oliver Bruce Linton

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

70.12
65Christian Francq

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

70.59
66Yacine Ait-Sahalia

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

70.71
67Atsushi Inoue

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

70.9
68Chihwa Kao

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

72.25
69James MacKinnon

Economics Department, Queen's University, Kingston, Canada

72.81
70Donggyu Sul

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

74.37
71Joerg Breitung

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

74.63
72Rob J Hyndman

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

75.94
73Lucrezia Reichlin

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

76.75
74Zhijie Xiao

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

77.25
75Marco Lippi

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

77.58
76Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

78.64
77Norman Rasmus Swanson

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

79.28
78Domenico Giannone

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

80.94

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